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 2 5 5 272
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 97 3 4 12 255
A comparison of different trading protocols in an agent-based market 0 0 0 105 3 6 6 434
A comparison of different trading protocols in an agent-based market 0 0 0 149 0 0 1 766
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 1 1 1 67
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 0 2 2 795
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 0 2 3 549
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 1 1 2 169
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 2 3 3 153
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 3 4 9 456
Diversification Versus Concentration......... and the Winner Is? 0 0 4 150 27 35 73 641
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 46 2 2 4 171
Efficient Monte Carlo Pricing of Basket Options 0 0 1 4,466 0 0 3 9,007
Facebook as an academic learning platform: A case study in Mathematics 0 0 0 87 1 2 4 310
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 1 4 6 899
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 0 0 0 23 5 6 8 43
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 187 1 1 4 578
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 0 0 1,928 2 4 5 4,276
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 119 5 6 7 330
Optimal trading in a limit order book using linear strategies 0 0 0 94 0 0 1 258
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 0 0 1 95
Sense making and information in an agent-based model of cooperation 0 0 0 32 0 0 1 96
Simple Market Protocols for Efficient Risk Sharing 0 0 0 109 4 7 7 530
Simple market protocols for efficient risk sharing 0 0 0 101 1 3 3 462
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 3 4 7 646
Some effects of transaction taxes under different microstructures 0 0 0 129 2 3 3 418
Some effects of transaction taxes under different microstructures 0 0 0 5 2 3 4 40
Static Hedging of Multivariate Derivatives by Simulation 0 0 2 914 2 6 9 1,884
The Effects of Facebook Discussions on Academic Performance 0 0 0 42 1 1 1 232
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 0 1 2 231
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 1 29 1 3 4 162
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 3 4 4 125
The allocative effectiveness of market protocols under intelligent trading 0 0 0 117 1 3 5 565
The simplicity of optimal trading in order book markets 0 0 0 88 1 2 2 254
Time-dependent trading strategies in a continuous double auction 0 0 0 51 2 2 2 206
Trade-in programs in the context of technological innovation with herding 0 0 0 76 4 4 6 128
Utility based pricing of contingent claims 0 0 0 535 2 4 5 1,935
Which market protocols facilitate fair trading? 0 0 0 99 1 3 5 313
Zero-Intelligence Trading without Resampling 0 0 0 157 0 3 4 502
Total Working Papers 0 0 8 11,186 89 144 234 29,253


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 2 5 108
A comparison of different trading protocols in an agent-based market 0 0 1 18 0 1 5 91
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 0 4 11 27
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 0 1 1 23
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 10 0 1 2 80
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 1 2 4 58
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 0 0 0 1 3 5 6 10
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 0 9 1 5 6 34
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 3 4 12 69
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 0 2 2 4 4 26
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 0 5 5 61
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 7 1 3 3 40
OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES 0 0 0 4 1 1 2 16
Performance implications of active management of institutional mutual funds 0 0 0 7 0 1 2 67
Simple market protocols for efficient risk sharing 0 0 0 25 1 3 5 142
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 2 4 9 323
Static hedging of multivariate derivatives by simulation 0 0 1 33 0 2 4 162
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 1 2 2 109
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 2 6 50
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 2 5 7 286
Total Journal Articles 0 0 3 375 19 57 103 1,836


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 11
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 0 1 3
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 2 2 4 13
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 0 1 1 3
Time-Dependent Trading Strategies in a Continuous Double Auction 0 0 0 1 1 2 2 9
Trade-In Programs in the Context of Technological Innovation with Herding 0 0 0 0 1 1 1 2
Which Market Protocols Facilitate Fair Trading? 0 0 0 0 1 3 4 9
Zero-Intelligence Trading Without Resampling 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 1 5 11 20 55


Statistics updated 2026-01-08