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 1 14 281
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 0 0 8 773
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 1 13 806
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 0 0 12 558
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 0 3 9 176
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 0 1 12 162
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 1 1 7 458
Diversification Versus Concentration......... and the Winner Is? 1 3 4 154 7 87 185 784
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 46 0 1 6 175
Efficient Monte Carlo Pricing of Basket Options 0 0 1 4,467 0 2 4 9,011
Facebook as an academic learning platform: A case study in Mathematics 0 1 1 88 0 2 8 316
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 1 3 13 907
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 0 0 0 23 0 2 16 53
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 1 1 1 1,929 1 2 16 4,288
Mutual funds flows and the "Sheriff of Nottingham" effect 1 1 1 120 2 3 20 344
Optimal trading in a limit order book using linear strategies 0 0 0 94 0 2 10 268
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 0 1 7 102
Sense making and information in an agent-based model of cooperation 0 0 0 32 1 1 13 108
Simple Market Protocols for Efficient Risk Sharing 0 0 0 109 0 2 16 539
Simple market protocols for efficient risk sharing 0 0 0 101 0 1 10 469
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 0 0 17 658
Some effects of transaction taxes under different microstructures 0 0 0 5 0 0 9 46
Some effects of transaction taxes under different microstructures 0 1 1 130 1 2 10 425
Static Hedging of Multivariate Derivatives by Simulation 0 0 0 914 0 2 12 1,890
The Effects of Facebook Discussions on Academic Performance 0 0 0 42 0 0 7 238
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 1 1 30 0 2 9 168
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 0 0 7 128
The allocative effectiveness of market protocols under intelligent trading 0 0 0 117 0 1 9 571
The simplicity of optimal trading in order book markets 0 0 0 88 0 1 7 259
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 15 139
Utility based pricing of contingent claims 0 0 0 535 0 1 10 1,940
Which market protocols facilitate fair trading? 0 0 0 99 1 2 29 338
Zero-Intelligence Trading without Resampling 0 0 0 157 0 0 17 516
Total Working Papers 3 8 10 11,196 16 128 599 29,692


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 1 14 119
A comparison of different trading protocols in an agent-based market 0 0 0 18 2 2 5 95
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 0 1 11 32
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 1 4 15 37
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 10 1 1 5 84
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 2 2 9 65
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 0 0 0 1 0 2 8 13
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 0 9 0 0 11 40
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 0 1 9 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 2 2 15 71
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 0 0 0 4 0 0 5 20
Performance implications of active management of institutional mutual funds 0 0 0 7 0 1 5 70
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 1 1 14 332
Static hedging of multivariate derivatives by simulation 0 0 0 33 1 3 13 172
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 0 1 7 114
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 0 10 58
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 0 0 10 290
Total Journal Articles 0 0 0 375 10 22 207 1,978


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 1 11 18
Mutual Funds Flows and the “Sheriff of Nottingham” Effect 0 0 0 0 0 1 6 9
Sense making and information in an agent-based model of cooperation 0 0 0 0 0 1 4 6
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 0 0 5 15
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 0 1 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 1 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 0 5 67 107


Statistics updated 2026-08-07