15
H index
22
i10 index
959
Citations
Simone Alfarano : Citation Profile
Universitat Jaume I (50% share) | RESEARCH PRODUCTION: 39 Articles 62 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2002 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Simone Alfarano. | Is cited by:
| Cites to:
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Main data
Where Simone Alfarano has published?
Recent works citing Simone Alfarano (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Decentralized 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. Full description at Econpapers || Download paper |
| 2024 | Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi ; Tanigawa, Yasuhiko. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396. Full description at Econpapers || Download paper |
| 2024 | Endogenous 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. Full description at Econpapers || Download paper |
| 2024 | Measures 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. Full description at Econpapers || Download paper |
| 2024 | Trading 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. Full description at Econpapers || Download paper |
| 2024 | On co-dependent power-law behavior across cryptocurrencies. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003258. Full description at Econpapers || Download paper |
| 2024 | On 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. Full description at Econpapers || Download paper |
| 2024 | Polarization-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. Full description at Econpapers || Download paper |
| 2024 | Permutation 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | Endogenous 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. Full description at Econpapers || Download paper |
| 2024 | Development 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. Full description at Econpapers || Download paper |
| 2024 | Market 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. Full description at Econpapers || Download paper |
| 2024 | Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt_v1. Full description at Econpapers || Download paper |
| 2024 | Quantifying 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. Full description at Econpapers || Download paper |
| 2024 | Communication, 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. Full description at Econpapers || Download paper |
| 2024 | Endogenous 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. Full description at Econpapers || Download paper |
Simone Alfarano has edited the books:
| Year | Title | Type | Cited |
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Works by Simone Alfarano:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | The fine structure of spectral properties for random correlation matrices: an application to financial markets In: Papers. [Full Text][Citation analysis] | paper | 22 |
| 2011 | The fine structure of spectral properties for random correlation matrices: an application to financial markets.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2024 | Centralized vs Decentralized Markets: The Role of Connectivity In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Centralized vs decentralized markets: The role of connectivity.(2024) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Identification of Interaction Effects in Survey Expectations: A Cautionary Note In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2010 | Identification of Interaction Effects in Survey Expectations: A Cautionary Note.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2010 | Identification of interaction effects in survey expectations: A cautionary note.(2010) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2007 | A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 58 |
| 2005 | A noise trader model as a generator of apparent financial power laws and long memory.(2005) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2016 | Financial power laws: Empirical evidence, models, and mechanisms In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 55 |
| 2020 | Exploiting ergodicity in forecasts of corporate profitability In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
| 2019 | Exploiting ergodicity in forecasts of corporate profitability.(2019) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2008 | Time 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] | article | 112 |
| 2005 | Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach.(2005) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
| 2006 | Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
| 2009 | Network structure and N-dependence in agent-based herding models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 57 |
| 2012 | A statistical equilibrium model of competitive firms In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 48 |
| 2008 | A Statistical Equilibrium Model of Competitive Firms.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2008 | Does classical competition explain the statistical features of firm growth? In: Economics Letters. [Full Text][Citation analysis] | article | 29 |
| 2008 | Does Classical Competition Explain the Statistical Features of Firm Growth?.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2018 | On the determination of the granular size of the economy In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2018 | On the determination of the granular size of the economy.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2022 | Banking sector concentration, credit shocks and aggregate fluctuations In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | Overweighting of public information in financial markets: A lesson from the lab In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2020 | Overweighting of public information in financial markets: A lesson from the lab.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | Estimation 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] | article | 47 |
| 2010 | Firm profitability and the network of organizational capabilities In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2020 | A cross-sectional analysis of growth and profit rate distribution: the Spanish case.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Survival and the Ergodicity of Corporate Profitability In: Management Science. [Full Text][Citation analysis] | article | 3 |
| 2020 | Survival and the ergodicity of corporate profitability.(2020) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | The role of public and private information in a laboratory financial market In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 24 |
| 2011 | Extreme value theory as a theoretical background for power law behavior In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Extreme Value Theory as a Theoretical Background for Power Law Behavior.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2010 | Extreme value theory as a theoretical background for power law behavior.(2010) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2012 | On the distributional properties of size, profit and growth of Icelandic firms In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2012 | On the distributional properties of size, pro fit and growth of Icelandic firms.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2013 | On the distributional properties of size, profit and growth of Icelandic firms.(2013) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2014 | Gibrats law redux: Think profitability instead of growth In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2016 | Gibrat’s Law Redux: think profitability instead of growth.(2016) In: Industrial and Corporate Change. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2014 | Gibrats law redux: Think profitability instead of growth.(2014) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2014 | A spectral perspective on excess volatility In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | A spectral perspective on excess volatility.(2015) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2014 | A spectral perspective on excess volatility.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | The role of bank credit allocation: Evidence from the Spanish economy In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Granularity of the business cycle fluctuations: The Spanish case In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Long-run expectations in a Learning-to-Forecast Experiment In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2016 | Long-run expectations in a Learning-to-Forecast Experiment.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2018 | Long-run expectations in a learning-to-forecast experiment.(2018) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2017 | Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2017 | Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2020 | Long-run expectations in a learning-to-forecast experiment: a simulation approach.(2020) In: Journal of Evolutionary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2018 | The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2018 | The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment.(2019) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2018 | An agent based early warning indicator for financial market instability In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | An agent based early warning indicator for financial market instability.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | An agent-based early warning indicator for financial market instability.(2020) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2019 | Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison.(2020) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2019 | Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | Buchbesprechungen / Book Reviews In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2005 | Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model In: Computational Economics. [Full Text][Citation analysis] | article | 247 |
| 2016 | Network Approaches to Interbank Markets: Foreword In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Single vs. multiple disclosures in an experimental asset market with information acquisition In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Single vs. multiple disclosures in an experimental asset market with information acquisition.(2022) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Advances in the Agent-Based Modeling of Economic and Social Behavior In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
| 2021 | Advances in the agent-based modeling of economic and social behavior.(2021) In: SN Business & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2022 | Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The effect of time-varying fundamentals in Learning-to-Forecast Experiments In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2024 | The effect of time-varying fundamentals in learning-to-forecast experiments.(2024) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2010 | Estimation of a simple genetic algorithm applied to a laboratory experiment In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2011 | A Note on institutional hierarchy and volatility in financial markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
| 2013 | A note on institutional hierarchy and volatility in financial markets.(2013) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2018 | Crowding out effect and traders overreliance on public information in financial markets: a lesson from the lab In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Price distortions and public information: theory, experiments and simulations In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Empresas granulares y desagregación regional: un análisis del caso español In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Welfare effects of public information in a laboratory financial market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Centralized vs decentralized markets in the laboratory: The role of connectivity In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2002 | A minimal noise trader model with realistic time series In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 7 |
| 2004 | Critical behaviour and system size in agent-based models: an explanation In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2006 | On the role of heterogeneous and imperfect information in a laboratory financial market In: Central European Journal of Operations Research. [Full Text][Citation analysis] | article | 16 |
| 2010 | The small core of the German corporate board network In: Computational and Mathematical Organization Theory. [Full Text][Citation analysis] | article | 19 |
| 2008 | The small core of the German corporate board network.(2008) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2007 | Empirical validation of stochastic models of interacting agents In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 22 |
| 2010 | What distinguishes individual stocks from the index? In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 3 |
| 2019 | Alternative approaches for the reformulation of economics In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 3 |
| 2022 | Credit allocation and the financial crisis: evidence from Spanish companies In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2007 | A Minimal Noise Trader Model with Realistic Time Series Properties In: Springer Books. [Citation analysis] | chapter | 9 |
| 2003 | A minimal noise trader model with realistic time series properties.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2006 | A minimal noise trader model with realistic time series properties.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2012 | Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände In: Wirtschaftsdienst. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2009 | Network hierarchy in Kirmans ant model: fund investment can create systemic risk In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Should Network Structure Matter in Agent-Based Finance? In: Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2016 | Designing public communication and disclusure strategies for central banks and other policy bodies In: FinMaP-Policy Letters. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Do investors rely too much on public information to be justified by its accuracy? An experimental study In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The real versus the financial economy: A global tale of stability versus volatility In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The real versus the financial economy: A global tale of stability versus volatility.(2014) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2011 | The small core of the German corporate board network: New evidence from 2010 In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 3 |
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