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 4 6 9 276
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 97 1 4 12 256
A comparison of different trading protocols in an agent-based market 0 0 0 105 3 8 9 437
A comparison of different trading protocols in an agent-based market 0 0 0 149 6 6 7 772
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 2 3 3 69
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 2 3 4 797
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 2 2 5 551
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 2 3 4 171
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 6 8 9 159
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 0 3 9 456
Diversification Versus Concentration......... and the Winner Is? 0 0 4 150 19 52 84 660
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 46 0 2 4 171
Efficient Monte Carlo Pricing of Basket Options 1 1 1 4,467 1 1 3 9,008
Facebook as an academic learning platform: A case study in Mathematics 0 0 0 87 1 2 5 311
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 4 7 10 903
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 0 0 0 23 1 6 9 44
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 187 5 6 8 583
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 0 0 1,928 4 7 9 4,280
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 119 7 13 14 337
Optimal trading in a limit order book using linear strategies 0 0 0 94 3 3 4 261
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 1 1 2 96
Sense making and information in an agent-based model of cooperation 0 0 0 32 6 6 7 102
Simple Market Protocols for Efficient Risk Sharing 0 0 0 109 4 11 11 534
Simple market protocols for efficient risk sharing 0 0 0 101 4 7 7 466
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 8 11 14 654
Some effects of transaction taxes under different microstructures 0 0 0 5 3 6 7 43
Some effects of transaction taxes under different microstructures 0 0 0 129 1 3 4 419
Static Hedging of Multivariate Derivatives by Simulation 0 0 2 914 3 6 11 1,887
The Effects of Facebook Discussions on Academic Performance 0 0 0 42 2 3 3 234
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 1 2 2 232
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 1 29 2 4 6 164
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 3 6 7 128
The allocative effectiveness of market protocols under intelligent trading 0 0 0 117 1 3 5 566
The simplicity of optimal trading in order book markets 0 0 0 88 1 3 3 255
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 3 7 9 131
Utility based pricing of contingent claims 0 0 0 535 3 6 8 1,938
Which market protocols facilitate fair trading? 0 0 0 99 8 10 13 321
Zero-Intelligence Trading without Resampling 0 0 0 157 6 8 10 508
Total Working Papers 1 1 8 11,187 133 250 352 29,386


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 4 6 9 112
A comparison of different trading protocols in an agent-based market 0 0 1 18 2 2 7 93
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 3 5 13 30
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 5 5 6 28
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 10 3 4 5 83
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 2 3 6 60
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 1 5 7 35
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 2 6 11 71
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 0 2 3 5 7 29
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 7 9 12 68
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 7 4 7 7 44
OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES 0 0 0 4 3 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 5 7 10 147
Simulation in management accounting and management control: editorial 0 0 1 7 2 2 4 56
Some effects of transaction taxes under different microstructures 0 0 0 109 5 8 14 328
Static hedging of multivariate derivatives by simulation 0 0 1 33 4 4 8 166
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 2 4 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 4 6 10 54
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 2 5 9 288
Total Journal Articles 0 0 3 375 63 100 160 1,899


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 2 3 8 13
Mutual Funds Flows and the “Sheriff of Nottingham” Effect 0 0 0 0 1 1 2 4
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 1 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 2 2 9
Trade-In Programs in the Context of Technological Innovation with Herding 0 0 0 0 3 4 4 5
Which Market Protocols Facilitate Fair Trading? 0 0 0 0 3 5 7 12
Zero-Intelligence Trading Without Resampling 0 0 0 0 5 5 5 7
Total Chapters 0 0 0 1 15 23 35 70


Statistics updated 2026-02-12