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 0 1 261
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 96 0 0 0 233
A comparison of different trading protocols in an agent-based market 0 0 0 105 0 0 1 427
A comparison of different trading protocols in an agent-based market 0 0 0 149 0 0 0 764
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 1 1 4 63
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 0 1 3 792
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 0 0 0 544
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 1 82 0 0 2 165
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 0 0 1 150
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? 0 1 6 133 0 3 50 499
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 44 0 0 1 158
Efficient Monte Carlo Pricing of Basket Options 1 3 6 4,451 2 6 17 8,983
Facebook as an academic learning platform: A case study in Mathematics 0 0 0 87 0 0 0 302
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 0 0 0 893
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 185 1 1 2 570
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 1 2 1,926 0 0 4 4,267
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 119 0 0 1 322
Optimal trading in a limit order book using linear strategies 0 1 1 94 0 1 1 255
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 0 1 2 90
Sense making and information in an agent-based model of cooperation 0 0 1 32 0 0 2 94
Simple Market Protocols for Efficient Risk Sharing 0 0 0 109 0 0 2 523
Simple market protocols for efficient risk sharing 0 0 1 101 0 0 1 459
Some Effects of Transaction Taxes Under Different Microstructures 0 0 1 204 0 0 4 635
Some effects of transaction taxes under different microstructures 0 0 0 128 0 0 3 412
Some effects of transaction taxes under different microstructures 0 0 0 4 0 0 0 31
Static Hedging of Multivariate Derivatives by Simulation 0 0 0 912 0 0 1 1,874
The Effects of Facebook Discussions on Academic Performance 0 0 0 41 0 2 4 218
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 3 11 23 216
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 2 28 4 11 32 130
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 1 114 0 0 3 554
The simplicity of optimal trading in order book markets 0 1 1 88 0 1 2 250
Time-dependent trading strategies in a continuous double auction 0 0 0 50 0 0 0 202
Trade-in programs in the context of technological innovation with herding 0 0 0 76 0 0 0 120
Utility based pricing of contingent claims 0 0 0 535 0 0 1 1,926
Which market protocols facilitate fair trading? 0 0 0 99 0 0 0 308
Zero-Intelligence Trading without Resampling 0 0 0 157 0 1 4 495
Total Working Papers 1 7 23 11,111 11 40 172 28,752


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 1 27 0 0 4 100
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 12
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 8 0 0 6 75
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 1 10 0 0 1 53
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 1 1 1 1 1 1 1 1
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 1 8 0 0 1 26
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 1 4 7 0 6 14 44
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 0 1 0 0 1 19
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 0 0 1 54
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 6 0 0 0 33
OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES 0 0 0 2 0 0 0 12
Performance implications of active management of institutional mutual funds 0 0 0 7 0 1 2 62
Simple market protocols for efficient risk sharing 0 0 1 25 0 0 1 136
Simulation in management accounting and management control: editorial 0 0 1 6 0 0 3 46
Some effects of transaction taxes under different microstructures 0 0 1 106 0 0 6 308
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 1 7 17 97
The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index 0 0 1 13 1 1 4 30
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 0 0 0 276
Total Journal Articles 1 2 12 358 3 16 63 1,650


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 0 0 1
Sense making and information in an agent-based model of cooperation 0 0 0 0 0 0 0 1
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 0 1 2 5
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 0 0 0 0
Time-Dependent Trading Strategies in a Continuous Double Auction 0 0 0 1 0 0 1 5
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 1 1 4
Zero-Intelligence Trading Without Resampling 0 0 0 0 0 0 2 2
Total Chapters 0 0 0 1 0 2 6 23


Statistics updated 2023-03-10