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 6 9 276
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 97 0 4 11 256
A comparison of different trading protocols in an agent-based market 0 0 0 149 0 6 7 772
A comparison of different trading protocols in an agent-based market 0 0 0 105 1 7 10 438
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 2 5 5 71
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 1 3 5 798
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 0 2 5 551
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 1 4 5 172
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 0 8 9 159
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 1 4 10 457
Diversification Versus Concentration......... and the Winner Is? 1 1 4 151 10 56 92 670
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 46 0 2 2 171
Efficient Monte Carlo Pricing of Basket Options 0 1 1 4,467 0 1 2 9,008
Facebook as an academic learning platform: A case study in Mathematics 0 0 0 87 0 2 5 311
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 1 6 11 904
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 0 0 0 23 3 9 12 47
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 187 0 6 8 583
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 0 0 1,928 1 7 10 4,281
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 119 0 12 14 337
Optimal trading in a limit order book using linear strategies 0 0 0 94 0 3 4 261
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 0 1 2 96
Sense making and information in an agent-based model of cooperation 0 0 0 32 4 10 11 106
Simple Market Protocols for Efficient Risk Sharing 0 0 0 109 2 10 13 536
Simple market protocols for efficient risk sharing 0 0 0 101 1 6 8 467
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 1 12 14 655
Some effects of transaction taxes under different microstructures 0 0 0 129 0 3 4 419
Some effects of transaction taxes under different microstructures 0 0 0 5 0 5 7 43
Static Hedging of Multivariate Derivatives by Simulation 0 0 0 914 0 5 9 1,887
The Effects of Facebook Discussions on Academic Performance 0 0 0 42 1 4 4 235
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 0 1 2 232
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 1 29 0 3 6 164
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 0 6 7 128
The allocative effectiveness of market protocols under intelligent trading 0 0 0 117 0 2 4 566
The simplicity of optimal trading in order book markets 0 0 0 88 1 3 4 256
Time-dependent trading strategies in a continuous double auction 0 0 0 51 0 2 2 206
Trade-in programs in the context of technological innovation with herding 0 0 0 76 1 8 10 132
Utility based pricing of contingent claims 0 0 0 535 0 5 8 1,938
Which market protocols facilitate fair trading? 0 0 0 99 6 15 18 327
Zero-Intelligence Trading without Resampling 0 0 0 157 5 11 15 513
Total Working Papers 1 2 6 11,188 43 265 384 29,429


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 5 8 112
A comparison of different trading protocols in an agent-based market 0 0 1 18 0 2 5 93
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 0 3 11 30
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 1 6 7 29
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 10 0 3 5 83
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 1 4 5 61
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 0 0 0 1 0 3 5 10
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 0 9 0 2 7 35
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 0 5 9 71
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 0 2 0 5 7 29
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 1 8 13 69
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 7 0 5 7 44
OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES 0 0 0 4 0 4 4 19
Performance implications of active management of institutional mutual funds 0 0 0 7 0 0 2 67
Simple market protocols for efficient risk sharing 0 0 0 25 4 10 14 151
Simulation in management accounting and management control: editorial 0 0 1 7 0 2 3 56
Some effects of transaction taxes under different microstructures 0 0 0 109 0 7 13 328
Static hedging of multivariate derivatives by simulation 0 0 1 33 0 4 8 166
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 0 3 4 111
The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index 0 0 0 17 0 4 10 54
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 1 5 10 289
Total Journal Articles 0 0 3 375 8 90 157 1,907


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 2 6 13
Mutual Funds Flows and the “Sheriff of Nottingham” Effect 0 0 0 0 2 3 3 6
Sense making and information in an agent-based model of cooperation 0 0 0 0 1 1 2 4
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 0 3 5 14
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 0 0 1 3
Time-Dependent Trading Strategies in a Continuous Double Auction 0 0 0 1 0 1 2 9
Trade-In Programs in the Context of Technological Innovation with Herding 0 0 0 0 1 5 5 6
Which Market Protocols Facilitate Fair Trading? 0 0 0 0 3 7 10 15
Zero-Intelligence Trading Without Resampling 0 0 0 0 0 5 5 7
Total Chapters 0 0 0 1 7 27 39 77


Statistics updated 2026-03-04