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 3 4 13 280
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 97 3 3 8 259
A comparison of different trading protocols in an agent-based market 0 0 0 149 1 1 8 773
A comparison of different trading protocols in an agent-based market 0 0 0 105 1 2 11 439
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 3 5 8 74
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 6 8 12 805
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 3 7 12 558
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 1 2 6 173
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 2 2 11 161
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 0 1 6 457
Diversification Versus Concentration......... and the Winner Is? 0 1 3 151 17 37 107 697
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 46 3 3 5 174
Efficient Monte Carlo Pricing of Basket Options 0 0 1 4,467 0 1 3 9,009
Facebook as an academic learning platform: A case study in Mathematics 0 0 0 87 3 3 7 314
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 0 1 11 904
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 0 0 0 23 2 7 15 51
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 187 0 1 8 584
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 0 0 1,928 4 6 15 4,286
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 119 4 4 18 341
Optimal trading in a limit order book using linear strategies 0 0 0 94 4 5 8 266
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 4 5 7 101
Sense making and information in an agent-based model of cooperation 0 0 0 32 1 5 12 107
Simple Market Protocols for Efficient Risk Sharing 0 0 0 109 1 3 14 537
Simple market protocols for efficient risk sharing 0 0 0 101 1 2 9 468
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 2 4 17 658
Some effects of transaction taxes under different microstructures 0 0 0 5 1 3 10 46
Some effects of transaction taxes under different microstructures 0 0 0 129 2 4 8 423
Static Hedging of Multivariate Derivatives by Simulation 0 0 0 914 1 1 10 1,888
The Effects of Facebook Discussions on Academic Performance 0 0 0 42 3 4 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 0 0 29 2 2 7 166
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 3 4 8 570
The simplicity of optimal trading in order book markets 0 0 0 88 2 3 6 258
Time-dependent trading strategies in a continuous double auction 0 0 0 51 3 4 6 210
Trade-in programs in the context of technological innovation with herding 0 0 0 76 5 7 15 138
Utility based pricing of contingent claims 0 0 0 535 0 1 9 1,939
Which market protocols facilitate fair trading? 0 0 0 99 5 15 27 336
Zero-Intelligence Trading without Resampling 0 0 0 157 2 8 17 516
Total Working Papers 0 1 4 11,188 98 178 490 29,564


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 6 14 118
A comparison of different trading protocols in an agent-based market 0 0 1 18 0 0 5 93
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 1 1 12 31
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 3 5 11 33
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 0 10 0 0 4 83
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 1 3 7 63
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 0 0 0 1 0 1 6 11
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 0 9 5 5 12 40
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 1 1 10 72
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 0 2 2 3 10 32
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 0 1 13 69
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 7 3 5 12 49
OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES 0 0 0 4 1 1 5 20
Performance implications of active management of institutional mutual funds 0 0 0 7 1 2 4 69
Simple market protocols for efficient risk sharing 0 0 0 25 0 7 16 154
Simulation in management accounting and management control: editorial 0 0 1 7 1 2 5 58
Some effects of transaction taxes under different microstructures 0 0 0 109 1 3 16 331
Static hedging of multivariate derivatives by simulation 0 0 1 33 2 3 11 169
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 0 2 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 3 4 14 58
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 0 2 11 290
Total Journal Articles 0 0 3 375 28 57 204 1,956


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 1 4 10 17
Mutual Funds Flows and the “Sheriff of Nottingham” Effect 0 0 0 0 2 4 5 8
Sense making and information in an agent-based model of cooperation 0 0 0 0 1 2 3 5
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 1 1 6 15
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 1 5 6 8
Time-Dependent Trading Strategies in a Continuous Double Auction 0 0 0 1 1 3 5 12
Trade-In Programs in the Context of Technological Innovation with Herding 0 0 0 0 2 3 7 8
Which Market Protocols Facilitate Fair Trading? 0 0 0 0 1 5 12 17
Zero-Intelligence Trading Without Resampling 0 0 0 0 4 5 10 12
Total Chapters 0 0 0 1 14 32 64 102


Statistics updated 2026-05-06