Michele Marchesi : Citation Profile

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1107

Citations

RESEARCH PRODUCTION:

24

Articles

7

Papers

3

Chapters

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 52
   Journals where Michele Marchesi has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 14 (1.25 %)

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   Permalink: http://citec.repec.org/pma589
   Updated: 2024-01-16    RAS profile: 2022-06-06    
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Relations with other researchers

Works with:

Pigliaru, Francesco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Marchesi.

Is cited by:

Westerhoff, Frank (41)

Lux, Thomas (30)

He, Xuezhong (Tony) (26)

Napoletano, Mauro (26)

Hommes, Cars (24)

Alfarano, Simone (23)

De Grauwe, Paul (21)

Li, Youwei (19)

Roventini, Andrea (17)

Raberto, Marco (15)

Gallegati, Mauro (11)

Cites to:

Raberto, Marco (26)

Cincotti, Silvano (24)

Westerhoff, Frank (8)

Ottaviano, Gianmarco (7)

Waldmann, Robert (6)

Shleifer, Andrei (6)

Summers, Lawrence (6)

THISSE, JACQUES (6)

Lux, Thomas (6)

Lebaron, Blake (5)

Rogoff, Kenneth (5)

Main data

Where Michele Marchesi has published?

Journals with more than one article published# docs
Future Internet7
Journal of Economic Behavior & Organization4
Computational Economics3
Physica A: Statistical Mechanics and its Applications3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Michele Marchesi (2024 and 2023)

YearTitle of citing document
2023A Classical Model of Speculative Asset Price Dynamics. (2023). Smith, Vernon ; Inoua, Sabiou. In: Papers. RePEc:arx:papers:2307.00410.

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2023News-driven Expectations and Volatility Clustering. (2023). Inoua, Sabiou. In: Papers. RePEc:arx:papers:2309.04876.

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2023Adaptive Agents and Data Quality in Agent-Based Financial Markets. (2023). Wshah, Safwan ; Tivnan, Brian F ; Ratliff-Crain, Ethan ; van Oort, Colin M. In: Papers. RePEc:arx:papers:2311.15974.

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2023DIGITAL CURRENCIES, SWOT ANALYSIS. (2023). Kristjnsdttir, Helga ; Eyrsson, Grtar R ; Sigursson, Kjartan. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2023:9:3:1.

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2023Nexus among Crypto Trading, Environmental Degradation, Economic Growth and Energy Usage: Analysis of Top 10 Cryptofriendly Asian Economies. (2023). Keong, Ooi Chee ; Chong, Kwong Wing ; Tafiprios, Tafiprios ; Ramli, Yanto ; Ishrat, Kehkashan ; Astini, Rina. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-39.

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2023A classical model of speculative asset price dynamics. (2023). Smith, Vernon ; Inoua, Sabiou M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001022.

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2023Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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2023Computational applications of extended SIR models: A review focused on airborne pandemics. (2023). Lazebnik, Teddy. In: Ecological Modelling. RePEc:eee:ecomod:v:483:y:2023:i:c:s0304380023001539.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023Barriers to blockchain adoption: Empirical observations from securities services value network. (2023). Natti, Satu ; Komulainen, Ruey. In: Journal of Business Research. RePEc:eee:jbrese:v:159:y:2023:i:c:s0148296323000723.

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2023Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137.

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2023Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226.

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2023Simulation Modeling in Supply Chain Management Research of Ethanol: A Review. (2023). Choi, Yeona ; Kim, Sojung. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:21:p:7429-:d:1273669.

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2023Behavior of Banks’ Stock Market Prices during Long-Term Crises. (2023). Chua-Chow, Clare ; Ruzgar, Nursel Selver. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:31-:d:1059544.

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2023.

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2023Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

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2023Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model. (2023). Gutkin, Boris ; Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Vrizzi, Stefano ; Lussange, Johann. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10249-3.

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2023Price Prediction of Cryptocurrency Using a Multi-Layer Gated Recurrent Unit Network with Multi Features. (2023). Mohanty, Mihir Narayan ; Patra, Gyana Ranjan. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10310-1.

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2023Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5.

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2023The Robotic Herd: Using Human-Bot Interactions to Explore Irrational Herding. (2023). Ronzani, Piero ; Vaccario, Giacomo ; Verginer, Luca. In: SocArXiv. RePEc:osf:socarx:ajusq.

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2023Eliminating Environmental Costs to Proof-of-Work-Based Cryptocurrencies: A Proposal. (2023). Mathy, Gabriel. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:2:d:10.1057_s41302-023-00235-4.

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2023A multivocal literature review of decentralized finance: Current knowledge and future research avenues. (2023). Schellinger, Benjamin ; Principato, Marc ; Guggenberger, Tobias ; Gramlich, Vincent ; Urbach, Nils. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00637-4.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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2023Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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2023“Less is more” or “more is better”? The effect of asymmetric information distribution on market efficiency and wealth inequality. (2023). Morone, Andrea ; Nuzzo, Simone ; Caferra, Rocco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00365-6.

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2023Agents interaction and price dynamics: evidence from the laboratory. (2023). Morone, Andrea ; Tedeschi, Gabriele ; Caferra, Rocco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00366-5.

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2023Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x.

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2023Impacts of short and long-term between cryptocurrencies and stock exchange indexes. (2023). Souza, Adriano Mendona ; Senna, Viviane. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:1:d:10.1007_s11135-022-01356-2.

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Works by Michele Marchesi:

YearTitleTypeCited
2014Using an Artificial Financial Market for studying a Cryptocurrency Market In: Papers.
[Full Text][Citation analysis]		paper19
2017Using an artificial financial market for studying a cryptocurrency market.(2017) In: Journal of Economic Interaction and Coordination.
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This paper has nother version. Agregated cites: 19		article
2016Modeling and Simulation of the Economics of Mining in the Bitcoin Market In: Papers.
[Full Text][Citation analysis]		paper16
2016Modeling and Simulation of the Economics of Mining in the Bitcoin Market.(2016) In: PLOS ONE.
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This paper has nother version. Agregated cites: 16		article
2020Forecasting Bitcoin closing price series using linear regression and neural networks models In: Papers.
[Full Text][Citation analysis]		paper9
2001Agent-based simulation of a financial market In: Papers.
[Full Text][Citation analysis]		paper85
2001Agent-based simulation of a financial market.(2001) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		article
2015Can islands profit from economies of density? An application to the retail sector In: Working Paper CRENoS.
[Full Text][Citation analysis]		paper1
2015Insularity and the development of a local network: a simulation model applied to the Italian railway system In: Working Paper CRENoS.
[Full Text][Citation analysis]		paper0
2001Testing for non-linear structure in an artificial financial market In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article72
2002Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article8
2002Self-organization and market crashes In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article17
2008Using an artificial financial market for assessing the impact of Tobin-like transaction taxes In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article67
2003Who wins? Study of long-run trader survival in an artificial stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article9
2006On the suitability of Yule process to stochastically model some properties of object-oriented systems In: Physica A: Statistical Mechanics and its Applications.
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2003Traders Long-Run Wealth in an Artificial Financial Market In: Computational Economics.
[Full Text][Citation analysis]		article26
2002Traders’ long-run wealth in an artificial financial market.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2008Modeling and Simulation of an Artificial Stock Option Market In: Computational Economics.
[Full Text][Citation analysis]		article2
2008The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach In: Computational Economics.
[Full Text][Citation analysis]		article9
1999Scaling and criticality in a stochastic multi-agent model of a financial market In: Nature.
[Full Text][Citation analysis]		article475
2020Insularity and the development of a local railway network In: Economia Politica: Journal of Analytical and Institutional Economics.
[Full Text][Citation analysis]		article2
2007A model of the dynamics of the market of COTS software, in the absence of new entrants In: Information Systems Frontiers.
[Full Text][Citation analysis]		article1
2005Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]		chapter2
2007Studies on the Impact of the Option Market on the Underlying Stock Market In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]		chapter0
2010Transferring FAME, a Methodology for Assessing Open Source Solutions, from University to SMEs In: Springer Books.
[Citation analysis]		chapter0
2019Insularity and economies of density: analyzing the efficiency of a logistic network using an econometric simulation-based approach In: Regional Studies.
[Full Text][Citation analysis]		article2
2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article262

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