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 0 101 0 0 3 248
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 95 3 5 6 221
A comparison of different trading protocols in an agent-based market 0 0 0 105 2 5 6 418
A comparison of different trading protocols in an agent-based market 0 0 0 148 0 0 3 754
Allocative efficiency and traders' protection under zero intelligence behavior 1 2 4 202 1 4 11 768
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 1 133 0 3 9 537
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 76 4 9 14 144
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 0 1 5 144
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 1 1 5 441
Diversification Versus Concentration......... and the Winner Is? 1 4 22 99 7 17 70 297
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 43 1 1 3 141
Efficient Monte Carlo Pricing of Basket Options 0 0 3 4,439 2 3 15 8,943
Facebook as an academic learning platform: A case study in Mathematics 0 0 1 83 2 2 5 284
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 246 2 6 13 885
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 183 1 3 5 553
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 1 1 1,921 2 3 11 4,246
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 118 1 1 6 304
Optimal trading in a limit order book using linear strategies 0 0 0 93 5 5 6 250
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 16 1 2 3 55
Sense making and information in an agent-based model of cooperation 0 0 0 29 0 1 2 74
Simple Market Protocols for Efficient Risk Sharing 0 0 0 108 0 2 7 512
Simple market protocols for efficient risk sharing 0 0 0 100 1 3 9 447
Some Effects of Transaction Taxes Under Different Microstructures 1 1 1 201 1 4 8 616
Some effects of transaction taxes under different microstructures 0 0 1 128 0 2 6 393
Some effects of transaction taxes under different microstructures 0 0 1 4 0 1 5 23
Static Hedging of Multivariate Derivatives by Simulation 0 0 1 911 1 3 8 1,865
The Effects of Facebook Discussions on Academic Performance 1 2 2 40 4 6 8 191
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 0 1 2 162
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 2 25 2 2 7 61
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 0 1 2 108
The allocative effectiveness of market protocols under intelligent trading 0 0 2 112 0 4 31 525
The simplicity of optimal trading in order book markets 0 0 1 82 4 6 17 213
Time-dependent trading strategies in a continuous double auction 0 0 0 49 3 4 12 194
Trade-in programs in the context of technological innovation with herding 0 0 0 76 1 7 7 105
Utility based pricing of contingent claims 0 0 1 535 0 0 4 1,921
Which market protocols facilitate fair trading? 0 0 1 99 0 1 4 297
Zero-Intelligence Trading without Resampling 0 0 0 153 0 0 2 444
Total Working Papers 4 10 45 10,977 52 119 340 27,784


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 1 25 0 0 3 87
A comparison of different trading protocols in an agent-based market 0 0 0 17 1 4 9 81
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 0 1 2 15
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 5 2 3 4 47
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 8 1 2 7 50
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 3 0 0 2 19
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 10 0 2 2 49
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 5 1 1 4 24
Performance implications of active management of institutional mutual funds 0 0 0 7 2 3 4 38
Simple market protocols for efficient risk sharing 0 0 0 24 1 1 2 125
Simulation in management accounting and management control: editorial 0 0 1 5 0 0 2 25
Some effects of transaction taxes under different microstructures 1 1 2 99 2 3 16 277
Static hedging of multivariate derivatives by simulation 0 0 0 32 0 0 1 155
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 0 0 0 40
Utility based pricing of contingent claims in incomplete markets 0 1 1 65 0 1 1 268
Total Journal Articles 1 2 5 308 10 21 59 1,300


Statistics updated 2019-11-03