Simone Alfarano
Names
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Simone |
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Alfarano |
Identifer
Contact
Affiliations
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Universitat Jaume I
/ Departament d'Economia (weight: 50%)
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Universitat Jaume I
/ Laboratori d'Economia Experimental (LEE) (weight: 50%)
Research profile
author of:
- The fine structure of spectral properties for random correlation matrices: an application to financial markets (RePEc:arx:papers:1102.4076)
by G. Livan & S. Alfarano & E. Scalas - Centralized vs Decentralized Markets: The Role of Connectivity (RePEc:bge:wpaper:1420)
by Simone Alfarano & Albert Banal-Estañol & Eva Camacho & Giulia Iori & Burcu Kapar & Rohit Rahi - Identification of Interaction Effects in Survey Expectations: A Cautionary Note (RePEc:bpj:sndecm:v:16:y:2012:i:4:n:5)
by Alfarano Simone & Milakovic Mishael - A Noise Trader Model As A Generator Of Apparent Financial Power Laws And Long Memory (RePEc:cup:macdyn:v:11:y:2007:i:s1:p:80-101_06)
by Alfarano, Simone & Lux, Thomas - Financial power laws: Empirical evidence, models, and mechanisms (RePEc:eee:chsofr:v:88:y:2016:i:c:p:3-18)
by Lux, Thomas & Alfarano, Simone - Exploiting ergodicity in forecasts of corporate profitability (RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155)
by Mundt, Philipp & Alfarano, Simone & Milaković, Mishael - Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach (RePEc:eee:dyncon:v:32:y:2008:i:1:p:101-136)
by Alfarano, Simone & Lux, Thomas & Wagner, Friedrich - Network structure and N-dependence in agent-based herding models (RePEc:eee:dyncon:v:33:y:2009:i:1:p:78-92)
by Alfarano, Simone & Milakovic, Mishael - A statistical equilibrium model of competitive firms (RePEc:eee:dyncon:v:36:y:2012:i:1:p:136-149)
by Alfarano, Simone & Milaković, Mishael & Irle, Albrecht & Kauschke, Jonas - Does classical competition explain the statistical features of firm growth? (RePEc:eee:ecolet:v:101:y:2008:i:3:p:272-274)
by Alfarano, Simone & Milakovic, Mishael - On the determination of the granular size of the economy (RePEc:eee:ecolet:v:173:y:2018:i:c:p:35-38)
by Blanco-Arroyo, Omar & Ruiz-Buforn, Alba & Vidal-Tomás, David & Alfarano, Simone - Banking sector concentration, credit shocks and aggregate fluctuations (RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002439)
by Alfarano, Simone & Blanco-Arroyo, Omar - Overweighting of public information in financial markets: A lesson from the lab (RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002508)
by Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone - Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data (RePEc:eee:phsmap:v:370:y:2006:i:1:p:38-42)
by Alfarano, Simone & Lux, Thomas & Wagner, Friedrich - Firm profitability and the network of organizational capabilities (RePEc:eee:phsmap:v:389:y:2010:i:21:p:4769-4775)
by Wagner, Friedrich & Milaković, Mishael & Alfarano, Simone - A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case (RePEc:gam:jmathe:v:10:y:2022:i:6:p:926-:d:770698)
by David Vidal-Tomás & Alba Ruiz-Buforn & Omar Blanco-Arroyo & Simone Alfarano - Unknown item RePEc:grm:ecoyun:201702 (article)
- Survival and the Ergodicity of Corporate Profitability (RePEc:inm:ormnsc:v:68:y:2022:i:5:p:3726-3734)
by Philipp Mundt & Simone Alfarano & Mishael Milaković - The role of public and private information in a laboratory financial market (RePEc:ivi:wpasad:2011-06)
by Simone Alfarano & Andrea Morone & Eva Camacho - Extreme value theory as a theoretical background for power law behavior (RePEc:jau:wpaper:2011/02)
by Simone Alfarano & Thomas Lux - On the distributional properties of size, profit and growth of Icelandic firms (RePEc:jau:wpaper:2012/01)
by Einar Jón Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánssonn - Gibrat's law redux: Think profitability instead of growth (RePEc:jau:wpaper:2014/02)
by Philipp Mundt & Mishael Milakovic & Simone Alfarano - A spectral perspective on excess volatility (RePEc:jau:wpaper:2014/13)
by Giacomo Livan & Simone Alfarano & Mishael Milakovic & Enrico Scalas - The role of bank credit allocation: Evidence from the Spanish economy (RePEc:jau:wpaper:2016/17)
by Marko Petrovic & Andrea Teglio & Simone Alfarano - Granularity of the business cycle fluctuations: The Spanish case (RePEc:jau:wpaper:2016/25)
by Omar Blanco & Simone Alfarano - Long-run expectations in a Learning-to-Forecast Experiment (RePEc:jau:wpaper:2016/26)
by Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati - Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach (RePEc:jau:wpaper:2017/03)
by Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati - The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment (RePEc:jau:wpaper:2018/02)
by Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena - An agent based early warning indicator for financial market instability (RePEc:jau:wpaper:2018/12)
by David Vidal-Tomás & Simone Alfarano - Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison (RePEc:jau:wpaper:2019/02)
by Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena - Buchbesprechungen / Book Reviews (RePEc:jns:jbstat:v:231:y:2011:i:5-6:p:783-788:n:1014)
by Alfarano Simone & Kifmann Mathias & Brühn Tim & Paha Johannes - Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (RePEc:kap:compec:v:26:y:2005:i:1:p:19-49)
by Simone Alfarano & Thomas Lux & Friedrich Wagner - Network Approaches to Interbank Markets: Foreword (RePEc:kap:compec:v:47:y:2016:i:1:p:1-2)
by Simone Alfarano & Daniel Fricke & Thomas Lux & Matthias Raddant - Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison (RePEc:kap:compec:v:56:y:2020:i:3:d:10.1007_s10614-019-09951-6)
by Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena - Unknown item RePEc:kie:kieliw:1446 (paper)
- Unknown item RePEc:kie:kieliw:1648 (paper)
- Unknown item RePEc:kie:kieliw:1740 (paper)
- Gibrat’s Law Redux: think profitability instead of growth (RePEc:oup:indcch:v:25:y:2016:i:4:p:549-571.)
by Philipp Mundt & Simone Alfarano & Mishael Milakovic - Single vs. multiple disclosures in an experimental asset market with information acquisition (RePEc:pra:mprapa:101035)
by Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva & Morone, Andrea - A cross-sectional analysis of growth and profit rate distribution: the Spanish case (RePEc:pra:mprapa:102065)
by Vidal-Tomás, David & Ruiz-Buforn, Aba & Blanco-Arroyo, Omar & Alfarano, Simone - Advances in the Agent-Based Modeling of Economic and Social Behavior (RePEc:pra:mprapa:107317)
by Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas - Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations (RePEc:pra:mprapa:111972)
by Alfarano, Simone & Blanco-Arroyo, Omar - The effect of time-varying fundamentals in Learning-to-Forecast Experiments (RePEc:pra:mprapa:113086)
by Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba - Estimation of a simple genetic algorithm applied to a laboratory experiment (RePEc:pra:mprapa:24138)
by Alfarano, Simone & Eva, Camacho & Josep, Domènech - Extreme Value Theory as a Theoretical Background for Power Law Behavior (RePEc:pra:mprapa:24718)
by Alfarano, Simone & Lux, Thomas - Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation (RePEc:pra:mprapa:24719)
by Alfarano, Simone & Lux, Thomas & Wagner, Friedrich - Identification of Interaction Effects in Survey Expectations: A Cautionary Note (RePEc:pra:mprapa:26002)
by Alfarano, Simone & Milakovic, Mishael - The fine structure of spectral properties for random correlation matrices: an application to financial markets (RePEc:pra:mprapa:28964)
by Livan, Giacomo & Alfarano, Simone & Scalas, Enrico - A Note on institutional hierarchy and volatility in financial markets (RePEc:pra:mprapa:30902)
by Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias - On the distributional properties of size, pro fit and growth of Icelandic firms (RePEc:pra:mprapa:35857)
by Erlingsson, Einar Jón & Alfarano, Simone & Raberto, Marco & Stefánsson, Hlynur - Long-run expectations in a Learning-to-Forecast Experiment (RePEc:pra:mprapa:75621)
by Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva & Gallegati, Mauro - Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach (RePEc:pra:mprapa:77618)
by Colasante, Annarita & Alfarano, Simone & Camacho Cuena, Eva & Gallegati, Mauro - The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment (RePEc:pra:mprapa:84835)
by Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva - On the determination of the granular size of the economy (RePEc:pra:mprapa:87599)
by Blanco-Arroyo, Omar & Ruiz-Buforn, Alba & Vidal-Tomás, David & Alfarano, Simone - Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab (RePEc:pra:mprapa:88866)
by Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva & Morone, Andrea - An agent based early warning indicator for financial market instability (RePEc:pra:mprapa:89693)
by Vidal-Tomás, David & Alfarano, Simone - Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison (RePEc:pra:mprapa:92391)
by Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva - Price distortions and public information: theory, experiments and simulations (RePEc:pra:mprapa:93288)
by Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva - Empresas granulares y desagregación regional: un análisis del caso español
[Granular firms and regional disaggregation: an analysis of the Spanish case] (RePEc:pra:mprapa:93913)
by Blanco-Arroyo, Omar & Ruiz-Buforn, Alba & Vidal-Tomás, David & Alfarano, Simone - Welfare effects of public information in a laboratory financial market (RePEc:pra:mprapa:95424)
by Ruiz-Buforn, Alba & Alfarano, Simone & Morone, Andrea - Overweighting of public information in financial markets: A lesson from the lab (RePEc:pra:mprapa:98472)
by Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone - Centralized vs decentralized markets in the laboratory: The role of connectivity (RePEc:pra:mprapa:99129)
by Alfarano, Simone & Banal-Estanol, Albert & Camacho-Cuena, Eva & Iori, Giulia & Kapar, Burcu - A minimal noise trader model with realistic time series (RePEc:sce:scecf2:317)
by Simone Alfarano & Thomas Lux - Critical behaviour and system size in agent-based models: an explanation (RePEc:sce:scecf4:315)
by Simone Alfarano & Friedrich Wagner - On the role of heterogeneous and imperfect information in a laboratory financial market (RePEc:spr:cejnor:v:14:y:2006:i:4:p:417-433)
by Simone Alfarano & Iván Barreda-Tarrazona & Eva Camacho-Cuena - The small core of the German corporate board network (RePEc:spr:comaot:v:16:y:2010:i:2:d:10.1007_s10588-010-9072-4)
by Mishael Milaković & Simone Alfarano & Thomas Lux - Empirical validation of stochastic models of interacting agents (RePEc:spr:eurphb:v:55:y:2007:i:2:p:183-187)
by S. Alfarano & T. Lux & F. Wagner - What distinguishes individual stocks from the index? (RePEc:spr:eurphb:v:73:y:2010:i:1:p:23-28)
by F. Wagner & M. Milaković & S. Alfarano - Alternative approaches for the reformulation of economics (RePEc:spr:jeicoo:v:14:y:2019:i:1:d:10.1007_s11403-019-00235-8)
by Simone Alfarano & Eva Camacho & Gabriele Tedeschi - The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment (RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-019-00245-6)
by Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena - An agent-based early warning indicator for financial market instability (RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00272-3)
by David Vidal-Tomás & Simone Alfarano - Credit allocation and the financial crisis: evidence from Spanish companies (RePEc:spr:jeicoo:v:17:y:2022:i:4:d:10.1007_s11403-022-00361-w)
by Marko Petrović & Andrea Teglio & Simone Alfarano - The effect of time-varying fundamentals in learning-to-forecast experiments (RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-023-00397-6)
by Simone Alfarano & Eva Camacho-Cuena & Annarita Colasante & Alba Ruiz-Buforn - On the distributional properties of size, profit and growth of Icelandic firms (RePEc:spr:jeicoo:v:8:y:2013:i:1:p:57-74)
by Einar Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánsson - Long-run expectations in a learning-to-forecast experiment: a simulation approach (RePEc:spr:joevec:v:30:y:2020:i:1:d:10.1007_s00191-018-0585-1)
by Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati - Managing Market Complexity (RePEc:spr:lnecms:978-3-642-31301-1)
by None - Advances in the agent-based modeling of economic and social behavior (RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3)
by Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux - A Minimal Noise Trader Model with Realistic Time Series Properties (RePEc:spr:sprchp:978-3-540-34625-8_12)
by Simone Alfarano & Thomas Lux - Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände (RePEc:spr:wirtsc:v:92:y:2012:i:11:p:770-776)
by Mishael Milakovic & Simone Alfarano & Thomas Lux - A spectral perspective on excess volatility (RePEc:taf:apeclt:v:22:y:2015:i:9:p:745-750)
by Giacomo Livan & Simone Alfarano & Mishael Milaković & Enrico Scalas - Long-run expectations in a learning-to-forecast experiment (RePEc:taf:apeclt:v:25:y:2018:i:10:p:681-687)
by Annarita Colasante & Simone Alfarano & Eva Camacho & Mauro Gallegati - Unknown item RePEc:taf:apfelt:v:4:y:2008:i:5:p:311-314 (article)
- A note on institutional hierarchy and volatility in financial markets (RePEc:taf:eurjfi:v:19:y:2013:i:6:p:449-465)
by S. Alfarano & M. Milakovic & M. Raddant - Single vs. multiple disclosures in an experimental asset market with information acquisition (RePEc:taf:eurjfi:v:28:y:2022:i:13-15:p:1513-1539)
by Alba Ruiz-Buforn & Simone Alfarano & Eva Camacho-Cuena & Andrea Morone - A nonparametric approach tothe noise density in stochastic volatility models (RePEc:taf:raflxx:v:4:y:2008:i:5:p:311-314)
by Simone Alfarano & Friedrich Wagner & Mishael Milaković - Centralized vs decentralized markets: The role of connectivity (RePEc:upf:upfgen:1877)
by Simone Alfarano & Albert Banal-Estañol & Eva Camacho & Giulia Iori & Burcu Kapar & Rohit Rahi - Exploiting ergodicity in forecasts of corporate profitability (RePEc:zbw:bamber:147)
by Mundt, Philipp & Alfarano, Simone & Milaković, Mishael - Survival and the ergodicity of corporate profitability (RePEc:zbw:bamber:162)
by Mundt, Philipp & Alfarano, Simone & Milaković, Mishael - Identification of interaction effects in survey expectations: A cautionary note (RePEc:zbw:bamber:75)
by Alfarano, Simone & Milaković, Mishael - Gibrat's law redux: Think profitability instead of growth (RePEc:zbw:bamber:92)
by Mundt, Philipp & Milakovic, Mishael & Alfarano, Simone - A minimal noise trader model with realistic time series properties (RePEc:zbw:cauewp:1125)
by Alfarano, Simone & Lux, Thomas - Network hierarchy in Kirman's ant model: fund investment can create systemic risk (RePEc:zbw:cauewp:200909)
by Alfarano, Simone & Milaković, Mishael & Raddant, Matthias - A noise trader model as a generator of apparent financial power laws and long memory (RePEc:zbw:cauewp:3559)
by Alfarano, Simone & Lux, Thomas - Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach (RePEc:zbw:cauewp:3560)
by Alfarano, Simone & Lux, Thomas & Wagner, Friedrich - A minimal noise trader model with realistic time series properties (RePEc:zbw:cauewp:5158)
by Alfarano, Simone & Lux, Thomas - Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach (RePEc:zbw:cauewp:5163)
by Alfarano, Simone & Lux, Thomas & Wagner, Friedrich - Does Classical Competition Explain the Statistical Features of Firm Growth? (RePEc:zbw:cauewp:7022)
by Alfarano, Simone & Milaković, Mishael - Should Network Structure Matter in Agent-Based Finance? (RePEc:zbw:cauewp:7023)
by Alfarano, Simone & Milaković, Mishael - A Statistical Equilibrium Model of Competitive Firms (RePEc:zbw:cauewp:7362)
by Irle, Albrecht & Milaković, Mishael & Alfarano, Simone & Kauschke, Jonas - Designing public communication and disclusure strategies for central banks and other policy bodies (RePEc:zbw:fmppls:6)
by Camacho-Cuena, Eva & Alfarano, Simone - A spectral perspective on excess volatility (RePEc:zbw:fmpwps:12)
by Livan, Giacomo & Alfarano, Simone & Milakovic, Mishael & Scalas, Enrico - Do investors rely too much on public information to be justified by its accuracy? An experimental study (RePEc:zbw:fmpwps:30)
by Alfarano, Simone & Camacho, Eva & Morone, Andrea - The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches (RePEc:zbw:fmpwps:9)
by Alfarano, Simone & Camacho, Eva & Petrovic, Marko & Provenzano, Giulia - The real versus the financial economy: A global tale of stability versus volatility (RePEc:zbw:ifwedp:20138)
by Alfarano, Simone & Förster, Niels & Milaković, Mishael & Mundt, Philipp - The real versus the financial economy: A global tale of stability versus volatility (RePEc:zbw:ifweej:201417)
by Mundt, Philipp & Förster, Niels & Alfarano, Simone & Milaković, Mishael - The small core of the German corporate board network (RePEc:zbw:ifwkwp:1446)
by Milaković, Mishael & Alfarano, Simone & Lux, Thomas - Extreme value theory as a theoretical background for power law behavior (RePEc:zbw:ifwkwp:1648)
by Alfarano, Simone & Lux, Thomas - The small core of the German corporate board network: New evidence from 2010 (RePEc:zbw:ifwkwp:1740)
by Milakovic, Mishael & Alfarano, Simone & Lux, Thomas