4
H index
2
i10 index
92
Citations
annalisa fabretti : Citation Profile
Università degli Studi di Roma "Tor Vergata" | RESEARCH PRODUCTION: 6 Articles 5 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2005 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with annalisa fabretti. | Is cited by:
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Main data
Where annalisa fabretti has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEIS Research Paper / Tor Vergata University, CEIS | 3 |
Recent works citing annalisa fabretti (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Anomalous diffusion and price impact in the fluid-limit of an order book. (2024). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079. Full description at Econpapers || Download paper |
| 2025 | Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data. (2025). Yang, Peng ; Ren, Junji ; Wang, Chenkai. In: Papers. RePEc:arx:papers:2407.16566. Full description at Econpapers || Download paper |
| 2024 | Correlation emergence in two coupled simulated limit order books. (2024). Gebbie, Tim ; Bauer, Dominic ; Diana, Derick. In: Papers. RePEc:arx:papers:2408.03181. Full description at Econpapers || Download paper |
| 2024 | Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources. (2024). Vellucci, Pierluigi ; Mastroeni, Loretta ; Mazzoccoli, Alessandro. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924005575. Full description at Econpapers || Download paper |
| 2025 | Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments: An agent-based modeling approach. (2025). Zhu, Hongliang ; Wang, Liming ; Sun, Xuchu ; Li, Tangrong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002857. Full description at Econpapers || Download paper |
| 2024 | Why do life insurers hold sin bonds? Evidence from investment delegation. (2024). Wang, Shuai ; Brisker, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013375. Full description at Econpapers || Download paper |
| 2024 | A simple learning agent interacting with an agent-based market model. (2024). Gebbie, Tim ; Dicks, Matthew ; Paskaramoorthy, Andrew. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009184. Full description at Econpapers || Download paper |
| 2024 | The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots. (2024). Serletis, Apostolos ; Karakasidis, Theodoros E ; Fragkou, Athanasios D ; Andreadis, Ioannis. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00611-9. Full description at Econpapers || Download paper |
Works by annalisa fabretti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Recurrence analysis of the NASDAQ crash of April 2000 In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | A Dynamical Model for Financial Market: Among Common Market Strategies Who and How Moves the Price to Fluctuate, Inflate, and Burst? In: Mathematics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Delegated Portfolio Management with Socially Responsible Investment Constraints In: Sustainable Investment and Corporate Governance Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Delegated portfolio management with socially responsible investment constraints.(2012) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | An Agent Based Model for a Double Auction with Convex Incentives In: Journal of Artificial Societies and Social Simulation. [Full Text][Citation analysis] | article | 2 |
| 2014 | Delegated Portfolio Management under Ambiguity Aversion In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Convex Incentives in Financial Markets: an Agent-Based Analysis In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Convex incentives in financial markets: an agent-based analysis.(2017) In: Decisions in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | A Further Look at the Gender Gap in Italian Academic Careers In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | On the problem of calibrating an agent based model for financial markets In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 53 |
| 2006 | Recurrence analysis near the NASDAQ crash of April 2000 In: Springer Books. [Citation analysis] | chapter | 4 |
| 2005 | RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. EXAMPLES FROM FINANCIAL MARKET INIDICES In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 21 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team