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 1 2 15 282
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 97 0 0 8 259
A comparison of different trading protocols in an agent-based market 0 0 0 149 1 2 9 775
A comparison of different trading protocols in an agent-based market 0 0 0 105 0 0 11 439
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 0 0 8 74
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 0 0 13 806
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 0 0 11 558
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 0 0 8 176
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 1 1 13 163
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 0 1 6 458
Diversification Versus Concentration......... and the Winner Is? 1 2 5 155 2 11 182 788
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 46 1 10 16 185
Efficient Monte Carlo Pricing of Basket Options 0 0 1 4,467 1 3 7 9,014
Facebook as an academic learning platform: A case study in Mathematics 0 0 1 88 0 0 8 316
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 0 1 12 907
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 0 0 0 23 0 2 18 55
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 187 0 0 7 584
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 1 1 1,929 1 4 19 4,291
Mutual funds flows and the "Sheriff of Nottingham" effect 0 1 1 120 0 2 20 344
Optimal trading in a limit order book using linear strategies 0 0 0 94 0 0 10 268
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 0 0 7 102
Sense making and information in an agent-based model of cooperation 1 1 1 33 1 11 22 118
Simple Market Protocols for Efficient Risk Sharing 0 0 0 109 1 1 17 540
Simple market protocols for efficient risk sharing 0 0 0 101 0 0 10 469
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 0 1 17 659
Some effects of transaction taxes under different microstructures 0 0 1 130 1 5 14 429
Some effects of transaction taxes under different microstructures 0 0 0 5 0 1 10 47
Static Hedging of Multivariate Derivatives by Simulation 0 0 0 914 1 1 13 1,891
The Effects of Facebook Discussions on Academic Performance 1 1 1 43 1 1 8 239
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 0 0 2 232
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 1 30 0 0 9 168
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 1 6 13 134
The allocative effectiveness of market protocols under intelligent trading 0 0 0 117 0 1 10 572
The simplicity of optimal trading in order book markets 0 0 0 88 0 1 8 260
Time-dependent trading strategies in a continuous double auction 0 0 0 51 0 0 6 210
Trade-in programs in the context of technological innovation with herding 0 0 0 76 0 1 16 140
Utility based pricing of contingent claims 0 0 0 535 0 1 10 1,941
Which market protocols facilitate fair trading? 0 0 0 99 0 1 28 338
Zero-Intelligence Trading without Resampling 0 0 0 157 0 1 18 517
Total Working Papers 3 6 13 11,199 14 72 639 29,748

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 1 14 120
A comparison of different trading protocols in an agent-based market 0 0 0 18 0 2 5 95
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 0 1 10 33
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 0 1 15 37
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 10 0 1 5 84
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 0 2 9 65
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 0 0 0 1 0 0 8 13
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 0 9 1 1 12 41
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 0 0 8 73
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 0 2 0 0 10 32
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 1 3 16 72
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 7 0 0 12 49
OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES 1 1 1 5 1 3 8 23
Performance implications of active management of institutional mutual funds 0 0 0 7 0 2 6 72
Simple market protocols for efficient risk sharing 0 0 0 25 0 0 15 154
Simulation in management accounting and management control: editorial 0 0 0 7 0 0 4 58
Some effects of transaction taxes under different microstructures 0 0 0 109 0 1 13 332
Static hedging of multivariate derivatives by simulation 0 0 0 33 0 1 12 172
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 1 1 8 115
The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index 0 0 0 17 1 4 14 62
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 0 0 9 290
Total Journal Articles 1 1 1 376 6 24 213 1,992

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 9 18
Mutual Funds Flows and the “Sheriff of Nottingham” Effect 0 0 0 0 0 0 6 9
Sense making and information in an agent-based model of cooperation 0 0 0 0 1 1 4 7
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 1 3 7 18
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 0 0 7 9
Time-Dependent Trading Strategies in a Continuous Double Auction 0 0 0 1 0 0 5 12
Trade-In Programs in the Context of Technological Innovation with Herding 0 0 0 0 0 0 8 9
Which Market Protocols Facilitate Fair Trading? 0 0 0 0 0 0 11 17
Zero-Intelligence Trading Without Resampling 0 0 0 0 0 0 10 12
Total Chapters 0 0 0 1 2 4 67 111

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Statistics updated 2026-10-11