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Simone Alfarano

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Personal Details

First Name:Simone
Middle Name:
Last Name:Alfarano
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RePEc Short-ID:pal340
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Location: Castellón de la Plana, Spain
Homepage: http://www.eco.uji.es/
Email:
Phone: (34) 964728590-92
Fax: (34) 964728591
Postal: Campus del Riu Sec, 12071 Castellón
Handle: RePEc:edi:ueujies (more details at EDIRC)
Location: Castellón de la Plana, Spain
Homepage: http://www.lee.uji.es/
Email:
Phone: (+34) 964 38 7628
Fax: (+34) 964 38 7653
Postal: Edif Investigación II, Avda. Sos Baynat s/n, 12071, Castellón
Handle: RePEc:edi:leujies (more details at EDIRC)
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  1. Alfarano, Simone & Camacho, Eva & Morone, Andrea, 2015. "Do investors rely too much on public information to be justified by its accuracy? An experimental study," FinMaP-Working Papers 30, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  2. Giacomo Livan & Simone Alfarano & Mishael Milakovic & Enrico Scalas, 2014. "A spectral perspective on excess volatility," Working Papers 2014/13, Economics Department, Universitat Jaume I, Castellón (Spain).
  3. Philipp Mundt & Mishael Milakovic & Simone Alfarano, 2014. "Gibrat's law redux: Think profitability instead of growth," Working Papers 2014/02, Economics Department, Universitat Jaume I, Castellón (Spain).
  4. Alfarano, Simone & Camacho, Eva & Petrovic, Marko & Provenzano, Giulia, 2014. "The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches," FinMaP-Working Papers 9, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  5. Alfarano, Simone & Förster, Niels & Milaković, Mishael & Mundt, Philipp, 2013. "The real versus the financial economy: A global tale of stability versus volatility," Economics Discussion Papers 2013-8, Kiel Institute for the World Economy.
  6. Erlingsson, Einar Jón & Alfarano, Simone & Raberto, Marco & Stefánsson, Hlynur, 2012. "On the distributional properties of size, pro fit and growth of Icelandic firms," MPRA Paper 35857, University Library of Munich, Germany.
  7. Mishael Milakovic & Simone Alfarano & Thomas Lux, 2011. "The Small Core of the German Corporate Board Network: New Evidence from 2010," Kiel Working Papers 1740, Kiel Institute for the World Economy.
  8. G. Livan & S. Alfarano & E. Scalas, 2011. "The fine structure of spectral properties for random correlation matrices: an application to financial markets," Papers 1102.4076, arXiv.org.
  9. Simone Alfarano & Andrea Morone & Eva Camacho, 2011. "The role of public and private information in a laboratory financial market," Working Papers. Serie AD 2011-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  10. Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011. "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper 30902, University Library of Munich, Germany.
  11. Alfarano, Simone & Milakovic, Mishael, 2010. "Identification of Interaction Effects in Survey Expectations: A Cautionary Note," MPRA Paper 26002, University Library of Munich, Germany.
  12. Alfarano, Simone & Lux, Thomas, 2010. "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper 24718, University Library of Munich, Germany.
  13. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2010. "Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation," MPRA Paper 24719, University Library of Munich, Germany.
  14. Alfarano, Simone & Eva, Camacho & Josep, Domènech, 2010. "Estimation of a simple genetic algorithm applied to a laboratory experiment," MPRA Paper 24138, University Library of Munich, Germany.
  15. Alfarano, Simone & Milaković, Mishael & Raddant, Matthias, 2009. "Network hierarchy in Kirman's ant model: fund investment can create systemic risk," Economics Working Papers 2009,09, Christian-Albrechts-University of Kiel, Department of Economics.
  16. Irle, Albrecht & Milaković, Mishael & Alfarano, Simone & Kauschke, Jonas, 2008. "A Statistical Equilibrium Model of Competitive Firms," Economics Working Papers 2008,10, Christian-Albrechts-University of Kiel, Department of Economics.
  17. Simone Alfarano & Thomas Lux & Mishael Milakovic, 2008. "The Small Core of the German Corporate Board Network," Kiel Working Papers 1446, Kiel Institute for the World Economy.
  18. Alfarano, Simone & Milaković, Mishael, 2008. "Does Classical Competition Explain the Statistical Features of Firm Growth?," Economics Working Papers 2008,03, Christian-Albrechts-University of Kiel, Department of Economics.
  19. Michael Milakovic & Simone Alfarano, 2007. "Should Network Structure Matter in Agent-Based Finance?," Working Papers wp07-02, Warwick Business School, Finance Group.
  20. Reiner Franke & Simone Alfarano, 2007. "A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets," Working Papers wp07-01, Warwick Business School, Finance Group.
  21. Simone Alfarano & Thomas Lux & Friedrich Wagner, 2006. "Empirical Validation of Stochastic Models of Interacting Agents: A 'Maximally Skewed' Noise Trader Model," Working Papers wpn06-05, Warwick Business School, Finance Group.
  22. Thomas Lux & Simone Alfarano, 2006. "A Noise Trader Model as a Generator of Apparant Power Laws and Long Memory," Working Papers wpn06-06, Warwick Business School, Finance Group.
  23. Alfarano, Simone & Lux, Thomas, 2005. "A noise trader model as a generator of apparent financial power laws and long memory," Economics Working Papers 2005,13, Christian-Albrechts-University of Kiel, Department of Economics.
  24. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2005. "Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach," Economics Working Papers 2005,14, Christian-Albrechts-University of Kiel, Department of Economics.
  25. Simone Alfarano & Friedrich Wagner, 2004. "Critical behaviour and system size in agent-based models: an explanation," Computing in Economics and Finance 2004 315, Society for Computational Economics.
  26. Alfarano, Simone & Lux, Thomas, 2003. "A minimal noise trader model with realistic time series properties," Economics Working Papers 2003,15, Christian-Albrechts-University of Kiel, Department of Economics.
  27. Simone Alfarano & Thomas Lux, 2002. "A minimal noise trader model with realistic time series," Computing in Economics and Finance 2002 317, Society for Computational Economics.
  1. Mundt, Philipp & Förster, Niels & Alfarano, Simone & Milakovi?, Mishael, 2014. "The real versus the financial economy: A global tale of stability versus volatility," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 8, pages 1-26.
  2. Einar Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánsson, 2013. "On the distributional properties of size, profit and growth of Icelandic firms," Journal of Economic Interaction and Coordination, Springer, vol. 8(1), pages 57-74, April.
  3. S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
  4. Alfarano, Simone & Milaković, Mishael & Irle, Albrecht & Kauschke, Jonas, 2012. "A statistical equilibrium model of competitive firms," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 136-149.
  5. Alfarano Simone & Milakovic Mishael, 2012. "Identification of Interaction Effects in Survey Expectations: A Cautionary Note," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-23, October.
  6. Mishael Milakovic & Simone Alfarano & Thomas Lux, 2012. "Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände," Wirtschaftsdienst, Springer, vol. 92(11), pages 770-776, November.
  7. Wagner, Friedrich & Milaković, Mishael & Alfarano, Simone, 2010. "Firm profitability and the network of organizational capabilities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4769-4775.
  8. F. Wagner & M. Milaković & S. Alfarano, 2010. "What distinguishes individual stocks from the index?," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 73(1), pages 23-28, January.
  9. Alfarano, Simone & Milakovic, Mishael, 2009. "Network structure and N-dependence in agent-based herding models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 78-92, January.
  10. Simone Alfarano & Friedrich Wagner & Mishael Milakovic, 2008. "A nonparametric approach tothe noise density in stochastic volatility models," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(5), pages 311-314.
  11. Alfarano, Simone & Milakovic, Mishael, 2008. "Does classical competition explain the statistical features of firm growth?," Economics Letters, Elsevier, vol. 101(3), pages 272-274, December.
  12. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2008. "Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 101-136, January.
  13. Alfarano, Simone & Lux, Thomas, 2007. "A Noise Trader Model As A Generator Of Apparent Financial Power Laws And Long Memory," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 80-101, November.
  14. S. Alfarano & T. Lux & F. Wagner, 2007. "Empirical validation of stochastic models of interacting agents," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 55(2), pages 183-187, 01.
  15. Simone Alfarano & Iván Barreda-Tarrazona & Eva Camacho-Cuena, 2006. "On the role of heterogeneous and imperfect information in a laboratory financial market," Central European Journal of Operations Research, Springer, vol. 14(4), pages 417-433, December.
  16. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2006. "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, Elsevier, vol. 370(1), pages 38-42.
  17. Simone Alfarano & Thomas Lux & Friedrich Wagner, 2005. "Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model," Computational Economics, Society for Computational Economics, vol. 26(1), pages 19-49, August.
27 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (6) 2008-03-08 2008-09-13 2008-09-29 2012-01-25 2012-01-25 2014-02-15. Author is listed
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2010-08-06
  3. NEP-CMP: Computational Economics (5) 2006-08-05 2007-01-23 2008-03-08 2010-08-06 2010-09-11. Author is listed
  4. NEP-COM: Industrial Competition (3) 2008-03-08 2008-09-13 2014-02-15
  5. NEP-CTA: Contract Theory & Applications (2) 2011-03-05 2014-12-03
  6. NEP-ECM: Econometrics (3) 2010-08-06 2010-09-11 2011-03-05
  7. NEP-ENT: Entrepreneurship (2) 2014-02-02 2014-02-15
  8. NEP-EXP: Experimental Economics (4) 2010-08-06 2011-03-05 2014-12-03 2015-02-22
  9. NEP-FIN: Finance (1) 2006-08-05
  10. NEP-FMK: Financial Markets (3) 2006-08-05 2011-05-30 2014-12-03
  11. NEP-HME: Heterodox Microeconomics (2) 2014-02-02 2014-02-15
  12. NEP-HPE: History & Philosophy of Economics (2) 2010-09-11 2010-10-02
  13. NEP-MIC: Microeconomics (1) 2008-09-13
  14. NEP-MST: Market Microstructure (2) 2006-08-05 2007-01-23
  15. NEP-NET: Network Economics (3) 2008-03-08 2008-09-29 2010-01-23
  16. NEP-SBM: Small Business Management (2) 2014-02-02 2014-02-15
  17. NEP-SOC: Social Norms & Social Capital (1) 2010-10-30
  18. NEP-SOG: Sociology of Economics (1) 2014-02-15
  19. NEP-URE: Urban & Real Estate Economics (1) 2010-10-30

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