Details about Simone Alfarano

Access statistics for papers by Simone Alfarano.

Last updated 2024-02-06. Update your information in the RePEc Author Service.

Short-id: pal340

Working Papers

2024

1. Centralized vs Decentralized Markets: The Role of Connectivity
   Working Papers, Barcelona School of Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2024)

2022

2. Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations
   MPRA Paper, University Library of Munich, Germany
3. The effect of time-varying fundamentals in Learning-to-Forecast Experiments
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article The effect of time-varying fundamentals in learning-to-forecast experiments, Journal of Economic Interaction and Coordination, Springer (2024) (2024)

2021

4. Advances in the Agent-Based Modeling of Economic and Social Behavior
   MPRA Paper, University Library of Munich, Germany View citations (9)
   See also Journal Article Advances in the agent-based modeling of economic and social behavior, SN Business & Economics, Springer (2021) View citations (10) (2021)

2020

5. A cross-sectional analysis of growth and profit rate distribution: the Spanish case
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case, Mathematics, MDPI (2022) (2022)
6. Centralized vs decentralized markets in the laboratory: The role of connectivity
   MPRA Paper, University Library of Munich, Germany View citations (1)
7. Overweighting of public information in financial markets: A lesson from the lab
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Overweighting of public information in financial markets: A lesson from the lab, Journal of Banking & Finance, Elsevier (2021) View citations (6) (2021)
8. Single vs. multiple disclosures in an experimental asset market with information acquisition
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Single vs. multiple disclosures in an experimental asset market with information acquisition, The European Journal of Finance, Taylor & Francis Journals (2022) (2022)
9. Survival and the ergodicity of corporate profitability
   BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (4)
   See also Journal Article Survival and the Ergodicity of Corporate Profitability, Management Science, INFORMS (2022) (2022)

2019

10. Empresas granulares y desagregación regional: un análisis del caso español
    (Granular firms and regional disaggregation: an analysis of the Spanish case)
    MPRA Paper, University Library of Munich, Germany
11. Exploiting ergodicity in forecasts of corporate profitability
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (7)
    See also Journal Article Exploiting ergodicity in forecasts of corporate profitability, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (9) (2020)
12. Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain)
    Also in MPRA Paper, University Library of Munich, Germany (2019)
    See also Journal Article Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison, Computational Economics, Springer (2020) View citations (2) (2020)
13. Price distortions and public information: theory, experiments and simulations
    MPRA Paper, University Library of Munich, Germany
14. Welfare effects of public information in a laboratory financial market
    MPRA Paper, University Library of Munich, Germany

2018

15. An agent based early warning indicator for financial market instability
    MPRA Paper, University Library of Munich, Germany
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2018) View citations (1)
    See also Journal Article An agent-based early warning indicator for financial market instability, Journal of Economic Interaction and Coordination, Springer (2020) View citations (7) (2020)
16. Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab
    MPRA Paper, University Library of Munich, Germany View citations (2)
17. On the determination of the granular size of the economy
    MPRA Paper, University Library of Munich, Germany View citations (14)
    See also Journal Article On the determination of the granular size of the economy, Economics Letters, Elsevier (2018) View citations (14) (2018)
18. The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2018) View citations (2)
    See also Journal Article The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment, Journal of Economic Interaction and Coordination, Springer (2019) View citations (8) (2019)

2017

19. Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2017) View citations (6)
    See also Journal Article Long-run expectations in a learning-to-forecast experiment: a simulation approach, Journal of Evolutionary Economics, Springer (2020) View citations (9) (2020)

2016

20. Designing public communication and disclusure strategies for central banks and other policy bodies
    FinMaP-Policy Letters, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents
21. Granularity of the business cycle fluctuations: The Spanish case
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (3)
22. Long-run expectations in a Learning-to-Forecast Experiment
    MPRA Paper, University Library of Munich, Germany View citations (7)
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2016) View citations (10)
    See also Journal Article Long-run expectations in a learning-to-forecast experiment, Applied Economics Letters, Taylor & Francis Journals (2018) View citations (19) (2018)
23. The role of bank credit allocation: Evidence from the Spanish economy
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (1)

2015

24. Do investors rely too much on public information to be justified by its accuracy? An experimental study
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (6)

2014

25. A spectral perspective on excess volatility
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (2)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (1)
    See also Journal Article A spectral perspective on excess volatility, Applied Economics Letters, Taylor & Francis Journals (2015) View citations (1) (2015)
26. Gibrat's law redux: Think profitability instead of growth
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (10)
    Also in BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group (2014) View citations (1)
    See also Journal Article Gibrat’s Law Redux: think profitability instead of growth, Industrial and Corporate Change, Oxford University Press and the Associazione ICC (2016) View citations (22) (2016)
27. The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents

2013

28. The real versus the financial economy: A global tale of stability versus volatility
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
    See also Journal Article The real versus the financial economy: A global tale of stability versus volatility, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (5) (2014)

2012

29. On the distributional properties of size, pro fit and growth of Icelandic firms
    MPRA Paper, University Library of Munich, Germany
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2012) View citations (3)
    See also Journal Article On the distributional properties of size, profit and growth of Icelandic firms, Journal of Economic Interaction and Coordination, Springer (2013) View citations (16) (2013)

2011

30. A Note on institutional hierarchy and volatility in financial markets
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article A note on institutional hierarchy and volatility in financial markets, The European Journal of Finance, Taylor & Francis Journals (2013) View citations (13) (2013)
31. Extreme value theory as a theoretical background for power law behavior
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (3)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2010) View citations (4)
    MPRA Paper, University Library of Munich, Germany (2010) View citations (3)
32. The fine structure of spectral properties for random correlation matrices: an application to financial markets
    MPRA Paper, University Library of Munich, Germany View citations (17)
    Also in Papers, arXiv.org (2011) View citations (22)
33. The role of public and private information in a laboratory financial market
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (25)
34. The small core of the German corporate board network: New evidence from 2010
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (3)

2010

35. Estimation of a simple genetic algorithm applied to a laboratory experiment
    MPRA Paper, University Library of Munich, Germany
36. Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation
    MPRA Paper, University Library of Munich, Germany View citations (8)
37. Identification of Interaction Effects in Survey Expectations: A Cautionary Note
    MPRA Paper, University Library of Munich, Germany View citations (15)
    Also in BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group (2010) View citations (15)
    See also Journal Article Identification of Interaction Effects in Survey Expectations: A Cautionary Note, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2012) View citations (2) (2012)

2009

38. Network hierarchy in Kirman's ant model: fund investment can create systemic risk
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (3)

2008

39. A Statistical Equilibrium Model of Competitive Firms
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (5)
    See also Journal Article A statistical equilibrium model of competitive firms, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (61) (2012)
40. Does Classical Competition Explain the Statistical Features of Firm Growth?
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (27)
    See also Journal Article Does classical competition explain the statistical features of firm growth?, Economics Letters, Elsevier (2008) View citations (38) (2008)
41. Should Network Structure Matter in Agent-Based Finance?
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (8)
42. The small core of the German corporate board network
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (15)
    See also Journal Article The small core of the German corporate board network, Computational and Mathematical Organization Theory, Springer (2010) View citations (15) (2010)

2006

43. A minimal noise trader model with realistic time series properties
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (1)
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2003) View citations (5)
    See also Chapter A Minimal Noise Trader Model with Realistic Time Series Properties, Springer Books, Springer (2007) View citations (4) (2007)
44. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2005) View citations (6)
    See also Journal Article Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (119) (2008)

2005

45. A noise trader model as a generator of apparent financial power laws and long memory
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (16)
    See also Journal Article A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY, Macroeconomic Dynamics, Cambridge University Press (2007) View citations (54) (2007)

2004

46. Critical behaviour and system size in agent-based models: an explanation
    Computing in Economics and Finance 2004, Society for Computational Economics

2002

47. A minimal noise trader model with realistic time series
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (10)

Journal Articles

2024

1. The effect of time-varying fundamentals in learning-to-forecast experiments
   Journal of Economic Interaction and Coordination, 2024, 19, (4), 619-647
   See also Working Paper The effect of time-varying fundamentals in Learning-to-Forecast Experiments, MPRA Paper (2022) (2022)

2022

2. A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case
   Mathematics, 2022, 10, (6), 1-20
   See also Working Paper A cross-sectional analysis of growth and profit rate distribution: the Spanish case, MPRA Paper (2020) (2020)
3. Banking sector concentration, credit shocks and aggregate fluctuations
   Economics Letters, 2022, 218, (C)
4. Credit allocation and the financial crisis: evidence from Spanish companies
   Journal of Economic Interaction and Coordination, 2022, 17, (4), 1069-1114
5. Single vs. multiple disclosures in an experimental asset market with information acquisition
   The European Journal of Finance, 2022, 28, (13-15), 1513-1539
   See also Working Paper Single vs. multiple disclosures in an experimental asset market with information acquisition, MPRA Paper (2020) (2020)
6. Survival and the Ergodicity of Corporate Profitability
   Management Science, 2022, 68, (5), 3726-3734
   See also Working Paper Survival and the ergodicity of corporate profitability, BERG Working Paper Series (2020) View citations (4) (2020)

2021

7. Advances in the agent-based modeling of economic and social behavior
   SN Business & Economics, 2021, 1, (7), 1-24 View citations (10)
   See also Working Paper Advances in the Agent-Based Modeling of Economic and Social Behavior, MPRA Paper (2021) View citations (9) (2021)
8. Overweighting of public information in financial markets: A lesson from the lab
   Journal of Banking & Finance, 2021, 133, (C) View citations (6)
   See also Working Paper Overweighting of public information in financial markets: A lesson from the lab, MPRA Paper (2020) View citations (1) (2020)

2020

9. An agent-based early warning indicator for financial market instability
   Journal of Economic Interaction and Coordination, 2020, 15, (1), 49-87 View citations (7)
   See also Working Paper An agent based early warning indicator for financial market instability, MPRA Paper (2018) (2018)
10. Exploiting ergodicity in forecasts of corporate profitability
    Journal of Economic Dynamics and Control, 2020, 111, (C) View citations (9)
    See also Working Paper Exploiting ergodicity in forecasts of corporate profitability, BERG Working Paper Series (2019) View citations (7) (2019)
11. Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison
    Computational Economics, 2020, 56, (3), 623-658 View citations (2)
    See also Working Paper Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison, Working Papers (2019) (2019)
12. Long-run expectations in a learning-to-forecast experiment: a simulation approach
    Journal of Evolutionary Economics, 2020, 30, (1), 75-116 View citations (9)
    See also Working Paper Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach, Working Papers (2017) View citations (6) (2017)

2019

13. Alternative approaches for the reformulation of economics
    Journal of Economic Interaction and Coordination, 2019, 14, (1), 1-6 View citations (3)
14. The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment
    Journal of Economic Interaction and Coordination, 2019, 14, (3), 491-520 View citations (8)
    See also Working Paper The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment, MPRA Paper (2018) View citations (2) (2018)

2018

15. Long-run expectations in a learning-to-forecast experiment
    Applied Economics Letters, 2018, 25, (10), 681-687 View citations (19)
    See also Working Paper Long-run expectations in a Learning-to-Forecast Experiment, MPRA Paper (2016) View citations (7) (2016)
16. On the determination of the granular size of the economy
    Economics Letters, 2018, 173, (C), 35-38 View citations (14)
    See also Working Paper On the determination of the granular size of the economy, MPRA Paper (2018) View citations (14) (2018)

2016

17. Financial power laws: Empirical evidence, models, and mechanisms
    Chaos, Solitons & Fractals, 2016, 88, (C), 3-18 View citations (59)
18. Gibrat’s Law Redux: think profitability instead of growth
    Industrial and Corporate Change, 2016, 25, (4), 549-571 View citations (22)
    See also Working Paper Gibrat's law redux: Think profitability instead of growth, Working Papers (2014) View citations (10) (2014)
19. Network Approaches to Interbank Markets: Foreword
    Computational Economics, 2016, 47, (1), 1-2

2015

20. A spectral perspective on excess volatility
    Applied Economics Letters, 2015, 22, (9), 745-750 View citations (1)
    See also Working Paper A spectral perspective on excess volatility, Working Papers (2014) View citations (2) (2014)

2014

21. The real versus the financial economy: A global tale of stability versus volatility
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2014, 8, 1-26 View citations (5)
    See also Working Paper The real versus the financial economy: A global tale of stability versus volatility, Economics Discussion Papers (2013) View citations (2) (2013)

2013

22. A note on institutional hierarchy and volatility in financial markets
    The European Journal of Finance, 2013, 19, (6), 449-465 View citations (13)
    See also Working Paper A Note on institutional hierarchy and volatility in financial markets, MPRA Paper (2011) View citations (3) (2011)
23. On the distributional properties of size, profit and growth of Icelandic firms
    Journal of Economic Interaction and Coordination, 2013, 8, (1), 57-74 View citations (16)
    See also Working Paper On the distributional properties of size, pro fit and growth of Icelandic firms, MPRA Paper (2012) (2012)

2012

24. A statistical equilibrium model of competitive firms
    Journal of Economic Dynamics and Control, 2012, 36, (1), 136-149 View citations (61)
    See also Working Paper A Statistical Equilibrium Model of Competitive Firms, Economics Working Papers (2008) View citations (5) (2008)
25. Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände
    Wirtschaftsdienst, 2012, 92, (11), 770-776
26. Identification of Interaction Effects in Survey Expectations: A Cautionary Note
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 23 View citations (2)
    See also Working Paper Identification of Interaction Effects in Survey Expectations: A Cautionary Note, MPRA Paper (2010) View citations (15) (2010)

2011

27. Buchbesprechungen / Book Reviews
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2011, 231, (5-6), 783-788

2010

28. Firm profitability and the network of organizational capabilities
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (21), 4769-4775 View citations (3)
29. The small core of the German corporate board network
    Computational and Mathematical Organization Theory, 2010, 16, (2), 201-215 View citations (15)
    See also Working Paper The small core of the German corporate board network, Kiel Working Papers (2008) View citations (15) (2008)
30. What distinguishes individual stocks from the index?
    The European Physical Journal B: Condensed Matter and Complex Systems, 2010, 73, (1), 23-28 View citations (3)

2009

31. Network structure and N-dependence in agent-based herding models
    Journal of Economic Dynamics and Control, 2009, 33, (1), 78-92 View citations (66)

2008

32. A nonparametric approach tothe noise density in stochastic volatility models
    Applied Financial Economics Letters, 2008, 4, (5), 311-314
33. Does classical competition explain the statistical features of firm growth?
    Economics Letters, 2008, 101, (3), 272-274 View citations (38)
    See also Working Paper Does Classical Competition Explain the Statistical Features of Firm Growth?, Economics Working Papers (2008) View citations (27) (2008)
34. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach
    Journal of Economic Dynamics and Control, 2008, 32, (1), 101-136 View citations (119)
    See also Working Paper Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach, Economics Working Papers (2006) (2006)

2007

35. A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
    Macroeconomic Dynamics, 2007, 11, (S1), 80-101 View citations (54)
    See also Working Paper A noise trader model as a generator of apparent financial power laws and long memory, Economics Working Papers (2005) View citations (16) (2005)
36. Empirical validation of stochastic models of interacting agents
    The European Physical Journal B: Condensed Matter and Complex Systems, 2007, 55, (2), 183-187 View citations (22)

2006

37. Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data
    Physica A: Statistical Mechanics and its Applications, 2006, 370, (1), 38-42 View citations (46)
38. On the role of heterogeneous and imperfect information in a laboratory financial market
    Central European Journal of Operations Research, 2006, 14, (4), 417-433 View citations (17)

2005

39. Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
    Computational Economics, 2005, 26, (1), 19-49 View citations (251)

Edited books

2013

1. Managing Market Complexity
   Lecture Notes in Economics and Mathematical Systems, Springer View citations (2)

Chapters

2007

1. A Minimal Noise Trader Model with Realistic Time Series Properties
   Springer View citations (4)
   See also Working Paper A minimal noise trader model with realistic time series properties, Christian-Albrechts-University of Kiel, Department of Economics (2006) View citations (1) (2006)