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 1 3 265
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 1 97 1 2 4 238
A comparison of different trading protocols in an agent-based market 0 0 0 149 0 0 0 764
A comparison of different trading protocols in an agent-based market 0 0 0 105 0 0 1 428
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 0 0 1 64
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 0 0 0 792
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 0 0 1 545
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 0 0 1 167
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 0 0 0 150
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 0 0 0 446
Diversification Versus Concentration......... and the Winner Is? 1 3 6 141 3 7 38 545
Does sharing values lead to cooperation? A similarity-based investigation 0 0 1 46 0 0 3 165
Efficient Monte Carlo Pricing of Basket Options 0 0 12 4,463 1 2 16 8,999
Facebook as an academic learning platform: A case study in Mathematics 0 0 0 87 0 0 0 306
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 0 0 0 893
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 2 6 22 22 4 7 28 28
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 2 187 0 0 3 573
Monte Carlo Pricing of American Options Using Nonparametric Regression 1 1 2 1,928 1 1 3 4,270
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 119 0 0 1 323
Optimal trading in a limit order book using linear strategies 0 0 0 94 0 1 1 256
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 0 0 2 92
Sense making and information in an agent-based model of cooperation 0 0 0 32 0 0 0 94
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 2 207 0 0 3 639
Some effects of transaction taxes under different microstructures 0 0 1 5 0 0 1 34
Some effects of transaction taxes under different microstructures 0 0 0 128 0 0 0 412
Static Hedging of Multivariate Derivatives by Simulation 0 0 0 912 0 0 1 1,875
The Effects of Facebook Discussions on Academic Performance 0 0 1 42 0 3 7 230
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 0 0 6 228
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 0 28 1 1 11 158
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 0 0 0 121
The allocative effectiveness of market protocols under intelligent trading 0 0 1 115 0 0 3 558
The simplicity of optimal trading in order book markets 0 0 0 88 0 0 1 251
Time-dependent trading strategies in a continuous double auction 0 0 1 51 0 0 2 204
Trade-in programs in the context of technological innovation with herding 0 0 0 76 0 0 1 121
Utility based pricing of contingent claims 0 0 0 535 0 0 2 1,928
Which market protocols facilitate fair trading? 0 0 0 99 0 0 0 308
Zero-Intelligence Trading without Resampling 0 0 0 157 0 0 3 498
Total Working Papers 4 10 52 11,167 11 25 147 28,950


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 0 2 102
A comparison of different trading protocols in an agent-based market 0 0 0 17 0 0 0 86
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 0 0 1 13
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 0 0 0 22
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 9 0 0 1 77
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 0 0 0 54
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 0 0 0 1 0 0 1 3
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 0 8 0 0 1 27
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 2 3 11 56
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 0 1 0 1 1 20
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 0 0 1 56
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 1 7 0 0 1 34
OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES 0 1 2 4 0 1 2 14
Performance implications of active management of institutional mutual funds 0 0 0 7 0 0 0 64
Simple market protocols for efficient risk sharing 0 0 0 25 0 0 1 137
Simulation in management accounting and management control: editorial 0 0 0 6 2 4 4 52
Some effects of transaction taxes under different microstructures 0 0 3 109 0 0 3 311
Static hedging of multivariate derivatives by simulation 0 0 0 32 0 0 0 158
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 0 0 3 106
The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index 0 0 3 16 1 1 9 40
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 0 0 0 276
Total Journal Articles 0 1 9 368 5 10 42 1,708


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 0 4
Mutual Funds Flows and the “Sheriff of Nottingham” Effect 0 0 0 0 0 1 1 2
Sense making and information in an agent-based model of cooperation 0 0 0 0 1 1 1 2
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 2 3 3 8
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 0 0 1 1
Time-Dependent Trading Strategies in a Continuous Double Auction 0 0 0 1 0 0 0 6
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 0 0 0 4
Zero-Intelligence Trading Without Resampling 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 1 3 5 6 30


Statistics updated 2024-06-06