Details about Paolo Pellizzari

Access statistics for papers by Paolo Pellizzari.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: ppe55

Working Papers

2024

1. Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"

2017

2. A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"

2015

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

2014

4. The simplicity of optimal trading in order book markets
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
5. Trade-in programs in the context of technological innovation with herding
   Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia View citations (2)
   See also Chapter Trade-In Programs in the Context of Technological Innovation with Herding, Lecture Notes in Economics and Mathematical Systems, Springer (2015) View citations (2) (2015)

2012

6. Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)
   See also Journal Article Citizenship and power in an agent-based model of tax compliance with public expenditure, Journal of Economic Psychology, Elsevier (2014) View citations (10) (2014)
7. Diversification Versus Concentration......... and the Winner Is?
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (3)
8. Does sharing values lead to cooperation? A similarity-based investigation
   Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia View citations (1)
9. Facebook as an academic learning platform: A case study in Mathematics
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
10. Sense making and information in an agent-based model of cooperation
    Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia View citations (1)
    See also Chapter Sense making and information in an agent-based model of cooperation, Lecture Notes in Economics and Mathematical Systems, Springer (2012) (2012)
11. 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 View citations (2)

2011

12. A Multi-Agent Model of Tax Evasion with Public Expenditure
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (3)
13. Optimal trading in a limit order book using linear strategies
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
14. Performance Implications of Active Management of Institutional Mutual Funds
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (1)
    See also Journal Article Performance implications of active management of institutional mutual funds, Accounting and Finance, Accounting and Finance Association of Australia and New Zealand (2015) View citations (3) (2015)
15. Time-dependent trading strategies in a continuous double auction
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)
    See also Chapter Time-Dependent Trading Strategies in a Continuous Double Auction, Lecture Notes in Economics and Mathematical Systems, Springer (2011) (2011)

2010

16. Convergence of outcomes and evolution of strategic behavior in double auctions
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (9)
    See also Journal Article Convergence of outcomes and evolution of strategic behavior in double auctions, Journal of Evolutionary Economics, Springer (2013) View citations (4) (2013)

2009

17. 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 View citations (1)
    See also Journal Article A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET, Macroeconomic Dynamics, Cambridge University Press (2012) View citations (12) (2012)
18. Allocative efficiency and traders' protection under zero intelligence behavior
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)
    See also Chapter Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2011) (2011)
19. Mutual funds flows and the "Sheriff of Nottingham" effect
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)
    See also Chapter Mutual Funds Flows and the “Sheriff of Nottingham” Effect, Lecture Notes in Economics and Mathematical Systems, Springer (2009) (2009)
20. Some effects of transaction taxes under different microstructures
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (64)
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) View citations (11)
    Post-Print, HAL (2009) View citations (65)
    See also Journal Article Some effects of transaction taxes under different microstructures, Journal of Economic Behavior & Organization, Elsevier (2009) View citations (66) (2009)
21. 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
    See also Journal Article The impact on the pricing process of costly active management and performance chasing clients, Journal of Economic Interaction and Coordination, Springer (2011) View citations (1) (2011)

2008

22. The Toll of Subrational Trading in an Agent Based Economy
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
23. Zero-Intelligence Trading without Resampling
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (7)
    See also Chapter Zero-Intelligence Trading Without Resampling, Lecture Notes in Economics and Mathematical Systems, Springer (2008) View citations (7) (2008)

2007

24. Which market protocols facilitate fair trading?
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)
    See also Chapter Which Market Protocols Facilitate Fair Trading?, Lecture Notes in Economics and Mathematical Systems, Springer (2007) (2007)

2006

25. A comparison of different trading protocols in an agent-based market
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (3)
    Also in Computational Economics, University Library of Munich, Germany (2005)
    See also Journal Article A comparison of different trading protocols in an agent-based market, Journal of Economic Interaction and Coordination, Springer (2007) View citations (10) (2007)
26. Learning and equilibrium selection in a coordination game with heterogeneous agents
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia
    See also Journal Article Learning and equilibrium selection in a coordination game with heterogeneous agents, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) (2007)
27. Simple Market Protocols for Efficient Risk Sharing
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia
    Also in Finance, University Library of Munich, Germany (2005) View citations (4)
    See also Journal Article Simple market protocols for efficient risk sharing, Journal of Economic Dynamics and Control, Elsevier (2007) View citations (10) (2007)
28. The allocative effectiveness of market protocols under intelligent trading
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (8)
    See also Chapter The Allocative Effectiveness of Market Protocols Under Intelligent Trading, Lecture Notes in Economics and Mathematical Systems, Springer (2006) View citations (8) (2006)

2005

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

2003

30. Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets
    Computational Economics, University Library of Munich, Germany View citations (34)
    See also Journal Article Fundamentalists clashing over the book: a study of order-driven stock markets, Quantitative Finance, Taylor & Francis Journals (2003) View citations (35) (2003)
31. Monte Carlo Pricing of American Options Using Nonparametric Regression
    Finance, University Library of Munich, Germany View citations (1)
32. Static Hedging of Multivariate Derivatives by Simulation
    Finance, University Library of Munich, Germany
    See also Journal Article Static hedging of multivariate derivatives by simulation, European Journal of Operational Research, Elsevier (2005) View citations (5) (2005)

2002

33. Clashing Fundamentalists and the Dynamics of Price Formation
    Computing in Economics and Finance 2002, Society for Computational Economics
34. Utility based pricing of contingent claims
    Finance, University Library of Munich, Germany View citations (3)

1998

35. Efficient Monte Carlo Pricing of Basket Options
    Finance, University Library of Munich, Germany View citations (6)

Journal Articles

2022

1. Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems
   Decisions in Economics and Finance, 2022, 45, (2), 451-480

2021

2. A replication of Pindyck’s willingness to pay: on the efforts required to obtain results
   SN Business & Economics, 2021, 1, (5), 1-25

2020

3. The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index
   Economics Letters, 2020, 197, (C) View citations (6)

2019

4. Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs
   Journal of Economic Interaction and Coordination, 2019, 14, (3), 643-662

2017

5. Dynamic patterns in similarity-based cooperation: an agent-based investigation
   Journal of Economic Interaction and Coordination, 2017, 12, (1), 121-141 View citations (1)

2015

6. OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES
   Advances in Complex Systems (ACS), 2015, 18, (05n06), 1-16
7. Performance implications of active management of institutional mutual funds
   Accounting and Finance, 2015, 55, (1), 1-27 View citations (3)
   See also Working Paper Performance Implications of Active Management of Institutional Mutual Funds, Working Paper Series (2011) View citations (1) (2011)
8. Simulation in management accounting and management control: editorial
   Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, 2015, 26, (2), 95-98

2014

9. Citizenship and power in an agent-based model of tax compliance with public expenditure
   Journal of Economic Psychology, 2014, 40, (C), 35-48 View citations (10)
   See also Working Paper Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure, Working Papers (2012) View citations (1) (2012)

2013

10. Convergence of outcomes and evolution of strategic behavior in double auctions
    Journal of Evolutionary Economics, 2013, 23, (3), 513-538 View citations (4)
    See also Working Paper Convergence of outcomes and evolution of strategic behavior in double auctions, Working Papers (2010) View citations (9) (2010)

2012

11. A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET
    Macroeconomic Dynamics, 2012, 16, (4), 556-575 View citations (12)
    See also Working Paper A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market, Research Paper Series (2009) View citations (1) (2009)

2011

12. 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 View citations (1)
    See also Working Paper The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients, Working Paper Series (2009) (2009)

2009

13. Some effects of transaction taxes under different microstructures
    Journal of Economic Behavior & Organization, 2009, 72, (3), 850-863 View citations (66)
    See also Working Paper Some effects of transaction taxes under different microstructures, Working Papers (2009) View citations (64) (2009)

2007

14. A comparison of different trading protocols in an agent-based market
    Journal of Economic Interaction and Coordination, 2007, 2, (1), 27-43 View citations (10)
    See also Working Paper A comparison of different trading protocols in an agent-based market, Working Papers (2006) View citations (3) (2006)
15. Learning and equilibrium selection in a coordination game with heterogeneous agents
    Physica A: Statistical Mechanics and its Applications, 2007, 380, (C), 519-527
    See also Working Paper Learning and equilibrium selection in a coordination game with heterogeneous agents, Working Papers (2006) (2006)
16. Simple market protocols for efficient risk sharing
    Journal of Economic Dynamics and Control, 2007, 31, (11), 3568-3590 View citations (10)
    See also Working Paper Simple Market Protocols for Efficient Risk Sharing, Working Papers (2006) (2006)

2006

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

2005

18. Static hedging of multivariate derivatives by simulation
    European Journal of Operational Research, 2005, 166, (2), 507-519 View citations (5)
    See also Working Paper Static Hedging of Multivariate Derivatives by Simulation, Finance (2003) (2003)

2003

19. Fundamentalists clashing over the book: a study of order-driven stock markets
    Quantitative Finance, 2003, 3, (6), 470-480 View citations (35)
    See also Working Paper Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets, Computational Economics (2003) View citations (34) (2003)

2002

20. Utility based pricing of contingent claims in incomplete markets
    Applied Mathematical Finance, 2002, 9, (4), 241-260 View citations (3)

2001

21. Efficient Monte Carlo pricing of European options¶using mean value control variates
    Decisions in Economics and Finance, 2001, 24, (2), 107-126 View citations (11)

Edited books

2010

1. Progress in Artificial Economics
   Lecture Notes in Economics and Mathematical Systems, Springer View citations (13)

Chapters

2015

1. Trade-In Programs in the Context of Technological Innovation with Herding
   Springer View citations (2)
   See also Working Paper Trade-in programs in the context of technological innovation with herding, Venice School of Management - Department of Management, Università Ca' Foscari Venezia (2014) View citations (2) (2014)

2014

2. Tax Enforcement in an Agent-Based Model with Endogenous Audits
   Springer

2012

3. Sense making and information in an agent-based model of cooperation
   Springer
   See also Working Paper Sense making and information in an agent-based model of cooperation, Venice School of Management - Department of Management, Università Ca' Foscari Venezia (2012) View citations (1) (2012)

2011

4. Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior
   Springer
   See also Working Paper Allocative efficiency and traders' protection under zero intelligence behavior, Department of Applied Mathematics, Università Ca' Foscari Venezia (2009) View citations (1) (2009)
5. Time-Dependent Trading Strategies in a Continuous Double Auction
   Springer
   See also Working Paper Time-dependent trading strategies in a continuous double auction, Department of Economics, University of Venice "Ca' Foscari" (2011) View citations (1) (2011)

2009

6. Mutual Funds Flows and the “Sheriff of Nottingham” Effect
   Springer
   See also Working Paper Mutual funds flows and the "Sheriff of Nottingham" effect, Department of Applied Mathematics, Università Ca' Foscari Venezia (2009) View citations (1) (2009)

2008

7. Zero-Intelligence Trading Without Resampling
   Springer View citations (7)
   See also Working Paper Zero-Intelligence Trading without Resampling, Department of Applied Mathematics, Università Ca' Foscari Venezia (2008) View citations (7) (2008)

2007

8. Which Market Protocols Facilitate Fair Trading?
   Springer
   See also Working Paper Which market protocols facilitate fair trading?, Department of Applied Mathematics, Università Ca' Foscari Venezia (2007) View citations (1) (2007)

2006

9. The Allocative Effectiveness of Market Protocols Under Intelligent Trading
   Springer View citations (8)
   See also Working Paper The allocative effectiveness of market protocols under intelligent trading, Department of Applied Mathematics, Università Ca' Foscari Venezia (2006) View citations (8) (2006)