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 1 6 248
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 1 95 0 0 2 216
A comparison of different trading protocols in an agent-based market 0 0 1 148 0 0 7 754
A comparison of different trading protocols in an agent-based market 0 0 0 105 0 0 1 413
Allocative efficiency and traders' protection under zero intelligence behavior 0 1 1 199 0 2 12 763
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 1 133 0 2 6 534
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 1 76 0 1 8 134
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 0 0 4 143
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 0 0 8 440
Diversification Versus Concentration......... and the Winner Is? 1 7 17 93 3 19 56 277
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 43 0 1 3 140
Efficient Monte Carlo Pricing of Basket Options 0 3 3 4,439 1 6 16 8,940
Facebook as an academic learning platform: A case study in Mathematics 0 0 1 83 0 1 4 282
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 246 0 2 6 878
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 183 0 0 2 550
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 0 0 1,920 1 2 10 4,243
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 1 118 2 2 9 303
Optimal trading in a limit order book using linear strategies 0 0 0 93 1 1 2 245
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 16 0 0 1 53
Sense making and information in an agent-based model of cooperation 0 0 1 29 0 0 2 73
Simple Market Protocols for Efficient Risk Sharing 0 0 1 108 1 3 6 510
Simple market protocols for efficient risk sharing 0 0 0 100 1 2 8 444
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 200 0 1 8 611
Some effects of transaction taxes under different microstructures 1 1 1 4 1 2 5 21
Some effects of transaction taxes under different microstructures 0 0 1 128 1 1 10 391
Static Hedging of Multivariate Derivatives by Simulation 0 1 1 911 1 2 5 1,862
The Effects of Facebook Discussions on Academic Performance 0 0 0 38 0 0 8 185
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 0 0 1 161
The Strategic Implementation of an Investment Process in a Funds Management Firm 1 1 2 25 2 2 5 59
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 0 0 2 107
The allocative effectiveness of market protocols under intelligent trading 1 2 2 112 1 5 37 521
The simplicity of optimal trading in order book markets 0 0 2 82 0 0 11 205
Time-dependent trading strategies in a continuous double auction 0 0 0 49 0 3 9 190
Trade-in programs in the context of technological innovation with herding 0 0 1 76 0 0 1 98
Utility based pricing of contingent claims 0 1 1 535 0 1 5 1,921
Which market protocols facilitate fair trading? 0 0 1 99 0 0 3 296
Zero-Intelligence Trading without Resampling 0 0 0 153 0 1 3 444
Total Working Papers 4 17 41 10,964 16 63 292 27,655

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 24 0 1 2 86
A comparison of different trading protocols in an agent-based market 0 0 0 17 0 2 6 77
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 0 1 1 14
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 5 0 1 1 44
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 8 0 1 5 47
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 1 3 0 0 5 19
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 1 10 0 0 3 47
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 5 0 0 2 22
Performance implications of active management of institutional mutual funds 0 0 0 7 0 0 3 35
Simple market protocols for efficient risk sharing 0 0 0 24 0 0 1 124
Simulation in management accounting and management control: editorial 1 1 1 5 1 1 2 24
Some effects of transaction taxes under different microstructures 0 0 3 98 3 4 19 272
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 2 40
Utility based pricing of contingent claims in incomplete markets 0 0 0 64 0 0 1 267
Total Journal Articles 1 1 6 305 4 11 54 1,273

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Statistics updated 2019-07-03