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 3 3 4 270
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 97 1 1 12 252
A comparison of different trading protocols in an agent-based market 0 0 0 149 0 1 2 766
A comparison of different trading protocols in an agent-based market 0 0 0 105 1 1 1 429
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 0 0 0 66
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 1 1 1 794
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 2 3 3 549
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 0 1 1 168
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 1 1 1 151
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 1 2 6 453
Diversification Versus Concentration......... and the Winner Is? 0 0 5 150 2 9 48 608
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 46 0 0 2 169
Efficient Monte Carlo Pricing of Basket Options 0 0 3 4,466 0 0 6 9,007
Facebook as an academic learning platform: A case study in Mathematics 0 0 0 87 1 1 3 309
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 1 2 3 896
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 0 0 0 23 1 1 4 38
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 187 0 0 3 577
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 0 0 1,928 1 1 2 4,273
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 119 0 0 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 0 2 95
Sense making and information in an agent-based model of cooperation 0 0 0 32 0 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 2 4 643
Some effects of transaction taxes under different microstructures 0 0 0 5 0 0 1 37
Some effects of transaction taxes under different microstructures 0 0 0 129 1 1 2 416
Static Hedging of Multivariate Derivatives by Simulation 0 0 2 914 3 3 6 1,881
The Effects of Facebook Discussions on Academic Performance 0 0 0 42 0 0 0 231
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 0 0 1 230
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 1 29 1 1 2 160
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 1 1 1 122
The allocative effectiveness of market protocols under intelligent trading 0 0 0 117 1 1 3 563
The simplicity of optimal trading in order book markets 0 0 0 88 0 0 0 252
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 0 2 124
Utility based pricing of contingent claims 0 0 0 535 1 2 3 1,932
Which market protocols facilitate fair trading? 0 0 0 99 1 2 3 311
Zero-Intelligence Trading without Resampling 0 0 0 157 1 1 2 500
Total Working Papers 0 0 11 11,186 27 43 138 29,136


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 0 1 3 106
A comparison of different trading protocols in an agent-based market 0 0 1 18 1 1 5 91
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 2 4 10 25
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 1 1 1 23
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 10 0 0 1 79
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 1 1 3 57
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 0 0 0 1 2 2 3 7
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 0 9 1 1 2 30
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 0 1 8 65
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 0 2 2 2 2 24
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 3 3 3 59
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 7 0 0 0 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 2 2 67
Simple market protocols for efficient risk sharing 0 0 0 25 1 1 3 140
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 1 2 7 320
Static hedging of multivariate derivatives by simulation 0 0 1 33 2 3 4 162
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 0 0 0 107
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 0 6 48
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 2 3 5 283
Total Journal Articles 0 0 4 375 20 28 71 1,799


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 1 3 6 10
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 1 1 3
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 0 1 2 11
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 1 1 2 3
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 1 1 2 7
Zero-Intelligence Trading Without Resampling 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 1 3 7 15 47


Statistics updated 2025-11-08