Access Statistics for Paolo Pellizzari

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market 0 0 0 102 0 0 1 267
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 97 0 0 13 251
A comparison of different trading protocols in an agent-based market 0 0 0 149 1 1 2 766
A comparison of different trading protocols in an agent-based market 0 0 0 105 0 0 0 428
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 0 0 2 66
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 0 0 0 793
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 1 1 2 547
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 0 0 0 167
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 0 0 0 150
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 0 0 5 451
Diversification Versus Concentration......... and the Winner Is? 0 2 6 150 3 11 49 602
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 46 0 0 3 169
Efficient Monte Carlo Pricing of Basket Options 0 0 3 4,466 0 1 6 9,007
Facebook as an academic learning platform: A case study in Mathematics 0 0 0 87 0 1 2 308
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 1 2 2 895
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 0 0 1 23 0 1 6 37
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 187 0 1 3 577
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 0 0 1,928 0 1 1 4,272
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 119 0 1 1 324
Optimal trading in a limit order book using linear strategies 0 0 0 94 0 0 2 258
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 0 1 2 95
Sense making and information in an agent-based model of cooperation 0 0 0 32 1 1 1 96
Simple Market Protocols for Efficient Risk Sharing 0 0 0 109 0 0 0 523
Simple market protocols for efficient risk sharing 0 0 0 101 0 0 0 459
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 1 1 3 642
Some effects of transaction taxes under different microstructures 0 0 0 129 0 0 1 415
Some effects of transaction taxes under different microstructures 0 0 0 5 0 1 2 37
Static Hedging of Multivariate Derivatives by Simulation 0 0 2 914 0 0 3 1,878
The Effects of Facebook Discussions on Academic Performance 0 0 0 42 0 0 1 231
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 0 0 2 230
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 1 29 0 0 1 159
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 0 0 0 121
The allocative effectiveness of market protocols under intelligent trading 0 0 0 117 0 0 2 562
The simplicity of optimal trading in order book markets 0 0 0 88 0 0 1 252
Time-dependent trading strategies in a continuous double auction 0 0 0 51 0 0 0 204
Trade-in programs in the context of technological innovation with herding 0 0 0 76 0 1 2 124
Utility based pricing of contingent claims 0 0 0 535 1 1 3 1,931
Which market protocols facilitate fair trading? 0 0 0 99 1 1 2 310
Zero-Intelligence Trading without Resampling 0 0 0 157 0 0 1 499
Total Working Papers 0 2 13 11,186 10 28 127 29,103


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET 0 0 0 27 1 2 3 106
A comparison of different trading protocols in an agent-based market 0 1 1 18 0 2 4 90
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 1 1 9 22
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 0 0 0 22
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 1 10 0 0 2 79
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 0 0 2 56
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 0 0 0 1 0 0 2 5
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 0 9 0 1 1 29
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 1 2 8 65
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 0 2 0 0 0 22
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 0 0 0 56
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 7 0 0 1 37
OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES 0 0 0 4 0 0 1 15
Performance implications of active management of institutional mutual funds 0 0 0 7 1 1 1 66
Simple market protocols for efficient risk sharing 0 0 0 25 0 0 2 139
Simulation in management accounting and management control: editorial 0 0 1 7 0 0 2 54
Some effects of transaction taxes under different microstructures 0 0 0 109 0 2 6 318
Static hedging of multivariate derivatives by simulation 0 0 1 33 1 1 2 160
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 0 0 1 107
The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index 0 0 1 17 0 3 7 48
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 0 1 3 280
Total Journal Articles 0 1 5 375 5 16 57 1,776


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior 0 0 0 0 0 0 3 7
Mutual Funds Flows and the “Sheriff of Nottingham” Effect 0 0 0 0 0 0 1 3
Sense making and information in an agent-based model of cooperation 0 0 0 0 0 0 0 2
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 1 2 3 11
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 0 0 1 2
Time-Dependent Trading Strategies in a Continuous Double Auction 0 0 0 1 0 0 1 7
Trade-In Programs in the Context of Technological Innovation with Herding 0 0 0 0 0 0 0 1
Which Market Protocols Facilitate Fair Trading? 0 0 0 0 0 1 2 6
Zero-Intelligence Trading Without Resampling 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 1 1 3 11 41


Statistics updated 2025-09-05