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Details about Paolo Pellizzari

E-mail:
Homepage:http://virgo.unive.it/paolop
Phone:+39 041 2346924
Postal address:Department of Economics Cannaregio 873 30121 VENICE ITALY
Workplace:Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)

Access statistics for papers by Paolo Pellizzari.

Last updated 2016-06-05. Update your information in the RePEc Author Service.

Short-id: ppe55


Jump to Journal Articles

Working Papers

2015

  1. The Effects of Facebook Discussions on Academic Performance
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

2014

  1. The simplicity of optimal trading in order book markets
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads
  2. Trade-in programs in the context of technological innovation with herding
    Working Papers, Department of Management, Università Ca' Foscari Venezia Downloads View citations (2)

2012

  1. Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)
    See also Journal Article in Journal of Economic Psychology (2014)
  2. Diversification Versus Concentration......... and the Winner Is?
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads
  3. Does sharing values lead to cooperation? A similarity-based investigation
    Working Papers, Department of Management, Università Ca' Foscari Venezia Downloads View citations (1)
  4. Facebook as an academic learning platform: A case study in Mathematics
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (3)
  5. Sense making and information in an agent-based model of cooperation
    Working Papers, Department of Management, Università Ca' Foscari Venezia Downloads View citations (1)
  6. The Strategic Implementation of an Investment Process in a Funds Management Firm
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (1)

2011

  1. A Multi-Agent Model of Tax Evasion with Public Expenditure
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (3)
  2. Optimal trading in a limit order book using linear strategies
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (2)
  3. Performance Implications of Active Management of Institutional Mutual Funds
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (1)
    See also Journal Article in Accounting and Finance (2015)
  4. Time-dependent trading strategies in a continuous double auction
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)

2010

  1. Convergence of outcomes and evolution of strategic behavior in double auctions
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (9)
    See also Journal Article in Journal of Evolutionary Economics (2013)

2009

  1. A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2012)
  2. Allocative efficiency and traders' protection under zero intelligence behavior
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (1)
  3. Mutual funds flows and the "Sheriff of Nottingham" effect
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (1)
  4. Some effects of transaction taxes under different microstructures
    Post-Print, HAL Downloads View citations (30)
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) Downloads View citations (10)
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia (2009) Downloads View citations (31)

    See also Journal Article in Journal of Economic Behavior & Organization (2009)
  5. The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads
    See also Journal Article in Journal of Economic Interaction and Coordination (2011)

2008

  1. The Toll of Subrational Trading in an Agent Based Economy
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
  2. Zero-Intelligence Trading without Resampling
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (6)

2007

  1. Which market protocols facilitate fair trading?
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (1)

2006

  1. A comparison of different trading protocols in an agent-based market
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (3)
    Also in Computational Economics, University Library of Munich, Germany (2005) Downloads

    See also Journal Article in Journal of Economic Interaction and Coordination (2007)
  2. Learning and equilibrium selection in a coordination game with heterogeneous agents
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)
  3. Simple Market Protocols for Efficient Risk Sharing
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads
    Also in Finance, University Library of Munich, Germany (2005) Downloads View citations (4)

    See also Journal Article in Journal of Economic Dynamics and Control (2007)
  4. The allocative effectiveness of market protocols under intelligent trading
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (8)

2005

  1. Breeds of risk-adjusted fundamentalist strategies in an order- driven market
    Computational Economics, University Library of Munich, Germany Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2006)

2003

  1. Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets
    Computational Economics, University Library of Munich, Germany Downloads View citations (27)
    See also Journal Article in Quantitative Finance (2003)
  2. Monte Carlo Pricing of American Options Using Nonparametric Regression
    Finance, University Library of Munich, Germany Downloads View citations (1)
  3. Static Hedging of Multivariate Derivatives by Simulation
    Finance, University Library of Munich, Germany Downloads
    See also Journal Article in European Journal of Operational Research (2005)

2002

  1. Clashing Fundamentalists and the Dynamics of Price Formation
    Computing in Economics and Finance 2002, Society for Computational Economics
  2. Utility based pricing of contingent claims
    Finance, University Library of Munich, Germany Downloads View citations (2)

1998

  1. Efficient Monte Carlo Pricing of Basket Options
    Finance, University Library of Munich, Germany Downloads View citations (4)

Journal Articles

2015

  1. Performance implications of active management of institutional mutual funds
    Accounting and Finance, 2015, 55, (1), 1-27 Downloads
    See also Working Paper (2011)
  2. Simulation in management accounting and management control: editorial
    Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, 2015, 26, (2), 95-98 Downloads

2014

  1. Citizenship and power in an agent-based model of tax compliance with public expenditure
    Journal of Economic Psychology, 2014, 40, (C), 35-48 Downloads View citations (8)
    See also Working Paper (2012)

2013

  1. Convergence of outcomes and evolution of strategic behavior in double auctions
    Journal of Evolutionary Economics, 2013, 23, (3), 513-538 Downloads View citations (3)
    See also Working Paper (2010)

2012

  1. A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET
    Macroeconomic Dynamics, 2012, 16, (04), 556-575 Downloads View citations (4)
    See also Working Paper (2009)

2011

  1. The impact on the pricing process of costly active management and performance chasing clients
    Journal of Economic Interaction and Coordination, 2011, 6, (1), 61-82 Downloads View citations (1)
    See also Working Paper (2009)

2009

  1. Some effects of transaction taxes under different microstructures
    Journal of Economic Behavior & Organization, 2009, 72, (3), 850-863 Downloads View citations (36)
    See also Working Paper (2009)

2007

  1. A comparison of different trading protocols in an agent-based market
    Journal of Economic Interaction and Coordination, 2007, 2, (1), 27-43 Downloads View citations (8)
    See also Working Paper (2006)
  2. Learning and equilibrium selection in a coordination game with heterogeneous agents
    Physica A: Statistical Mechanics and its Applications, 2007, 380, (C), 519-527 Downloads
    See also Working Paper (2006)
  3. Simple market protocols for efficient risk sharing
    Journal of Economic Dynamics and Control, 2007, 31, (11), 3568-3590 Downloads View citations (7)
    See also Working Paper (2006)

2006

  1. Breeds of risk-adjusted fundamentalist strategies in an order-driven market
    Physica A: Statistical Mechanics and its Applications, 2006, 359, (C), 619-633 Downloads View citations (1)
    See also Working Paper (2005)

2005

  1. Static hedging of multivariate derivatives by simulation
    European Journal of Operational Research, 2005, 166, (2), 507-519 Downloads View citations (1)
    See also Working Paper (2003)

2003

  1. Fundamentalists clashing over the book: a study of order-driven stock markets
    Quantitative Finance, 2003, 3, (6), 470-480 Downloads View citations (29)
    See also Working Paper (2003)

2002

  1. Utility based pricing of contingent claims in incomplete markets
    Applied Mathematical Finance, 2002, 9, (4), 241-260 Downloads View citations (2)

2001

  1. Efficient Monte Carlo pricing of European options¶using mean value control variates
    Decisions in Economics and Finance, 2001, 24, (2), 107-126 Downloads View citations (5)
 
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