Paolo Pellizzari : Citation Profile


Are you Paolo Pellizzari?

Università Ca' Foscari Venezia

7

H index

3

i10 index

209

Citations

RESEARCH PRODUCTION:

20

Articles

38

Papers

9

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 9
   Journals where Paolo Pellizzari has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 28 (11.81 %)

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   Permalink: http://citec.repec.org/ppe55
   Updated: 2022-10-01    RAS profile: 2021-12-30    
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Relations with other researchers


Works with:

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

Is cited by:

Anufriev, Mikhail (12)

Napoletano, Mauro (11)

Iori, Giulia (10)

Kirchler, Michael (8)

Panchenko, Valentyn (7)

Chiarella, Carl (6)

Westerhoff, Frank (5)

Pinheiro, Diogo (4)

Sutter, Matthias (4)

Damette, Olivier (4)

Ladley, Daniel (4)

Cites to:

Chiarella, Carl (12)

LiCalzi, Marco (11)

Pickhardt, Michael (8)

He, Xuezhong (Tony) (8)

Marchesi, Michele (7)

Farmer, J. (7)

Iori, Giulia (6)

Ruffle, Bradley (6)

Tesfatsion, Leigh (6)

Judd, Kenneth (6)

Brock, William (6)

Main data


Where Paolo Pellizzari has published?


Journals with more than one article published# docs
Journal of Economic Interaction and Coordination4
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Applied Mathematics, Universit Ca' Foscari Venezia10
Working Papers / Department of Economics, University of Venice "Ca' Foscari"8
Finance / University Library of Munich, Germany5
Working Paper Series / The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney4
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
Working Papers / Department of Management, Universit Ca' Foscari Venezia3
Computational Economics / University Library of Munich, Germany3

Recent works citing Paolo Pellizzari (2022 and 2021)


YearTitle of citing document
2021Modeling Managerial Search Behavior based on Simons Concept of Satisficing. (2021). Wall, Friederike. In: Papers. RePEc:arx:papers:2104.14002.

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2021A Century of Economic Policy Uncertainty Through the French-Canadian Lens. (2021). Kassem, Alaa ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2106.05240.

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2022Explainable neural network for pricing and universal static hedging of contingent claims. (2022). Jain, Shashi ; Bharadwaj, Vikram ; Lokeshwar, Vikranth. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:417:y:2022:i:c:s0096300321008572.

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2022A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973.

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2021A century of Economic Policy Uncertainty through the French–Canadian lens. (2021). Ardia, David ; Kassem, Alaa ; Bluteau, Keven. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002159.

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2021An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

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2021Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation. (2021). Uthemann, Andreas ; Cipriani, Marco ; Guarino, Antonio. In: Staff Reports. RePEc:fip:fednsr:93431.

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2021Automatic Control Variates for Option Pricing using Neural Networks. (2021). el Filali, Zineb ; Lelong, Jerome ; Reghai, Adil. In: Post-Print. RePEc:hal:journl:hal-02891798.

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2021Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model. (2021). Luo, Qixuan ; Li, Handong ; Zhou, Xuan ; Shi, YU. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09987-z.

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2021Volume allocation in multi-sourcing: effects of the quantity–quality trade-off. (2021). Modritscher, Gernot ; Mitsch, Christian ; Wall, Friederike ; Strmenik, Kristian. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:29:y:2021:i:2:d:10.1007_s10100-020-00685-7.

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2022Non-Value-Added Tax to improve market fairness and quality. (2022). Harb, Etienne ; Jonath, Arthur ; Veryzhenko, Iryna. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00327-0.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba ; Raddant, Matthias ; Steinbacher, Mitja. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2021Who gains and who loses on stock markets? Risk preferences and timing matter. (2021). Veryzhenko, Iryna. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:28:y:2021:i:2:p:143-155.

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2022US experience with futures transaction taxes. (2022). Mixon, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:413-427.

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Paolo Pellizzari has edited the books:


YearTitleTypeCited

Works by Paolo Pellizzari:


YearTitleTypeCited
2015Performance implications of active management of institutional mutual funds In: Accounting and Finance.
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article3
2011Performance Implications of Active Management of Institutional Mutual Funds.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 3
paper
2012A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET In: Macroeconomic Dynamics.
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article10
2009A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market.(2009) In: Research Paper Series.
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This paper has another version. Agregated cites: 10
paper
2007Simple market protocols for efficient risk sharing In: Journal of Economic Dynamics and Control.
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article7
2006Simple Market Protocols for Efficient Risk Sharing.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2005Simple market protocols for efficient risk sharing.(2005) In: Finance.
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This paper has another version. Agregated cites: 7
paper
2020The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index In: Economics Letters.
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article2
2005Static hedging of multivariate derivatives by simulation In: European Journal of Operational Research.
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article5
2003Static Hedging of Multivariate Derivatives by Simulation.(2003) In: Finance.
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This paper has another version. Agregated cites: 5
paper
2009Some effects of transaction taxes under different microstructures In: Journal of Economic Behavior & Organization.
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article76
2009Some effects of transaction taxes under different microstructures.(2009) In: Post-Print.
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This paper has another version. Agregated cites: 76
paper
2007Some Effects of Transaction Taxes Under Different Microstructures.(2007) In: Research Paper Series.
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This paper has another version. Agregated cites: 76
paper
2009Some effects of transaction taxes under different microstructures.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 76
paper
2014Citizenship and power in an agent-based model of tax compliance with public expenditure In: Journal of Economic Psychology.
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article7
2012Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2006Breeds of risk-adjusted fundamentalist strategies in an order-driven market In: Physica A: Statistical Mechanics and its Applications.
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article1
2005Breeds of risk-adjusted fundamentalist strategies in an order- driven market.(2005) In: Computational Economics.
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This paper has another version. Agregated cites: 1
paper
2007Learning and equilibrium selection in a coordination game with heterogeneous agents In: Physica A: Statistical Mechanics and its Applications.
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article0
2006Learning and equilibrium selection in a coordination game with heterogeneous agents.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2002Clashing Fundamentalists and the Dynamics of Price Formation In: Computing in Economics and Finance 2002.
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paper0
2001Efficient Monte Carlo pricing of European options¶using mean value control variates In: Decisions in Economics and Finance.
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article9
2011Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior In: Dynamic Modeling and Econometrics in Economics and Finance.
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chapter1
2009Allocative efficiency and traders protection under zero intelligence behavior.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017Dynamic patterns in similarity-based cooperation: an agent-based investigation In: Journal of Economic Interaction and Coordination.
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article0
2019Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs In: Journal of Economic Interaction and Coordination.
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article0
2007A comparison of different trading protocols in an agent-based market In: Journal of Economic Interaction and Coordination.
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article8
2006A comparison of different trading protocols in an agent-based market.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2005A comparison of different trading protocols in an agent-based market.(2005) In: Computational Economics.
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This paper has another version. Agregated cites: 8
paper
2011The impact on the pricing process of costly active management and performance chasing clients In: Journal of Economic Interaction and Coordination.
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article0
2009The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients.(2009) In: Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2015Simulation in management accounting and management control: editorial In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung.
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article0
2013Convergence of outcomes and evolution of strategic behavior in double auctions In: Journal of Evolutionary Economics.
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article9
2010Convergence of outcomes and evolution of strategic behavior in double auctions.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2014Tax Enforcement in an Agent-Based Model with Endogenous Audits In: Lecture Notes in Economics and Mathematical Systems.
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chapter0
2015Trade-In Programs in the Context of Technological Innovation with Herding In: Lecture Notes in Economics and Mathematical Systems.
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chapter1
2014Trade-in programs in the context of technological innovation with herding.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2006The Allocative Effectiveness of Market Protocols Under Intelligent Trading In: Lecture Notes in Economics and Mathematical Systems.
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chapter4
2006The allocative effectiveness of market protocols under intelligent trading.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 4
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2008Zero-Intelligence Trading Without Resampling In: Lecture Notes in Economics and Mathematical Systems.
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chapter5
2008Zero-Intelligence Trading without Resampling.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2007Which Market Protocols Facilitate Fair Trading? In: Lecture Notes in Economics and Mathematical Systems.
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chapter0
2007Which market protocols facilitate fair trading?.(2007) In: Working Papers.
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2009Mutual Funds Flows and the “Sheriff of Nottingham” Effect In: Lecture Notes in Economics and Mathematical Systems.
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chapter0
2009Mutual funds flows and the Sheriff of Nottingham effect.(2009) In: Working Papers.
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2011Time-Dependent Trading Strategies in a Continuous Double Auction In: Lecture Notes in Economics and Mathematical Systems.
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chapter1
2011Time-dependent trading strategies in a continuous double auction.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2012Sense making and information in an agent-based model of cooperation In: Lecture Notes in Economics and Mathematical Systems.
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chapter0
2012Sense making and information in an agent-based model of cooperation.(2012) In: Working Papers.
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2021A replication of Pindyck’s willingness to pay: on the efforts required to obtain results In: SN Business & Economics.
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article0
2002Utility based pricing of contingent claims in incomplete markets In: Applied Mathematical Finance.
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article2
2003Fundamentalists clashing over the book: a study of order-driven stock markets In: Quantitative Finance.
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article26
2003Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets.(2003) In: Computational Economics.
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This paper has another version. Agregated cites: 26
paper
2012The Strategic Implementation of an Investment Process in a Funds Management Firm In: Working Paper Series.
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2012Diversification Versus Concentration ......... and the Winner Is? In: Working Paper Series.
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2008The Toll of Subrational Trading in an Agent Based Economy In: Research Paper Series.
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2011A Multi-Agent Model of Tax Evasion with Public Expenditure In: Working Papers.
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2011Optimal trading in a limit order book using linear strategies. In: Working Papers.
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2012Facebook as an academic learning platform: A case study in Mathematics In: Working Papers.
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2014The simplicity of optimal trading in order book markets In: Working Papers.
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2015The Effects of Facebook Discussions on Academic Performance In: Working Papers.
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2017A replication of Pindycks willingness to pay: on the sacrifice needed to obtain results In: Working Papers.
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2012Does sharing values lead to cooperation? A similarity-based investigation In: Working Papers.
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2003Monte Carlo Pricing of American Options Using Nonparametric Regression In: Finance.
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1998Efficient Monte Carlo Pricing of Basket Options In: Finance.
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2002Utility based pricing of contingent claims In: Finance.
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2015OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES In: Advances in Complex Systems (ACS).
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