Simone Alfarano : Citation Profile

Are you Simone Alfarano?

Universitat Jaume I (50% share)
Universitat Jaume I (50% share)

15

H index

18

i10 index

906

Citations

RESEARCH PRODUCTION:

38

Articles

60

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 45
   Journals where Simone Alfarano has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 60 (6.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal340
   Updated: 2023-11-04    RAS profile: 2023-08-28    
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Relations with other researchers

Works with:

Camacho Cuena, Eva (14)

Ruiz-Buforn, Alba (10)

Colasante, Annarita (9)

Vidal-Tomás, David (7)

Morone, Andrea (6)

Milaković, Mishael (4)

Iori, Giulia (3)

Raddant, Matthias (2)

Steinbacher, Mitja (2)

Gallegati, Mauro (2)

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

Is cited by:

Westerhoff, Frank (35)

Roventini, Andrea (33)

He, Xuezhong (Tony) (28)

Morone, Andrea (23)

Scharfenaker, Ellis (22)

Raddant, Matthias (21)

Grazzini, Jakob (17)

Guerini, Mattia (17)

Gallegati, Mauro (16)

Hommes, Cars (16)

Lux, Thomas (14)

Cites to:

Cornand, Camille (56)

Bottazzi, Giulio (49)

Lux, Thomas (47)

Hommes, Cars (46)

Milaković, Mishael (43)

Secchi, Angelo (38)

Sunder, Shyam (27)

Gabaix, Xavier (24)

Pavan, Alessandro (24)

Shin, Hyun Song (24)

Camacho Cuena, Eva (23)

Main data

Where Simone Alfarano has published?

Journals with more than one article published# docs
Journal of Economic Interaction and Coordination5
Journal of Economic Dynamics and Control4
Economics Letters3
Computational Economics3
The European Journal of Finance2
Applied Economics Letters2
Physica A: Statistical Mechanics and its Applications2
The European Physical Journal B: Condensed Matter and Complex Systems2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany24
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain)11
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics9
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group4
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents3
Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel)3

Recent works citing Simone Alfarano (2023 and 2022)

YearTitle of citing document
2022Granular Linkages, Supplier Cost Shocks & Export Performance. (2022). Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:153.

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2022Granular Linkages, Supplier Cost Shocks & Export Performance. (2022). Camara, Santiago. In: Papers. RePEc:arx:papers:2203.07282.

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2022Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568.

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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2023Anomalous diffusion and long-range memory in the scaled voter model. (2023). Kononovicius, Aleksejus ; Kazakevivcius, Rytis. In: Papers. RePEc:arx:papers:2301.08088.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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

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2023Perishable Goods versus Re-tradable Assets: A Theoretical Reappraisal of a Fundamental Dichotomy. (2023). Smith, Vernon ; Inoua, Sabiou. In: Papers. RePEc:arx:papers:2309.03432.

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

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2022STATISTICAL EQUILIBRIUM METHODS IN ANALYTICAL POLITICAL ECONOMY. (2022). Scharfenaker, Ellis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:276-309.

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2022Neoclassical influences in agent?based literature: A systematic review. (2022). Giammetti, Raffaele ; Gallegati, Mauro ; Brancaccio, Emiliano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:350-385.

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2022Churning and profitability in the U.S. corporate sector. (2022). Paulo, Joao ; Davis, Leila. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:924-957.

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2022Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334.

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2022Literature review of experimental asset markets with insiders. (2022). Merl, Robert. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001404.

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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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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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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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2022Interplay between exogenous triggers and endogenous behavioral changes in contagion processes on social networks. (2022). de Domenico, Manlio ; Artime, Oriol ; Eminente, Clara. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p1:s0960077922009389.

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2022The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Cajueiro, Daniel O ; Ely, Regis A ; Silveira, Douglas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002251.

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2022Which cryptocurrency data sources should scholars use?. (2022). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000369.

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2022Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479.

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2022A comparative analysis of housing prices in different cities using the Black–Scholes and Jump Diffusion models. (2022). Jun, Doobae ; Ku, Hyejin ; Oh, Sebeom. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100297x.

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2022What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis. (2022). Kolari, James W ; Sapkota, Niranjan ; Dufitinema, Josephine ; Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000257.

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2022Modeling new-firm growth and survival with panel data using event magnitude regression. (2022). Nofal, Ahmed Maged ; Wallin, Jonas ; Delmar, Frederic. In: Journal of Business Venturing. RePEc:eee:jbvent:v:37:y:2022:i:5:s088390262200057x.

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2022Asset price volatility and investment horizons: An experimental investigation. (2022). Anufriev, Mikhail ; Tuinstra, Jan ; Chernulich, Aleksei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:19-48.

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2022Are long-horizon expectations (de-)stabilizing? Theory and experiments. (2022). Hommes, Cars ; Evans, George ; Salle, Isabelle ; McGough, Bruce. In: Journal of Monetary Economics. RePEc:eee:moneco:v:132:y:2022:i:c:p:44-63.

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2022Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression. (2022). TILFANI, Oussama ; Krištoufek, Ladislav ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008037.

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2022Estimating a model of herding behavior on social networks. (2022). , Maxime. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005684.

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2022Critical facility accessibility rapid failure early-warning detection and redundancy mapping in urban flooding. (2022). Dong, Shangjia ; Gangwal, Utkarsh. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:224:y:2022:i:c:s0951832022002046.

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2022Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Chen, Zhenxi ; Zheng, Huanhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604.

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2022Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf.

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2022A Distributional Perspective on Primary Sources from Ancient Greece. (2021). Gauthier, Laurent. In: Working Papers. RePEc:hal:wpaper:hal-03315002.

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2022Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9.

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2022A New Strategy for Short-Term Stock Investment Using Bayesian Approach. (2022). Nguyen-Trang, Thao ; Le-Dai, Nghiep ; Che-Ngoc, HA ; Vo-Van, Tai. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10115-8.

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2022Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo. (2022). Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10155-0.

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2022Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression. (2022). Chen, Siyan ; Desiderio, Saul. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10188-5.

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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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2022Disposition Effect and its outcome on endogenous price fluctuations. (2022). Tramontana, Fabio ; Cafferata, Alessia. In: MPRA Paper. RePEc:pra:mprapa:113904.

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2023Developing an agent-based model to minimize spreading of malicious information in dynamic social networks. (2023). Agarwal, Nitin ; Hussain, Muhammad Nihal ; Alassad, Mustafa. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:29:y:2023:i:3:d:10.1007_s10588-023-09375-6.

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2022Corporate boards, interorganizational ties and profitability: the case of Japan. (2022). Raddant, Matthias ; Takahashi, Hiroshi. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02062-y.

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2023Granular banks and corporate investment. (2023). da Silva, Sergio ; Matsushita, Raul ; de Oliveira, Guilherme ; Maia, Adriano. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09641-y.

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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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2023Interaction between price and expectations in the jar-guessing experimental market. (2023). Akai, Kenju ; Kudo, Takanori ; Akinaga, Toshiaki. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-022-00374-5.

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2023Microfounding GARCH models and beyond: a Kyle-inspired model with adaptive agents. (2023). Benzaquen, Michael ; Toth, Bence ; Mastromatteo, Iacopo ; Vodret, Michele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00379-8.

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2023Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z.

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2022The age distribution of business firms. (2022). Guerini, Mattia ; Giachini, Daniele ; Calvino, Flavio. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:32:y:2022:i:1:d:10.1007_s00191-021-00747-2.

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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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2022The day after tomorrow: financial repercussions of COVID-19 on systemic risk. (2022). Vidal-Tomás, David ; Tedeschi, Gabriele ; Caferra, Rocco ; Vidal-Tomas, David. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:3:y:2022:i:1:d:10.1007_s43253-021-00059-y.

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2022Why do we need agent-based macroeconomics?. (2022). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:3:y:2022:i:1:d:10.1007_s43253-022-00071-w.

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2023Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep059.

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2022Measures of firm performance and concentration: stylized facts and a dilemma of data reproduction. (2022). Jan, Ellis Scharfenaker. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2022_03.

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2023The granular nature of emerging market economies: The case of Kazakhstan. (2023). Volckaert, Astrid ; Subramanian, Venkat ; Sagyndykova, Galiya ; Konings, Jozef. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:2:p:429-464.

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2022Optimal accuracy of unbiased Tullock contests with two heterogeneous players. (2022). Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:175.

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Simone Alfarano has edited the books:

YearTitleTypeCited

Works by Simone Alfarano:

YearTitleTypeCited
2011The fine structure of spectral properties for random correlation matrices: an application to financial markets In: Papers.
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2011The fine structure of spectral properties for random correlation matrices: an application to financial markets.(2011) In: MPRA Paper.
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2012Identification of Interaction Effects in Survey Expectations: A Cautionary Note In: Studies in Nonlinear Dynamics & Econometrics.
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2010Identification of Interaction Effects in Survey Expectations: A Cautionary Note.(2010) In: MPRA Paper.
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2010Identification of interaction effects in survey expectations: A cautionary note.(2010) In: BERG Working Paper Series.
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2007A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY In: Macroeconomic Dynamics.
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2005A noise trader model as a generator of apparent financial power laws and long memory.(2005) In: Economics Working Papers.
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2016Financial power laws: Empirical evidence, models, and mechanisms In: Chaos, Solitons & Fractals.
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2020Exploiting ergodicity in forecasts of corporate profitability In: Journal of Economic Dynamics and Control.
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2019Exploiting ergodicity in forecasts of corporate profitability.(2019) In: BERG Working Paper Series.
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2008Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach In: Journal of Economic Dynamics and Control.
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2005Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach.(2005) In: Economics Working Papers.
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2006Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach.(2006) In: Economics Working Papers.
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2009Network structure and N-dependence in agent-based herding models In: Journal of Economic Dynamics and Control.
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2012A statistical equilibrium model of competitive firms In: Journal of Economic Dynamics and Control.
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2008A Statistical Equilibrium Model of Competitive Firms.(2008) In: Economics Working Papers.
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2008Does classical competition explain the statistical features of firm growth? In: Economics Letters.
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2008Does Classical Competition Explain the Statistical Features of Firm Growth?.(2008) In: Economics Working Papers.
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2018On the determination of the granular size of the economy In: Economics Letters.
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2018On the determination of the granular size of the economy.(2018) In: MPRA Paper.
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2022Banking sector concentration, credit shocks and aggregate fluctuations In: Economics Letters.
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2021Overweighting of public information in financial markets: A lesson from the lab In: Journal of Banking & Finance.
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2020Overweighting of public information in financial markets: A lesson from the lab.(2020) In: MPRA Paper.
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2006Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data In: Physica A: Statistical Mechanics and its Applications.
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2010Firm profitability and the network of organizational capabilities In: Physica A: Statistical Mechanics and its Applications.
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2020A cross-sectional analysis of growth and profit rate distribution: the Spanish case.(2020) In: MPRA Paper.
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2017Granularity of the Business Cycle Fluctuations: The Spanish Case In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
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2016Granularity of the business cycle fluctuations: The Spanish case.(2016) In: Working Papers.
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2022Survival and the Ergodicity of Corporate Profitability In: Management Science.
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2020Survival and the ergodicity of corporate profitability.(2020) In: BERG Working Paper Series.
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2011The role of public and private information in a laboratory financial market In: Working Papers. Serie AD.
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2011Extreme value theory as a theoretical background for power law behavior In: Working Papers.
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2010Extreme Value Theory as a Theoretical Background for Power Law Behavior.(2010) In: MPRA Paper.
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2010Extreme value theory as a theoretical background for power law behavior.(2010) In: Kiel Working Papers.
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2012On the distributional properties of size, profit and growth of Icelandic firms In: Working Papers.
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2012On the distributional properties of size, pro fit and growth of Icelandic firms.(2012) In: MPRA Paper.
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2013On the distributional properties of size, profit and growth of Icelandic firms.(2013) In: Journal of Economic Interaction and Coordination.
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2014Gibrats law redux: Think profitability instead of growth In: Working Papers.
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2016Gibrat’s Law Redux: think profitability instead of growth.(2016) In: Industrial and Corporate Change.
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2014Gibrats law redux: Think profitability instead of growth.(2014) In: BERG Working Paper Series.
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2014A spectral perspective on excess volatility In: Working Papers.
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2015A spectral perspective on excess volatility.(2015) In: Applied Economics Letters.
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2014A spectral perspective on excess volatility.(2014) In: FinMaP-Working Papers.
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2016The role of bank credit allocation: Evidence from the Spanish economy In: Working Papers.
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2016Long-run expectations in a Learning-to-Forecast Experiment In: Working Papers.
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2016Long-run expectations in a Learning-to-Forecast Experiment.(2016) In: MPRA Paper.
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2018Long-run expectations in a learning-to-forecast experiment.(2018) In: Applied Economics Letters.
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2017Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach In: Working Papers.
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2017Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach.(2017) In: MPRA Paper.
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2020Long-run expectations in a learning-to-forecast experiment: a simulation approach.(2020) In: Journal of Evolutionary Economics.
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2018The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment In: Working Papers.
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