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 5 10 277
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 97 0 1 6 256
A comparison of different trading protocols in an agent-based market 0 0 0 105 0 4 10 438
A comparison of different trading protocols in an agent-based market 0 0 0 149 0 6 7 772
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 0 4 5 71
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 1 4 6 799
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 4 6 9 555
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 0 3 5 172
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 0 6 9 159
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 0 1 7 457
Diversification Versus Concentration......... and the Winner Is? 0 1 3 151 10 39 93 680
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 46 0 0 2 171
Efficient Monte Carlo Pricing of Basket Options 0 1 1 4,467 1 2 3 9,009
Facebook as an academic learning platform: A case study in Mathematics 0 0 0 87 0 1 4 311
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 0 5 11 904
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 0 0 0 23 2 6 13 49
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 187 1 6 8 584
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 0 0 1,928 1 6 11 4,282
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 119 0 7 14 337
Optimal trading in a limit order book using linear strategies 0 0 0 94 1 4 4 262
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 1 2 3 97
Sense making and information in an agent-based model of cooperation 0 0 0 32 0 10 11 106
Simple Market Protocols for Efficient Risk Sharing 0 0 0 109 0 6 13 536
Simple market protocols for efficient risk sharing 0 0 0 101 0 5 8 467
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 1 10 15 656
Some effects of transaction taxes under different microstructures 0 0 0 129 2 3 6 421
Some effects of transaction taxes under different microstructures 0 0 0 5 2 5 9 45
Static Hedging of Multivariate Derivatives by Simulation 0 0 0 914 0 3 9 1,887
The Effects of Facebook Discussions on Academic Performance 0 0 0 42 0 3 4 235
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 0 1 2 232
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 1 29 0 2 6 164
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 0 3 7 128
The allocative effectiveness of market protocols under intelligent trading 0 0 0 117 1 2 5 567
The simplicity of optimal trading in order book markets 0 0 0 88 0 2 4 256
Time-dependent trading strategies in a continuous double auction 0 0 0 51 1 1 3 207
Trade-in programs in the context of technological innovation with herding 0 0 0 76 1 5 11 133
Utility based pricing of contingent claims 0 0 0 535 1 4 9 1,939
Which market protocols facilitate fair trading? 0 0 0 99 4 18 22 331
Zero-Intelligence Trading without Resampling 0 0 0 157 1 12 15 514
Total Working Papers 0 2 5 11,188 37 213 399 29,466


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 3 7 11 115
A comparison of different trading protocols in an agent-based market 0 0 1 18 0 2 5 93
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 0 3 11 30
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 1 7 8 30
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 10 0 3 4 83
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 1 4 6 62
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 0 0 0 1 1 1 6 11
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 0 9 0 1 7 35
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 0 2 9 71
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 0 2 1 4 8 30
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 0 8 13 69
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 7 2 6 9 46
OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES 0 0 0 4 0 3 4 19
Performance implications of active management of institutional mutual funds 0 0 0 7 1 1 3 68
Simple market protocols for efficient risk sharing 0 0 0 25 3 12 17 154
Simulation in management accounting and management control: editorial 0 0 1 7 1 3 4 57
Some effects of transaction taxes under different microstructures 0 0 0 109 2 7 15 330
Static hedging of multivariate derivatives by simulation 0 0 1 33 1 5 9 167
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 2 4 6 113
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 5 11 55
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 1 4 11 290
Total Journal Articles 0 0 3 375 21 92 177 1,928


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 3 5 9 16
Mutual Funds Flows and the “Sheriff of Nottingham” Effect 0 0 0 0 0 3 3 6
Sense making and information in an agent-based model of cooperation 0 0 0 0 0 1 2 4
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 0 1 5 14
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 4 4 5 7
Time-Dependent Trading Strategies in a Continuous Double Auction 0 0 0 1 2 2 4 11
Trade-In Programs in the Context of Technological Innovation with Herding 0 0 0 0 0 4 5 6
Which Market Protocols Facilitate Fair Trading? 0 0 0 0 1 7 11 16
Zero-Intelligence Trading Without Resampling 0 0 0 0 1 6 6 8
Total Chapters 0 0 0 1 11 33 50 88


Statistics updated 2026-04-09