Paolo Pellizzari : Citation Profile


Are you Paolo Pellizzari?

Università Ca' Foscari Venezia

7

H index

3

i10 index

202

Citations

RESEARCH PRODUCTION:

15

Articles

37

Papers

RESEARCH ACTIVITY:

   17 years (1998 - 2015). See details.
   Cites by year: 11
   Journals where Paolo Pellizzari has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 26 (11.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe55
   Updated: 2020-02-16    RAS profile: 2016-06-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Fano, Shira (2)

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 (12)

Iori, Giulia (10)

Kirchler, Michael (8)

Panchenko, Valentyn (7)

Westerhoff, Frank (7)

Oriol, Nathalie (7)

Molinari, Massimo (6)

Chiarella, Carl (6)

Gaffeo, Edoardo (6)

Sutter, Matthias (5)

Cites to:

LiCalzi, Marco (18)

Chiarella, Carl (11)

Sunder, Shyam (11)

Farmer, J. (9)

Westerhoff, Frank (7)

Tobin, James (6)

Iori, Giulia (6)

Pickhardt, Michael (6)

Huang, Weihong (6)

Brock, William (5)

Hommes, Cars (5)

Main data


Where Paolo Pellizzari has published?


Journals with more than one article published# docs
Journal of Economic Interaction and Coordination2
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"7
Finance / University Library of Munich, Germany5
Working Paper Series / The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney4
Working Papers / Department of Management, Universit Ca' Foscari Venezia3
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
Computational Economics / University Library of Munich, Germany3

Recent works citing Paolo Pellizzari (2018 and 2017)


YearTitle of citing document
2019Neural network for pricing and universal static hedging of contingent claims. (2019). Jain, Shashi ; Bhardawaj, Vikram ; Lokeshwar, Vikranth. In: Papers. RePEc:arx:papers:1911.11362.

Full description at Econpapers || Download paper

2019Performance attribution of mutual funds in India: outperformance or mis‐representation?. (2019). Chauhan, Gaurav Singh. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:383-409.

Full description at Econpapers || Download paper

2019Evaluating fund capacity: issues and methods. (2019). O'Neill, Michael J ; Warren, Geoffrey J. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:773-800.

Full description at Econpapers || Download paper

2017On the Role of Agent-based Modeling in the Theory of Development Economics. (2017). Wendelspiess Chávez Juárez, Florian ; Wendelspiess Chávez Juárez, Florian ; Wendelspiess Chávez Juárez, Florian ; Wendelspiess Chvez Jurez, Florian ; Chavez-Juarez, Florian. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:3:p:713-730.

Full description at Econpapers || Download paper

2017Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

Full description at Econpapers || Download paper

2017The impact of the French financial transaction tax on HFT activities and market quality. (2017). Oriol, Nathalie ; Louhichi, Wael ; Harb, Etienne ; Veryzhenko, Iryna. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:307-315.

Full description at Econpapers || Download paper

2017Assessing the impact of an EU financial transactions tax on asset volatility: An event study. (2017). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:12-24.

Full description at Econpapers || Download paper

2019Stock index pegging and extreme markets. (2019). Ma, Rong ; Dong, Xinyue ; Li, Honggang. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:13-21.

Full description at Econpapers || Download paper

2019Effects of change in commission fees on China futures market. (2019). Zhang, Tong ; Wu, YU. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:54-65.

Full description at Econpapers || Download paper

2018Market entry waves and volatility outbursts in stock markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37.

Full description at Econpapers || Download paper

2019Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

Full description at Econpapers || Download paper

2017Traders’ behavioral coupling and market phase transition. (2017). Ma, Rong ; Li, Honggang ; Zhang, Yin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:618-627.

Full description at Econpapers || Download paper

2017Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro. In: Post-Print. RePEc:hal:journl:hal-01768876.

Full description at Econpapers || Download paper

2017A Reexamination of High Frequency Trading Regulation Effectiveness in an Artificial Market Framework. (2017). Arena, Lise ; Veryzhenko, Iryna. In: Post-Print. RePEc:hal:journl:halshs-01444738.

Full description at Econpapers || Download paper

2019Market structure or traders behavior? A multi agent model to assess flash crash phenomena and their regulation. (2019). Oriol, Nathalie ; Veryzhenko, Iryna. In: Post-Print. RePEc:hal:journl:halshs-01984442.

Full description at Econpapers || Download paper

2017Eurace Open: An agent-based multi-country model. (2017). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano ; Ozel, Bulent ; Petrovic, Marko . In: Working Papers. RePEc:jau:wpaper:2017/09.

Full description at Econpapers || Download paper

2018The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market. (2018). Stanek, Filip ; Kukacka, Jiri. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9649-9.

Full description at Econpapers || Download paper

2017Az adózói magatartás különféle magyarázatai. (2017). Semjén, András. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1677.

Full description at Econpapers || Download paper

2019The Effect of Extremely Small Price Limits: Evidence from the Early Period of the Chinese Stock Market. (2019). Li, Honggang ; Dong, Xinyue. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:55:y:2019:i:7:p:1516-1530.

Full description at Econpapers || Download paper

2018Using realistic trading strategies in an agent-based stock market model. (2018). Llacay, Barbara ; Peffer, Gilbert. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:24:y:2018:i:3:d:10.1007_s10588-017-9258-0.

Full description at Econpapers || Download paper

2017Convex incentives in financial markets: an agent-based analysis. (2017). fabretti, annalisa ; Holmen, Martin ; Herzel, Stefano ; Garling, Tommy. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0200-1.

Full description at Econpapers || Download paper

2017Dynamic patterns in similarity-based cooperation: an agent-based investigation. (2017). Moretti, Anna ; Cruciani, Caterina ; Pellizzari, Paolo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:1:d:10.1007_s11403-015-0155-7.

Full description at Econpapers || Download paper

2018Empirical validation of simulated models through the GSL-div: an illustrative application. (2018). Lamperti, Francesco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0206-3.

Full description at Econpapers || Download paper

2018Evolution of markets: a simulation with centralized, decentralized and posted offer formats. (2018). Rabanal, Jean Paul ; Rud, Olga A. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:3:d:10.1007_s00191-016-0488-y.

Full description at Econpapers || Download paper

2018Timing under individual evolutionary learning in a continuous double auction. (2018). Anufriev, Mikhail ; Leur, Michiel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:3:d:10.1007_s00191-017-0530-8.

Full description at Econpapers || Download paper

2018Heterogeneous Agent Models in Finance. (2018). He, Xuezhong ; Dieci, Roberto. In: Research Paper Series. RePEc:uts:rpaper:389.

Full description at Econpapers || Download paper

2017Market versus Residence Principle: Experimental Evidence on the Effects of a Financial Transaction Tax. (2017). Sutter, Matthias ; Huber, Jrgen ; Kleinlercher, Daniel ; Kirchler, Michael. In: Economic Journal. RePEc:wly:econjl:v:127:y:2017:i:605:p:f610-f631.

Full description at Econpapers || Download paper

2017Time to Slow Down for High‐Frequency Trading? Lessons from Artificial Markets. (2017). Oriol, Nathalie ; Bajo, Javier ; Harb, Etienne ; Arena, Lise ; Veryzhenko, Iryna. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:24:y:2017:i:2-3:p:73-79.

Full description at Econpapers || Download paper

2017MEASURING BRAND AWARENESS IN A RANDOM UTILITY MODEL. (2017). tolotti, marco ; Dotta, Pierfrancesco ; Yepez, Jorge. In: Advances in Complex Systems (ACS). RePEc:wsi:acsxxx:v:20:y:2017:i:02n03:n:s0219525917500047.

Full description at Econpapers || Download paper

2018The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and migration. (2018). Noth, Felix ; Lau, Mona ; Eichfelder, Sebastian. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:228.

Full description at Econpapers || Download paper

2017Market entry waves and volatility outbursts in stock markets. (2017). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne . In: BERG Working Paper Series. RePEc:zbw:bamber:128.

Full description at Econpapers || Download paper

2017Financial transaction taxes: Announcement effects, short-run effects, and long-run effects. (2017). Noth, Felix ; Lau, Mona ; Eichfelder, Sebastian. In: IWH Discussion Papers. RePEc:zbw:iwhdps:42017.

Full description at Econpapers || Download paper

Works by Paolo Pellizzari:


YearTitleTypeCited
2015Performance implications of active management of institutional mutual funds In: Accounting and Finance.
[Full Text][Citation analysis]
article2
2011Performance Implications of Active Management of Institutional Mutual Funds.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article6
2009A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2007Simple market protocols for efficient risk sharing In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article5
2006Simple Market Protocols for Efficient Risk Sharing.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2005Simple market protocols for efficient risk sharing.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2005Static hedging of multivariate derivatives by simulation In: European Journal of Operational Research.
[Full Text][Citation analysis]
article3
2003Static Hedging of Multivariate Derivatives by Simulation.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2009Some effects of transaction taxes under different microstructures In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article55
2007Some Effects of Transaction Taxes Under Different Microstructures.(2007) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
2009Some effects of transaction taxes under different microstructures.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
2014Citizenship and power in an agent-based model of tax compliance with public expenditure In: Journal of Economic Psychology.
[Full Text][Citation analysis]
article9
2012Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2006Breeds of risk-adjusted fundamentalist strategies in an order-driven market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2005Breeds of risk-adjusted fundamentalist strategies in an order- driven market.(2005) In: Computational Economics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2006Learning and equilibrium selection in a coordination game with heterogeneous agents.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009Some effects of transaction taxes under different microstructures In: Post-Print.
[Full Text][Citation analysis]
paper40
2002Clashing Fundamentalists and the Dynamics of Price Formation In: Computing in Economics and Finance 2002.
[Citation analysis]
paper0
2001Efficient Monte Carlo pricing of European options¶using mean value control variates In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
article6
2007A comparison of different trading protocols in an agent-based market In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
article7
2006A comparison of different trading protocols in an agent-based market.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2005A comparison of different trading protocols in an agent-based market.(2005) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2011The impact on the pricing process of costly active management and performance chasing clients In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
article0
2009The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2013Convergence of outcomes and evolution of strategic behavior in double auctions In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]
article9
2010Convergence of outcomes and evolution of strategic behavior in double auctions.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2002Utility based pricing of contingent claims in incomplete markets In: Applied Mathematical Finance.
[Full Text][Citation analysis]
article2
2003Fundamentalists clashing over the book: a study of order-driven stock markets In: Quantitative Finance.
[Full Text][Citation analysis]
article25
2003Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets.(2003) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2012The Strategic Implementation of an Investment Process in a Funds Management Firm In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2012Diversification Versus Concentration ......... and the Winner Is? In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2008The Toll of Subrational Trading in an Agent Based Economy In: Research Paper Series.
[Full Text][Citation analysis]
paper0
2011Time-dependent trading strategies in a continuous double auction In: Working Papers.
[Full Text][Citation analysis]
paper1
2011A Multi-Agent Model of Tax Evasion with Public Expenditure In: Working Papers.
[Full Text][Citation analysis]
paper3
2011Optimal trading in a limit order book using linear strategies. In: Working Papers.
[Full Text][Citation analysis]
paper1
2012Facebook as an academic learning platform: A case study in Mathematics In: Working Papers.
[Full Text][Citation analysis]
paper3
2014The simplicity of optimal trading in order book markets In: Working Papers.
[Full Text][Citation analysis]
paper1
2015The Effects of Facebook Discussions on Academic Performance In: Working Papers.
[Full Text][Citation analysis]
paper0
2006The allocative effectiveness of market protocols under intelligent trading In: Working Papers.
[Full Text][Citation analysis]
paper4
2007Which market protocols facilitate fair trading? In: Working Papers.
[Full Text][Citation analysis]
paper0
2008Zero-Intelligence Trading without Resampling In: Working Papers.
[Full Text][Citation analysis]
paper5
2009Allocative efficiency and traders protection under zero intelligence behavior In: Working Papers.
[Full Text][Citation analysis]
paper1
2009Mutual funds flows and the Sheriff of Nottingham effect In: Working Papers.
[Full Text][Citation analysis]
paper0
2012Does sharing values lead to cooperation? A similarity-based investigation In: Working Papers.
[Full Text][Citation analysis]
paper0
2012Sense making and information in an agent-based model of cooperation In: Working Papers.
[Full Text][Citation analysis]
paper1
2014Trade-in programs in the context of technological innovation with herding In: Working Papers.
[Full Text][Citation analysis]
paper2
2003Monte Carlo Pricing of American Options Using Nonparametric Regression In: Finance.
[Full Text][Citation analysis]
paper1
1998Efficient Monte Carlo Pricing of Basket Options In: Finance.
[Full Text][Citation analysis]
paper7
2002Utility based pricing of contingent claims In: Finance.
[Full Text][Citation analysis]
paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 4 2020. Contact: CitEc Team