Simone Alfarano : Citation Profile

Are you Simone Alfarano?

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

15

H index

21

i10 index

944

Citations

RESEARCH PRODUCTION:

40

Articles

62

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 42
   Journals where Simone Alfarano has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 63 (6.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal340
   Updated: 2024-12-03    RAS profile: 2024-02-06    
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Relations with other researchers

Works with:

Camacho Cuena, Eva (10)

Ruiz-Buforn, Alba (7)

Colasante, Annarita (6)

Morone, Andrea (5)

Iori, Giulia (5)

Milaković, Mishael (4)

Vidal-Tomás, David (3)

Raddant, Matthias (2)

Steinbacher, Mitja (2)

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

Is cited by:

Roventini, Andrea (38)

Westerhoff, Frank (35)

He, Xuezhong (Tony) (28)

Scharfenaker, Ellis (23)

Morone, Andrea (23)

Raddant, Matthias (19)

Grazzini, Jakob (17)

Guerini, Mattia (17)

Gallegati, Mauro (16)

Hommes, Cars (16)

Lux, Thomas (14)

Cites to:

Cornand, Camille (56)

Bottazzi, Giulio (54)

Lux, Thomas (47)

Hommes, Cars (46)

Milaković, Mishael (43)

Secchi, Angelo (43)

Sunder, Shyam (30)

Heinemann, Frank (26)

Morone, Andrea (25)

Gabaix, Xavier (25)

Pavan, Alessandro (24)

Main data

Where Simone Alfarano has published?

Journals with more than one article published# docs
Journal of Economic Interaction and Coordination6
Journal of Economic Dynamics and Control4
Computational Economics3
Economics Letters3
Applied Economics Letters2
The European Physical Journal B: Condensed Matter and Complex Systems2
Physica A: Statistical Mechanics and its Applications2
The European Journal of Finance2

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
Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel)3
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents3

Recent works citing Simone Alfarano (2024 and 2023)

YearTitle of citing document
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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2023A simulated electronic market with speculative behaviour and bubble formation. (2023). Mosionek-Schweda, Magdalena ; Cofre, Nicolas. In: Papers. RePEc:arx:papers:2311.12247.

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2024Decentralized Finance and Local Public Goods: A Bayesian Maximum Entropy Model of School District Spending in the U.S. (2024). Melo, Juan. In: Papers. RePEc:arx:papers:2404.17700.

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2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082.

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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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2023Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2024Measures of firm performance and concentration: Stylized facts and a dilemma of data reproduction. (2024). Scharfenaker, Ellis ; Weber, Jan David. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005153.

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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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2024On co-dependent power-law behavior across cryptocurrencies. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003258.

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2023A multifractal model of asset (in)variances. (2023). Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000355.

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2024On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705.

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2023Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.. (2023). Palan, Stefan ; Stockl, Thomas ; Merl, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622000899.

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2023Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

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2023A Fractal and Comparative View of the Memory of Bitcoin and S&P 500 Returns. (2023). Grobys, Klaus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001472.

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2024A systematic review of agent-based modelling in the circular economy: Insights towards a general model. (2024). Landoni, Matteo ; Rizzati, Massimiliano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:617-631.

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2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Gusella, Filippo ; Gatti, Domenico Delli. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf.

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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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2023Profitability of Ichimoku-Based Trading Rule in Vietnam Stock Market in the Context of the COVID-19 Outbreak. (2023). Do-Thi, Nga ; Che-Ngoc, HA ; Nguyen-Trang, Thao. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10319-6.

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2023Mass Psychology in Action: Identification of Social Interaction Effects in the German Stock Market. (2009). Lux, Thomas . In: Kiel Working Papers. RePEc:kie:kieliw:1514.

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2024Quantifying the non-Gaussian gain. (2024). Lizieri, Colin ; Satchell, Stephen ; Allen, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00338-9.

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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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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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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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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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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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2023Back to the classics: R-evolution towards statistical equilibria. (2023). Weber, Jan ; Theodosio, Bruno Miller. In: ifso working paper series. RePEc:zbw:ifsowp:28.

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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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2024Centralized vs Decentralized Markets: The Role of Connectivity In: Working Papers.
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2024Centralized vs decentralized markets: The role of connectivity.(2024) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2012Identification of Interaction Effects in Survey Expectations: A Cautionary Note In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article16
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.
[Full Text][Citation analysis]		article57
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.
[Full Text][Citation analysis]		article51
2020Exploiting ergodicity in forecasts of corporate profitability In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article10
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.
[Full Text][Citation analysis]		article48
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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In: .
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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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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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2016Granularity of the business cycle fluctuations: The Spanish case 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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2018The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment.(2018) In: MPRA Paper.
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2019The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment.(2019) In: Journal of Economic Interaction and Coordination.
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2018An agent based early warning indicator for financial market instability In: Working Papers.
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2018An agent based early warning indicator for financial market instability.(2018) In: MPRA Paper.
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2020An agent-based early warning indicator for financial market instability.(2020) In: Journal of Economic Interaction and Coordination.
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2019Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison In: Working Papers.
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2020Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison.(2020) In: Computational Economics.
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2019Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison.(2019) In: MPRA Paper.
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2011Buchbesprechungen / Book Reviews In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model In: Computational Economics.
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2016Network Approaches to Interbank Markets: Foreword In: Computational Economics.
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2020Single vs. multiple disclosures in an experimental asset market with information acquisition In: MPRA Paper.
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2022Single vs. multiple disclosures in an experimental asset market with information acquisition.(2022) In: The European Journal of Finance.
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2021Advances in the Agent-Based Modeling of Economic and Social Behavior In: MPRA Paper.
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2021Advances in the agent-based modeling of economic and social behavior.(2021) In: SN Business & Economics.
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2022Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations In: MPRA Paper.
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2022The effect of time-varying fundamentals in Learning-to-Forecast Experiments In: MPRA Paper.
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2024The effect of time-varying fundamentals in learning-to-forecast experiments.(2024) In: Journal of Economic Interaction and Coordination.
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2010Estimation of a simple genetic algorithm applied to a laboratory experiment In: MPRA Paper.
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2010Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation In: MPRA Paper.
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2011A Note on institutional hierarchy and volatility in financial markets In: MPRA Paper.
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2013A note on institutional hierarchy and volatility in financial markets.(2013) In: The European Journal of Finance.
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2018Crowding out effect and traders overreliance on public information in financial markets: a lesson from the lab In: MPRA Paper.
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2019Price distortions and public information: theory, experiments and simulations In: MPRA Paper.
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2019Empresas granulares y desagregación regional: un análisis del caso español In: MPRA Paper.
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2019Welfare effects of public information in a laboratory financial market In: MPRA Paper.
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2020Centralized vs decentralized markets in the laboratory: The role of connectivity In: MPRA Paper.
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2002A minimal noise trader model with realistic time series In: Computing in Economics and Finance 2002.
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2004Critical behaviour and system size in agent-based models: an explanation In: Computing in Economics and Finance 2004.
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2006On the role of heterogeneous and imperfect information in a laboratory financial market In: Central European Journal of Operations Research.
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2010The small core of the German corporate board network In: Computational and Mathematical Organization Theory.
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2008The small core of the German corporate board network.(2008) In: Kiel Working Papers.
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2007Empirical validation of stochastic models of interacting agents In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article22
2010What distinguishes individual stocks from the index? In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2019Alternative approaches for the reformulation of economics In: Journal of Economic Interaction and Coordination.
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2022Credit allocation and the financial crisis: evidence from Spanish companies In: Journal of Economic Interaction and Coordination.
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2007A Minimal Noise Trader Model with Realistic Time Series Properties In: Springer Books.
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2003A minimal noise trader model with realistic time series properties.(2003) In: Economics Working Papers.
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2006A minimal noise trader model with realistic time series properties.(2006) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2012Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände In: Wirtschaftsdienst.
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In: .
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2009Network hierarchy in Kirmans ant model: fund investment can create systemic risk In: Economics Working Papers.
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2008Should Network Structure Matter in Agent-Based Finance? In: Economics Working Papers.
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2016Designing public communication and disclusure strategies for central banks and other policy bodies In: FinMaP-Policy Letters.
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2015Do investors rely too much on public information to be justified by its accuracy? An experimental study In: FinMaP-Working Papers.
[Full Text][Citation analysis]		paper6
2014The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches In: FinMaP-Working Papers.
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2013The real versus the financial economy: A global tale of stability versus volatility In: Economics Discussion Papers.
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2014The real versus the financial economy: A global tale of stability versus volatility.(2014) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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2011The small core of the German corporate board network: New evidence from 2010 In: Kiel Working Papers.
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