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Details about Simone Alfarano

Workplace:Departament d'Economia (Economics Department), Universitat Jaume I (Jaume I University), (more information at EDIRC)
Laboratori d'Economia Experimental (LEE), Universitat Jaume I (Jaume I University), (more information at EDIRC)

Access statistics for papers by Simone Alfarano.

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

Short-id: pal340


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Working Papers

2024

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

2022

  1. Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The effect of time-varying fundamentals in Learning-to-Forecast Experiments
    MPRA Paper, University Library of Munich, Germany Downloads

2021

  1. Advances in the Agent-Based Modeling of Economic and Social Behavior
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article Advances in the agent-based modeling of economic and social behavior, SN Business & Economics, Springer (2021) Downloads View citations (7) (2021)

2020

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

2019

  1. 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 Downloads
  2. Exploiting ergodicity in forecasts of corporate profitability
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group Downloads View citations (7)
    See also Journal Article Exploiting ergodicity in forecasts of corporate profitability, Journal of Economic Dynamics and Control, Elsevier (2020) Downloads View citations (9) (2020)
  3. 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) Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2019) Downloads

    See also Journal Article Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison, Computational Economics, Springer (2020) Downloads View citations (2) (2020)
  4. Price distortions and public information: theory, experiments and simulations
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Welfare effects of public information in a laboratory financial market
    MPRA Paper, University Library of Munich, Germany Downloads

2018

  1. An agent based early warning indicator for financial market instability
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2018) Downloads 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) Downloads View citations (7) (2020)
  2. Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. On the determination of the granular size of the economy
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
    See also Journal Article On the determination of the granular size of the economy, Economics Letters, Elsevier (2018) Downloads View citations (13) (2018)
  4. The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2018) Downloads 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) Downloads View citations (6) (2019)

2017

  1. Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2017) Downloads 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) Downloads View citations (8) (2020)

2016

  1. 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 Downloads
  2. Granularity of the business cycle fluctuations: The Spanish case
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (3)
  3. Long-run expectations in a Learning-to-Forecast Experiment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2016) Downloads View citations (10)

    See also Journal Article Long-run expectations in a learning-to-forecast experiment, Applied Economics Letters, Taylor & Francis Journals (2018) Downloads View citations (16) (2018)
  4. The role of bank credit allocation: Evidence from the Spanish economy
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (1)

2015

  1. 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 Downloads View citations (6)

2014

  1. A spectral perspective on excess volatility
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads View citations (1)
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2014) Downloads View citations (2)

    See also Journal Article A spectral perspective on excess volatility, Applied Economics Letters, Taylor & Francis Journals (2015) Downloads View citations (1) (2015)
  2. Gibrat's law redux: Think profitability instead of growth
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (10)
    Also in BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group (2014) Downloads 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) Downloads View citations (22) (2016)
  3. 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 Downloads

2013

  1. The real versus the financial economy: A global tale of stability versus volatility
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads 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) Downloads View citations (5) (2014)

2012

  1. On the distributional properties of size, pro fit and growth of Icelandic firms
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2012) Downloads 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) Downloads View citations (16) (2013)

2011

  1. A Note on institutional hierarchy and volatility in financial markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article A note on institutional hierarchy and volatility in financial markets, The European Journal of Finance, Taylor & Francis Journals (2013) Downloads View citations (13) (2013)
  2. Extreme value theory as a theoretical background for power law behavior
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (4)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2010) Downloads View citations (4)
    MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (3)
  3. The fine structure of spectral properties for random correlation matrices: an application to financial markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (16)
    Also in Papers, arXiv.org (2011) Downloads View citations (21)
  4. The role of public and private information in a laboratory financial market
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (25)
  5. The small core of the German corporate board network: New evidence from 2010
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (3)

2010

  1. Estimation of a simple genetic algorithm applied to a laboratory experiment
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  3. Identification of Interaction Effects in Survey Expectations: A Cautionary Note
    MPRA Paper, University Library of Munich, Germany Downloads View citations (15)
    Also in BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group (2010) Downloads 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) Downloads View citations (2) (2012)

2009

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

2008

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

2006

  1. A minimal noise trader model with realistic time series properties
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (1)
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2003) Downloads View citations (5)

    See also Chapter A Minimal Noise Trader Model with Realistic Time Series Properties, Springer Books, Springer (2007) View citations (4) (2007)
  2. 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 Downloads
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2005) Downloads 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) Downloads View citations (115) (2008)

2005

  1. 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 Downloads 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) Downloads View citations (52) (2007)

2004

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

2002

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

Journal Articles

2022

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

2021

  1. Advances in the agent-based modeling of economic and social behavior
    SN Business & Economics, 2021, 1, (7), 1-24 Downloads View citations (7)
    See also Working Paper Advances in the Agent-Based Modeling of Economic and Social Behavior, MPRA Paper (2021) Downloads View citations (6) (2021)
  2. Overweighting of public information in financial markets: A lesson from the lab
    Journal of Banking & Finance, 2021, 133, (C) Downloads View citations (4)
    See also Working Paper Overweighting of public information in financial markets: A lesson from the lab, MPRA Paper (2020) Downloads View citations (1) (2020)

2020

  1. An agent-based early warning indicator for financial market instability
    Journal of Economic Interaction and Coordination, 2020, 15, (1), 49-87 Downloads View citations (7)
    See also Working Paper An agent based early warning indicator for financial market instability, MPRA Paper (2018) Downloads (2018)
  2. Exploiting ergodicity in forecasts of corporate profitability
    Journal of Economic Dynamics and Control, 2020, 111, (C) Downloads View citations (9)
    See also Working Paper Exploiting ergodicity in forecasts of corporate profitability, BERG Working Paper Series (2019) Downloads View citations (7) (2019)
  3. Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison
    Computational Economics, 2020, 56, (3), 623-658 Downloads 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) Downloads (2019)
  4. Long-run expectations in a learning-to-forecast experiment: a simulation approach
    Journal of Evolutionary Economics, 2020, 30, (1), 75-116 Downloads View citations (8)
    See also Working Paper Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach, Working Papers (2017) Downloads View citations (6) (2017)

2019

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

2018

  1. Long-run expectations in a learning-to-forecast experiment
    Applied Economics Letters, 2018, 25, (10), 681-687 Downloads View citations (16)
    See also Working Paper Long-run expectations in a Learning-to-Forecast Experiment, MPRA Paper (2016) Downloads View citations (7) (2016)
  2. On the determination of the granular size of the economy
    Economics Letters, 2018, 173, (C), 35-38 Downloads View citations (13)
    See also Working Paper On the determination of the granular size of the economy, MPRA Paper (2018) Downloads View citations (13) (2018)

2016

  1. Financial power laws: Empirical evidence, models, and mechanisms
    Chaos, Solitons & Fractals, 2016, 88, (C), 3-18 Downloads View citations (53)
  2. Gibrat’s Law Redux: think profitability instead of growth
    Industrial and Corporate Change, 2016, 25, (4), 549-571 Downloads View citations (22)
    See also Working Paper Gibrat's law redux: Think profitability instead of growth, Working Papers (2014) Downloads View citations (10) (2014)
  3. Network Approaches to Interbank Markets: Foreword
    Computational Economics, 2016, 47, (1), 1-2 Downloads

2015

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

2014

  1. 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 Downloads View citations (5)
    See also Working Paper The real versus the financial economy: A global tale of stability versus volatility, Economics Discussion Papers (2013) Downloads View citations (2) (2013)

2013

  1. A note on institutional hierarchy and volatility in financial markets
    The European Journal of Finance, 2013, 19, (6), 449-465 Downloads View citations (13)
    See also Working Paper A Note on institutional hierarchy and volatility in financial markets, MPRA Paper (2011) Downloads View citations (2) (2011)
  2. On the distributional properties of size, profit and growth of Icelandic firms
    Journal of Economic Interaction and Coordination, 2013, 8, (1), 57-74 Downloads View citations (16)
    See also Working Paper On the distributional properties of size, pro fit and growth of Icelandic firms, MPRA Paper (2012) Downloads (2012)

2012

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

2010

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

2009

  1. Network structure and N-dependence in agent-based herding models
    Journal of Economic Dynamics and Control, 2009, 33, (1), 78-92 Downloads View citations (65)

2008

  1. Does classical competition explain the statistical features of firm growth?
    Economics Letters, 2008, 101, (3), 272-274 Downloads View citations (38)
    See also Working Paper Does Classical Competition Explain the Statistical Features of Firm Growth?, Economics Working Papers (2008) Downloads View citations (27) (2008)
  2. 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 Downloads View citations (115)
    See also Working Paper Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach, Economics Working Papers (2006) Downloads (2006)

2007

  1. A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
    Macroeconomic Dynamics, 2007, 11, (S1), 80-101 Downloads View citations (52)
    See also Working Paper A noise trader model as a generator of apparent financial power laws and long memory, Economics Working Papers (2005) Downloads View citations (16) (2005)
  2. Empirical validation of stochastic models of interacting agents
    The European Physical Journal B: Condensed Matter and Complex Systems, 2007, 55, (2), 183-187 Downloads View citations (22)

2006

  1. 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 Downloads View citations (46)
  2. On the role of heterogeneous and imperfect information in a laboratory financial market
    Central European Journal of Operations Research, 2006, 14, (4), 417-433 Downloads View citations (17)

2005

  1. Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
    Computational Economics, 2005, 26, (1), 19-49 Downloads View citations (248)

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) Downloads View citations (1) (2006)
 
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