7
H index
5
i10 index
228
Citations
Paolo Pellizzari : Citation Profile
Università Ca' Foscari Venezia | RESEARCH PRODUCTION: 21 Articles 39 Papers 9 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1998 - 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 Paolo Pellizzari. | Is cited by:
| Cites to:
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Main data
Where Paolo Pellizzari has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Interaction and Coordination | 4 |
| Decisions in Economics and Finance | 2 |
| Physica A: Statistical Mechanics and its Applications | 2 |
Recent works citing Paolo Pellizzari (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Valuation of carbon emission allowance options under an open trading phase. (2024). Wirjanto, Tony S ; Tan, Ken Seng ; Fang, Mingyu. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000598. Full description at Econpapers || Download paper |
| 2023 | The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808. Full description at Econpapers || Download paper |
| 2023 | Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9. Full description at Econpapers || Download paper |
| 2024 | Tobin Tax, Carry Trade, and the Exchange Rate Dynamics. (2024). Zhou, Chunyang ; Li, Xiaoping. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10377-4. Full description at Econpapers || Download paper |
| 2023 | Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5. Full description at Econpapers || Download paper |
| 2023 | Portfolio selection: from under-diversification to concentration. (2023). Chen, Tao ; Liu, Kai ; Xu, Jiawen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02300-x. Full description at Econpapers || Download paper |
Paolo Pellizzari has edited the books:
| Year | Title | Type | Cited |
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Works by Paolo Pellizzari:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Performance implications of active management of institutional mutual funds In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
| 2011 | Performance Implications of Active Management of Institutional Mutual Funds.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2012 | A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 11 |
| 2009 | A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market.(2009) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2007 | Simple market protocols for efficient risk sharing In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 2006 | Simple Market Protocols for Efficient Risk Sharing.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2005 | Simple market protocols for efficient risk sharing.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2020 | The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2005 | Static hedging of multivariate derivatives by simulation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
| 2003 | Static Hedging of Multivariate Derivatives by Simulation.(2003) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2009 | Some effects of transaction taxes under different microstructures In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 84 |
| 2009 | Some effects of transaction taxes under different microstructures.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
| 2007 | Some Effects of Transaction Taxes Under Different Microstructures.(2007) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
| 2009 | Some effects of transaction taxes under different microstructures.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
| 2014 | Citizenship and power in an agent-based model of tax compliance with public expenditure In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 9 |
| 2012 | Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2006 | Breeds of risk-adjusted fundamentalist strategies in an order-driven market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2005 | Breeds of risk-adjusted fundamentalist strategies in an order- driven market.(2005) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Learning and equilibrium selection in a coordination game with heterogeneous agents In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2006 | Learning and equilibrium selection in a coordination game with heterogeneous agents.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | Clashing Fundamentalists and the Dynamics of Price Formation In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2001 | Efficient Monte Carlo pricing of European options¶using mean value control variates In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2022 | Dangerous tangents: an application of $$\Gamma $$ ? -convergence to the control of dynamical systems In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 1 |
| 2009 | Allocative efficiency and traders protection under zero intelligence behavior.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Dynamic patterns in similarity-based cooperation: an agent-based investigation In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2019 | Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2007 | A comparison of different trading protocols in an agent-based market In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 8 |
| 2006 | A comparison of different trading protocols in an agent-based market.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2005 | A comparison of different trading protocols in an agent-based market.(2005) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2011 | The impact on the pricing process of costly active management and performance chasing clients In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2009 | The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Simulation in management accounting and management control: editorial In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. [Full Text][Citation analysis] | article | 0 |
| 2013 | Convergence of outcomes and evolution of strategic behavior in double auctions In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 10 |
| 2010 | Convergence of outcomes and evolution of strategic behavior in double auctions.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2014 | Tax Enforcement in an Agent-Based Model with Endogenous Audits In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2015 | Trade-In Programs in the Context of Technological Innovation with Herding In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 1 |
| 2014 | Trade-in programs in the context of technological innovation with herding.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2006 | The Allocative Effectiveness of Market Protocols Under Intelligent Trading In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 4 |
| 2006 | The allocative effectiveness of market protocols under intelligent trading.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2008 | Zero-Intelligence Trading Without Resampling In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 6 |
| 2008 | Zero-Intelligence Trading without Resampling.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2007 | Which Market Protocols Facilitate Fair Trading? In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2007 | Which market protocols facilitate fair trading?.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Mutual Funds Flows and the “Sheriff of Nottingham” Effect In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2009 | Mutual funds flows and the Sheriff of Nottingham effect.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Time-Dependent Trading Strategies in a Continuous Double Auction In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 1 |
| 2011 | Time-dependent trading strategies in a continuous double auction.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Sense making and information in an agent-based model of cooperation In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2012 | Sense making and information in an agent-based model of cooperation.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | A replication of Pindyck’s willingness to pay: on the efforts required to obtain results In: SN Business & Economics. [Full Text][Citation analysis] | article | 0 |
| 2002 | Utility based pricing of contingent claims in incomplete markets In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 3 |
| 2003 | Fundamentalists clashing over the book: a study of order-driven stock markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 26 |
| 2003 | Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets.(2003) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2012 | The Strategic Implementation of an Investment Process in a Funds Management Firm In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Diversification Versus Concentration ......... and the Winner Is? In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2008 | The Toll of Subrational Trading in an Agent Based Economy In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | A Multi-Agent Model of Tax Evasion with Public Expenditure In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Optimal trading in a limit order book using linear strategies. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Facebook as an academic learning platform: A case study in Mathematics In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | The simplicity of optimal trading in order book markets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | The Effects of Facebook Discussions on Academic Performance In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A replication of Pindycks willingness to pay: on the sacrifice needed to obtain results In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Does sharing values lead to cooperation? A similarity-based investigation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Monte Carlo Pricing of American Options Using Nonparametric Regression In: Finance. [Full Text][Citation analysis] | paper | 1 |
| 1998 | Efficient Monte Carlo Pricing of Basket Options In: Finance. [Full Text][Citation analysis] | paper | 6 |
| 2002 | Utility based pricing of contingent claims In: Finance. [Full Text][Citation analysis] | paper | 3 |
| 2015 | OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team