Simone Alfarano : Citation Profile

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

16

H index

22

i10 index

996

Citations

RESEARCH PRODUCTION:

39

Articles

62

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 45
   Journals where Simone Alfarano has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 62 (5.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal340
   Updated: 2026-01-17    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Ruiz-Buforn, Alba (8)

Camacho Cuena, Eva (5)

Iori, Giulia (5)

Morone, Andrea (4)

Colasante, Annarita (3)

Vidal-Tomás, David (3)

Milaković, Mishael (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:

Westerhoff, Frank (35)

Roventini, Andrea (35)

He, Xuezhong (Tony) (28)

Gontis, Vygintas (25)

Morone, Andrea (24)

Scharfenaker, Ellis (23)

Raddant, Matthias (21)

Guerini, Mattia (17)

Grazzini, Jakob (17)

Hommes, Cars (16)

Gallegati, Mauro (16)

Cites to:

Cornand, Camille (56)

Bottazzi, Giulio (52)

Lux, Thomas (47)

Hommes, Cars (46)

Milaković, Mishael (43)

Secchi, Angelo (41)

Sunder, Shyam (30)

Heinemann, Frank (26)

Morone, Andrea (25)

Shin, Hyun Song (24)

Gabaix, Xavier (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
Physica A: Statistical Mechanics and its Applications2
Applied Economics Letters2
The European Journal of Finance2
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 (2025 and 2024)

YearTitle of citing document
2077Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie . In: Discussion Papers. RePEc:ags:ubfred:172077.

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2024Optimal Investment with Herd Behaviour Using Rational Decision Decomposition. (2024). Zhao, Vicky H ; Wang, Huisheng. In: Papers. RePEc:arx:papers:2401.07183.

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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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2024Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network. (2024). Cartlidge, John ; Bohorquez, Gonzalo. In: Papers. RePEc:arx:papers:2409.00742.

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2025Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport. (2025). Izumi, Kiyoshi ; Hashimoto, Ryuji. In: Papers. RePEc:arx:papers:2507.09863.

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2025Agent-based model of information diffusion in the limit order book trading. (2025). Wilinski, Mateusz ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:2508.20672.

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2025The Impact of Climate Transition Risks on the Brazilian Financial Sector. (2025). Lima, Gilberto ; Alexandre, Michel ; Caiani, Alessandro ; Scala, Angela Modica. In: Working Papers Series. RePEc:bcb:wpaper:633.

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2024Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Tanigawa, Yasuhiko ; Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396.

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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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2024Is the Brazilian labor market granular?. (2024). Da Silva, Sergio ; Esquierro, Leon. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00477.

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2025The effects of public disclosures and information acquisition on price informativeness in a multi-attribute asset market. (2025). Davis, Douglas ; Korenok, Oleg ; Lightle, John. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000656.

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2025Emergence of social hierarchies in a society with two competitive groups. (2025). Perell, Josep ; Sadurn, Marc ; Montero, Miquel. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p1:s0960077925006733.

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2025Networks, beliefs, and asset prices. (2025). Hatcher, Michael ; Hellmann, Tim. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000259.

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2025A common component of Fama and French factor variances. (2025). Grobys, Klaus ; Fathi, Masoumeh ; Ij, Janne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002171.

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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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2025Investor–firm interactions versus investor–investor interactions: Which enhances investor learning better?. (2025). Zhu, Xiaoye ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003722.

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2024Trading strategies and Financial Performances: A simulation approach. (2024). Mazzarino, Laura ; Biondo, Alessio Emanuele ; Pluchino, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003582.

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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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2025Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency. (2025). Jiang, Hao ; Ma, Yong ; Wang, Tianyang. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418125000096.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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

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2024Reading the market? Expectation coordination and theory of mind. (2024). Pei, Jiaoying ; Füllbrunn, Sascha ; Bao, Te ; Fullbrunn, Sascha ; Zong, Jichuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:219:y:2024:i:c:p:510-527.

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2024Polarization-induced stress in the noisy voter model. (2024). Khalil, Nagi ; Aguilar-Janita, Miguel ; Blanco-Alonso, Andres. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:647:y:2024:i:c:s0378437124003492.

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2024Permutation invariant Gaussian matrix models for financial correlation matrices. (2024). Ramgoolam, Sanjaye ; Stephanou, Michael ; Barnes, George. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005247.

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2025Optimal firm’s dividend and capital structure with mean reverting profitability. (2025). Guerini, Mattia ; Regis, Luca ; Panteghini, Paolo M ; Menoncin, Francesco. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006318.

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2024The Ambiguity Box: A new tool to generate ambiguity in the lab. (2024). Morone, Andrea ; Caferra, Rocco. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:113:y:2024:i:c:s2214804324001368.

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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 ; Delli Gatti, Domenico ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf.

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2024The interplay between real and exchange rate market: an agent-based model approach. (2024). Roventini, Andrea ; Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Ferraresi, Tommaso ; Popoyan, Lilit ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_10.rdf.

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2025The Random Matrix-based informative content of correlation matrices in stock markets. (2025). Trinidad, J E ; Mattera, Raffaele ; Cerqueti, Roy ; Gonzlez, Laura Molero. In: Post-Print. RePEc:hal:journl:hal-05109019.

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2025Why are there so many power laws in economics?. (2025). Kapeller, Jakob ; Steinerberger, Stefan. In: ICAE Working Papers. RePEc:ico:wpaper:160.

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2024Development Trajectory of Blockchain Platforms: The Role of Multirole. (2024). Zhang, Xiaoquan ; Li, Tianyi. In: Information Systems Research. RePEc:inm:orisre:v:35:y:2024:i:3:p:1296-1323.

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2024Science or scientism? On the momentum illusion. (2024). Grobys, Klaus. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:4:d:10.1007_s10436-024-00446-5.

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2024Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z.

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2025Evolutionary and agent-based computational finance: The new paradigms for asset pricing. (2025). Pastushkov, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:66:p:196-222.

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2024Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt.

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2024Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt_v1.

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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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2025Long-range dependence and asset return anomaly. (2025). Xiang, Yun ; Deng, Shijie. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06376-9.

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2025Better Late than Never: Promoting Cultural Consumption Among the Elderly. (2025). Zanola, Roberto ; Moscarola, Flavia Coda ; Biondo, Alessio Emanuele. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-024-00270-w.

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2024Communication, networks and asset price dynamics: a survey. (2024). Hatcher, Michael ; Hellmann, Tim. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00395-8.

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2024How do you feel about going green? Modelling environmental sentiments in a growing open economy. (2024). Sordi, Serena ; Dávila-Fernández, Marwil ; Cafferata, Alessia ; Davila-Fernandez, Marwil J. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-022-00376-3.

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2025Studying economic complexity with agent-based models: advances, challenges and future perspectives. (2025). Chudziak, Szymon. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00428-w.

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2025Endogenous beliefs and social influence in a simple macroeconomic framework. (2025). Terranova, Roberta. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:3:d:10.1007_s11403-024-00417-z.

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2024Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w.

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2025Do granular shocks generate sizeable aggregate volatility?. (2025). Mandel, Antoine ; Veetil, Vipin P. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:35:y:2025:i:1:d:10.1007_s00191-025-00887-9.

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2025The development of OPEC: an evolutionary game theory and agent-based modeling approach. (2025). Mason, Charles F ; Wood, Aaron D ; Finnoff, David. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:7:d:10.1007_s43546-024-00776-6.

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2024The complex interplay between exchange rate and real markets: an agent-based model exploration. (2024). Roventini, Andrea ; Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo ; Ferraresi, Tommaso ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2024/24.

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2025Centralized vs Decentralized Markets: The Role of Connectivity. (2025). Alfarano, Simone ; Banal-Estaaol, Albert ; Camacho, Eva ; Rahi, Rohit ; Kapar, Burcu ; Iori, Giulia. In: Working Papers. RePEc:ven:wpaper:2025:13.

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2024Forecasting multi‐frequency intraday exchange rates using deep learning models. (2024). Hunjra, Ahmed ; ben Zaied, Younes ; Arslan, Muhammad. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1338-1355.

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2025Power laws in socio-economics. (2025). Weber, Jan David ; Schulz, Jan. In: BERG Working Paper Series. RePEc:zbw:bamber:314423.

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2025Sellers inflation, price dispersion and substitutability: Schumpeter meets Lerner. (2025). Ipsen, Leonhard ; Schulz-Gebhard, Jan ; Memmen, Marvin. In: BERG Working Paper Series. RePEc:zbw:bamber:330171.

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2025Firms, firm size distributions, industrial policies. (2025). Weber, Jan David. In: ifso working paper series. RePEc:zbw:ifsowp:325500.

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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.
[Full Text][Citation analysis]		paper22
2011The fine structure of spectral properties for random correlation matrices: an application to financial markets.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 22		paper
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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This paper has nother version. Agregated cites: 16		paper
2010Identification of interaction effects in survey expectations: A cautionary note.(2010) In: BERG Working Paper Series.
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This paper has nother version. Agregated cites: 16		paper
2007A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article60
2005A noise trader model as a generator of apparent financial power laws and long memory.(2005) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 60		paper
2016Financial power laws: Empirical evidence, models, and mechanisms In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article61
2020Exploiting ergodicity in forecasts of corporate profitability In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2019Exploiting ergodicity in forecasts of corporate profitability.(2019) In: BERG Working Paper Series.
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This paper has nother version. Agregated cites: 11		paper
2008Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article114
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.
[Full Text][Citation analysis]		article61
2012A statistical equilibrium model of competitive firms In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article49
2008A Statistical Equilibrium Model of Competitive Firms.(2008) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 49		paper
2008Does classical competition explain the statistical features of firm growth? In: Economics Letters.
[Full Text][Citation analysis]		article29
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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This paper has nother version. Agregated cites: 12		paper
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.
[Full Text][Citation analysis]		article48
2010Firm profitability and the network of organizational capabilities In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2022A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case In: Mathematics.
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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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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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This paper has nother version. Agregated cites: 4		paper
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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This paper has nother version. Agregated cites: 6		paper
2020An agent-based early warning indicator for financial market instability.(2020) In: Journal of Economic Interaction and Coordination.
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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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2011Buchbesprechungen / Book Reviews In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Network Approaches to Interbank Markets: Foreword In: Computational Economics.
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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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2020Centralized vs decentralized markets in the laboratory: The role of connectivity In: MPRA Paper.
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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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2008The small core of the German corporate board network.(2008) In: Kiel Working Papers.
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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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2008A nonparametric approach tothe noise density in stochastic volatility models In: Applied Financial Economics Letters.
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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.
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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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