Details about Michele Marchesi

Access statistics for papers by Michele Marchesi.

Last updated 2008-09-14. Update your information in the RePEc Author Service.

Short-id: pma589

Working Papers

2002

1. Traders’ long-run wealth in an artificial financial market
   Computing in Economics and Finance 2002, Society for Computational Economics View citations
   See also Journal Article in Computational Economics (2003)

1999

2. Testing for Non-Linear Structure in an Artificial Financial Market
   Discussion Paper Serie B, University of Bonn, Germany View citations
   See also Journal Article in Journal of Economic Behavior & Organization (2001)

1998

3. Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market
   Discussion Paper Serie B, University of Bonn, Germany View citations
4. Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents
   Discussion Paper Serie B, University of Bonn, Germany View citations

Journal Articles

2008

1. Modeling and Simulation of an Artificial Stock Option Market
   Computational Economics, 2008, 32, (1), 37-53
2. The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach
   Computational Economics, 2008, 32, (1), 99-119
3. Using an artificial financial market for assessing the impact of Tobin-like transaction taxes
   Journal of Economic Behavior & Organization, 2008, 67, (2), 445-462 View citations

2003

4. Traders' Long-Run Wealth in an Artificial Financial Market
   Computational Economics, 2003, 22, (2), 255-272 View citations
   See also Working Paper (2002)

2002

5. Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets
   Journal of Economic Behavior & Organization, 2002, 49, (2), 143-147 View citations
6. Self-organization and market crashes
   Journal of Economic Behavior & Organization, 2002, 49, (2), 241-267 View citations

2001

7. Testing for non-linear structure in an artificial financial market
   Journal of Economic Behavior & Organization, 2001, 46, (3), 327-342 View citations
   See also Working Paper (1999)