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Giacomo Livan

Personal Details

First Name:Giacomo
Middle Name:
Last Name:Livan
Suffix:
RePEc Short-ID:pli713

Affiliation

Abdus Salam International Centre for Theoretical Physics

http://www.ictp.it/
Trieste, Italy

Research output

as
Jump to: Working papers Articles

Working papers

  1. Riccardo Marcaccioli & Giacomo Livan, 2019. "Maximum Entropy approach to multivariate time series randomization," Papers 1907.04925, arXiv.org, revised Jun 2020.
  2. Livan, Giacomo & Caccioli, Fabio & Aste, Tomaso, 2017. "Excess reciprocity distorts reputation in online social networks," LSE Research Online Documents on Economics 83563, London School of Economics and Political Science, LSE Library.
  3. Marco Bardoscia & Giacomo Livan & Matteo Marsili, 2015. "Statistical mechanics of complex economies," Papers 1511.09203, arXiv.org, revised Apr 2017.
  4. 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).
  5. Giacomo Livan & Luca Rebecchi, 2012. "Asymmetric correlation matrices: an analysis of financial data," Papers 1201.6535, arXiv.org, revised Apr 2012.
  6. Marco Bardoscia & Giacomo Livan & Matteo Marsili, 2012. "Financial instability from local market measures," Papers 1207.0356, arXiv.org, revised Sep 2012.
  7. Giacomo Livan & Jun-ichi Inoue & Enrico Scalas, 2012. "On the non-stationarity of financial time series: impact on optimal portfolio selection," Papers 1205.0877, arXiv.org, revised Jul 2012.
  8. Mario Filiasi & Giacomo Livan & Matteo Marsili & Maria Peressi & Erik Vesselli & Elia Zarinelli, 2012. "On the concentration of large deviations for fat tailed distributions, with application to financial data," Papers 1201.2817, arXiv.org, revised Jun 2014.
  9. Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011. "The fine structure of spectral properties for random correlation matrices: an application to financial markets," MPRA Paper 28964, University Library of Munich, Germany.
  10. Giacomo Bormetti & Valentina Cazzola & Danilo Delpini & Giacomo Livan, 2010. "Accounting for risk of non linear portfolios: a novel Fourier approach," Papers 1002.4817, arXiv.org, revised May 2010.
  11. G. Bormetti & V. Cazzola & G. Livan & G. Montagna & O. Nicrosini, 2009. "A Generalized Fourier Transform Approach to Risk Measures," Papers 0909.3978, arXiv.org, revised May 2012.
  12. Marco Bardoscia & Giancarlo De Luca & Giacomo Livan & Matteo Marsili & Claudio J. Tessone, "undated". "The Social Climbing Game," Working Papers ETH-RC-12-014, ETH Zurich, Chair of Systems Design.

Articles

  1. Mircea Zloteanu & Nigel Harvey & David Tuckett & Giacomo Livan, 2018. "Digital Identity: The effect of trust and reputation information on user judgement in the Sharing Economy," PLOS ONE, Public Library of Science, vol. 13(12), pages 1-18, December.
  2. Giacomo Livan & Simone Alfarano & Mishael Milaković & Enrico Scalas, 2015. "A spectral perspective on excess volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 22(9), pages 745-750, June.
  3. G. Bormetti & V. Cazzola & D. Delpini & G. Livan, 2010. "Accounting for risk of non linear portfolios," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 76(1), pages 157-165, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Livan, Giacomo & Caccioli, Fabio & Aste, Tomaso, 2017. "Excess reciprocity distorts reputation in online social networks," LSE Research Online Documents on Economics 83563, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Mircea Zloteanu & Nigel Harvey & David Tuckett & Giacomo Livan, 2018. "Digital Identity: The effect of trust and reputation information on user judgement in the Sharing Economy," PLOS ONE, Public Library of Science, vol. 13(12), pages 1-18, December.
    2. Starr, Richard G. & Zhu, Andrew Q. & Frethey-Bentham, Catherine & Brodie, Roderick J., 2020. "Peer-to-peer interactions in the sharing economy: Exploring the role of reciprocity within a Chinese social network," Australasian marketing journal, Elsevier, vol. 28(3), pages 67-80.
    3. Andrey Fradkin & Elena Grewal & David Holtz, 2021. "Reciprocity and Unveiling in Two-Sided Reputation Systems: Evidence from an Experiment on Airbnb," Marketing Science, INFORMS, vol. 40(6), pages 1013-1029, November.

  2. Marco Bardoscia & Giacomo Livan & Matteo Marsili, 2015. "Statistical mechanics of complex economies," Papers 1511.09203, arXiv.org, revised Apr 2017.

    Cited by:

    1. José Balsa-Barreiro & Aymeric Vié & Alfredo J. Morales & Manuel Cebrián, 2020. "Deglobalization in a hyper-connected world," Palgrave Communications, Palgrave Macmillan, vol. 6(1), pages 1-4, December.
    2. Leonie Wenz & Anders Levermann & Sven Norman Willner & Christian Otto & Kilian Kuhla, 2020. "Post-Brexit no-trade-deal scenario: Short-term consumer benefit at the expense of long-term economic development," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-14, September.
    3. Célestin Coquidé & José Lages & Dima Shepelyansky, 2020. "Interdependence of sectors of economic activities for world countries from the reduced Google matrix analysis of WTO data," Post-Print hal-02132487, HAL.
    4. Célestin Coquidé & José Lages & Leonardo Ermann & Dima Shepelyansky, 2022. "COVID-19 impact on the international trade," Post-Print hal-03536528, HAL.
    5. Cárdenas, Juan Pablo & Vidal, Gerardo & Urbina, Carolina & Olivares, Gastón & Fuentes, Miguel Angel, 2018. "Social crises. A network model approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 35-48.
    6. Qingru Sun & Xiangyun Gao & Shaobo Wen & Sida Feng & Ze Wang, 2019. "Modeling the impulse response complex network for studying the fluctuation transmission of price indices," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 835-858, December.
    7. Demidov, Denis & Frahm, Klaus M. & Shepelyansky, Dima L., 2020. "What is the central bank of Wikipedia?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
    8. Jean Philippe Bouchaud & Matteo Marsili & Jean-Pierre Nadal, 2023. "Application of spin glass ideas in social sciences, economics and finance," Post-Print hal-04145594, HAL.
    9. C'elestin Coquid'e & Leonardo Ermann & Jos'e Lages & D. L. Shepelyansky, 2019. "Influence of petroleum and gas trade on EU economies from the reduced Google matrix analysis of UN COMTRADE data," Papers 1903.01820, arXiv.org.
    10. Jean-Philippe Bouchaud & Matteo Marsili & Jean-Pierre Nadal, 2023. "Application of spin glass ideas in social sciences, economics and finance," Papers 2306.16165, arXiv.org.

  3. 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).

    Cited by:

    1. Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020. "Survival and the ergodicity of corporate profitability," BERG Working Paper Series 162, Bamberg University, Bamberg Economic Research Group.
    2. Chakrabarti, Arnab & Chakrabarti, Anindya S., 2020. "Fractional Differencing: (In)stability of Spectral Structure and Risk Measures of Financial Networks," IIMA Working Papers WP 2020-07-01, Indian Institute of Management Ahmedabad, Research and Publication Department.

  4. Giacomo Livan & Luca Rebecchi, 2012. "Asymmetric correlation matrices: an analysis of financial data," Papers 1201.6535, arXiv.org, revised Apr 2012.

    Cited by:

    1. Linyu Cao & Ruili Sun & Tiefeng Ma & Conan Liu, 2023. "On Asymmetric Correlations and Their Applications in Financial Markets," JRFM, MDPI, vol. 16(3), pages 1-18, March.
    2. Sandoval, Leonidas, 2014. "To lag or not to lag? How to compare indices of stock markets that operate on different times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 227-243.
    3. Sandoval, Leonidas Junior, 2013. "To lag or not to lag? How to compare indices of stock markets that operate at different times," Insper Working Papers wpe_319, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    4. Yongcheng Qi & Mengzi Xie, 2020. "Spectral Radii of Products of Random Rectangular Matrices," Journal of Theoretical Probability, Springer, vol. 33(4), pages 2185-2212, December.
    5. Zeng, Xingyuan, 2017. "Limiting empirical distribution for eigenvalues of products of random rectangular matrices," Statistics & Probability Letters, Elsevier, vol. 126(C), pages 33-40.
    6. Tang, Yong & Luo, Yong & Xiong, Jie & Zhao, Fei & Zhang, Yi-Cheng, 2013. "Impact of monetary policy changes on the Chinese monetary and stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4435-4449.
    7. Stanislav S Borysov & Alexander V Balatsky, 2014. "Cross-Correlation Asymmetries and Causal Relationships between Stock and Market Risk," PLOS ONE, Public Library of Science, vol. 9(8), pages 1-11, August.

  5. Marco Bardoscia & Giacomo Livan & Matteo Marsili, 2012. "Financial instability from local market measures," Papers 1207.0356, arXiv.org, revised Sep 2012.

    Cited by:

    1. Marco Bardoscia & Stefano Battiston & Fabio Caccioli & Guido Caldarelli, 2015. "DebtRank: A microscopic foundation for shock propagation," Papers 1504.01857, arXiv.org, revised Jun 2015.
    2. Cárdenas, Juan Pablo & Vidal, Gerardo & Urbina, Carolina & Olivares, Gastón & Fuentes, Miguel Angel, 2018. "Social crises. A network model approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 35-48.
    3. Marco Bardoscia & Fabio Caccioli & Juan Ignacio Perotti & Gianna Vivaldo & Guido Caldarelli, 2016. "Distress Propagation in Complex Networks: The Case of Non-Linear DebtRank," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-12, October.

  6. Giacomo Livan & Jun-ichi Inoue & Enrico Scalas, 2012. "On the non-stationarity of financial time series: impact on optimal portfolio selection," Papers 1205.0877, arXiv.org, revised Jul 2012.

    Cited by:

    1. Matthias Raddant & Friedrich Wagner, 2013. "Phase Transition in the S&P Stock Market," Papers 1306.2508, arXiv.org, revised Jun 2015.
    2. Marcaccioli, Riccardo & Livan, Giacomo, 2020. "Maximum entropy approach to multivariate time series randomization," LSE Research Online Documents on Economics 115284, London School of Economics and Political Science, LSE Library.
    3. Chakrabarti, Arnab & Chakrabarti, Anindya S., 2020. "Fractional Differencing: (In)stability of Spectral Structure and Risk Measures of Financial Networks," IIMA Working Papers WP 2020-07-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    4. Marian Gidea & Daniel Goldsmith & Yuri Katz & Pablo Roldan & Yonah Shmalo, 2018. "Topological recognition of critical transitions in time series of cryptocurrencies," Papers 1809.00695, arXiv.org.
    5. Li, Yan & Jiang, Xiong-Fei & Tian, Yue & Li, Sai-Ping & Zheng, Bo, 2019. "Portfolio optimization based on network topology," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 671-681.
    6. Linda Ponta & Mailan Trinh & Marco Raberto & Enrico Scalas & Silvano Cincotti, 2012. "Modeling non-stationarities in high-frequency financial time series," Papers 1212.0479, arXiv.org, revised Feb 2017.
    7. Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda & Dirk Helbing, 2013. "Are Random Trading Strategies More Successful than Technical Ones?," PLOS ONE, Public Library of Science, vol. 8(7), pages 1-13, July.
    8. James, Nick & Menzies, Max, 2023. "An exploration of the mathematical structure and behavioural biases of 21st century financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
    9. Douglas Castilho & Tharsis T. P. Souza & Soong Moon Kang & Jo~ao Gama & Andr'e C. P. L. F. de Carvalho, 2021. "Forecasting Financial Market Structure from Network Features using Machine Learning," Papers 2110.11751, arXiv.org.
    10. Matkovskyy, Roman & Jalan, Akanksha & Dowling, Michael & Bouraoui, Taoufik, 2021. "From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks," Finance Research Letters, Elsevier, vol. 38(C).
    11. Gidea, Marian & Goldsmith, Daniel & Katz, Yuri & Roldan, Pablo & Shmalo, Yonah, 2020. "Topological recognition of critical transitions in time series of cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 548(C).
    12. Bertram During & Nicos Georgiou & Enrico Scalas, 2016. "A stylized model for wealth distribution," Papers 1609.08978, arXiv.org, revised Jul 2021.
    13. Nicol'o Musmeci & Tomaso Aste & Tiziana Di Matteo, 2016. "What does past correlation structure tell us about the future? An answer from network filtering," Papers 1605.08908, arXiv.org.
    14. Nicol'o Musmeci & Tomaso Aste & Tiziana Di Matteo, 2014. "Risk diversification: a study of persistence with a filtered correlation-network approach," Papers 1410.5621, arXiv.org.
    15. Polanco-Martínez, J.M. & Fernández-Macho, J. & Neumann, M.B. & Faria, S.H., 2018. "A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1211-1227.
    16. A. E. Biondo & A. Pluchino & A. Rapisarda & D. Helbing, 2013. "Are random trading strategies more successful than technical ones?," Papers 1303.4351, arXiv.org, revised Jul 2013.

  7. Mario Filiasi & Giacomo Livan & Matteo Marsili & Maria Peressi & Erik Vesselli & Elia Zarinelli, 2012. "On the concentration of large deviations for fat tailed distributions, with application to financial data," Papers 1201.2817, arXiv.org, revised Jun 2014.

    Cited by:

    1. Sergey Bredikhin & Jonathan Linton & Thais Matoszko, 2017. "Why and How the Value of Science-Based Firms Violates Financial Theory: Implications for Policy and Governance," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 11(1), pages 24-30.
    2. Aur'elien Hazan, 2017. "Stock-flow consistent macroeconomic model with nonuniform distributional constraint," Papers 1708.00645, arXiv.org.
    3. Cerqueti, Roy & Giacalone, Massimiliano & Panarello, Demetrio, 2019. "A Generalized Error Distribution Copula-based method for portfolios risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 687-695.

  8. Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011. "The fine structure of spectral properties for random correlation matrices: an application to financial markets," MPRA Paper 28964, University Library of Munich, Germany.

    Cited by:

    1. Matthias Raddant & Friedrich Wagner, 2017. "Transitions in the stock markets of the US, UK and Germany," Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
    2. Giacomo Livan & Simone Alfarano & Mishael Milaković & Enrico Scalas, 2015. "A spectral perspective on excess volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 22(9), pages 745-750, June.
    3. Matthias Raddant & Friedrich Wagner, 2013. "Phase Transition in the S&P Stock Market," Papers 1306.2508, arXiv.org, revised Jun 2015.
    4. Longfeng Zhao & Wei Li & Andrea Fenu & Boris Podobnik & Yougui Wang & H. Eugene Stanley, 2017. "The q-dependent detrended cross-correlation analysis of stock market," Papers 1705.01406, arXiv.org, revised Jun 2017.
    5. Marcaccioli, Riccardo & Livan, Giacomo, 2020. "Maximum entropy approach to multivariate time series randomization," LSE Research Online Documents on Economics 115284, London School of Economics and Political Science, LSE Library.
    6. Fricke, Daniel, 2012. "Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(24), pages 6528-6542.
    7. Anshul Verma & Orazio Angelini & Tiziana Di Matteo, 2019. "A new set of cluster driven composite development indicators," Papers 1911.11226, arXiv.org, revised Mar 2020.
    8. M. Raddant & T. Di Matteo, 2023. "A look at financial dependencies by means of econophysics and financial economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
    9. Thomas Bury, 2014. "Collective behaviours in the stock market -- A maximum entropy approach," Papers 1403.5179, arXiv.org, revised Mar 2014.
    10. Riccardo Marcaccioli & Giacomo Livan, 2019. "Maximum Entropy approach to multivariate time series randomization," Papers 1907.04925, arXiv.org, revised Jun 2020.
    11. Thomas Bury, 2013. "Predicting trend reversals using market instantaneous state," Papers 1310.8169, arXiv.org, revised Mar 2014.
    12. Giacomo Livan & Luca Rebecchi, 2012. "Asymmetric correlation matrices: an analysis of financial data," Papers 1201.6535, arXiv.org, revised Apr 2012.
    13. Gerardo-Giorda, Luca & Germano, Guido & Scalas, Enrico, 2015. "Large scale simulation of synthetic markets," LSE Research Online Documents on Economics 67563, London School of Economics and Political Science, LSE Library.
    14. Antti J Tanskanen & Jani Lukkarinen & Kari Vatanen, 2018. "Random selection of factors preserves the correlation structure in a linear factor model to a high degree," PLOS ONE, Public Library of Science, vol. 13(12), pages 1-22, December.
    15. Giacomo Livan & Jun-ichi Inoue & Enrico Scalas, 2012. "On the non-stationarity of financial time series: impact on optimal portfolio selection," Papers 1205.0877, arXiv.org, revised Jul 2012.
    16. Yi†Hui Zhou & J. S. Marron & Fred A. Wright, 2018. "Eigenvalue significance testing for genetic association," Biometrics, The International Biometric Society, vol. 74(2), pages 439-447, June.
    17. Bury, Thomas, 2014. "Predicting trend reversals using market instantaneous state," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 404(C), pages 79-91.
    18. Anshul Verma & Riccardo Junior Buonocore & Tiziana di Matteo, 2017. "A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering," Papers 1712.02138, arXiv.org, revised May 2018.

  9. G. Bormetti & V. Cazzola & G. Livan & G. Montagna & O. Nicrosini, 2009. "A Generalized Fourier Transform Approach to Risk Measures," Papers 0909.3978, arXiv.org, revised May 2012.

    Cited by:

    1. Giacomo Bormetti & Sofia Cazzaniga, 2011. "Multiplicative noise, fast convolution, and pricing," Papers 1107.1451, arXiv.org.
    2. Dobrislav Dobrev & Travis D. Nesmith & Dong Hwan Oh, 2016. "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," Finance and Economics Discussion Series 2016-065, Board of Governors of the Federal Reserve System (U.S.).
    3. Alessandro Ramponi, 2016. "On a Transform Method for the Efficient Computation of Conditional V@R (and V@R) with Application to Loss Models with Jumps and Stochastic Volatility," Methodology and Computing in Applied Probability, Springer, vol. 18(2), pages 575-596, June.
    4. Giacomo Bormetti & Sofia Cazzaniga, 2014. "Multiplicative noise, fast convolution and pricing," Quantitative Finance, Taylor & Francis Journals, vol. 14(3), pages 481-494, March.

  10. Marco Bardoscia & Giancarlo De Luca & Giacomo Livan & Matteo Marsili & Claudio J. Tessone, "undated". "The Social Climbing Game," Working Papers ETH-RC-12-014, ETH Zurich, Chair of Systems Design.

    Cited by:

    1. Zhang, Xin-Jie & Tang, Yong & Xiong, Jason & Wang, Wei-Jia & Zhang, Yi-Cheng, 2020. "Ranking game on networks: The evolution of hierarchical society," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    2. Fabio Vanni & Paolo Barucca, 2019. "Degree-correlations in a bursting dynamic network model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 663-695, September.
    3. Cao, Yong & Zhao, Youjie & Yue, Xiaoguang & Xiong, Fei & Sun, Yongke & He, Xin & Wang, Lichao, 2016. "Between disorder and order: A case study of power law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 244-255.

Articles

  1. Mircea Zloteanu & Nigel Harvey & David Tuckett & Giacomo Livan, 2018. "Digital Identity: The effect of trust and reputation information on user judgement in the Sharing Economy," PLOS ONE, Public Library of Science, vol. 13(12), pages 1-18, December.

    Cited by:

    1. Dan-Cristian Dabija & Luiela Magdalena Csorba & Florin-Lucian Isac & Sergiu Rusu, 2023. "Managing Sustainable Sharing Economy Platforms: A Stimulus–Organism–Response Based Structural Equation Modelling on an Emerging Market," Sustainability, MDPI, vol. 15(6), pages 1-22, March.
    2. Maik Hesse & Timm Teubner, 2020. "Reputation portability – quo vadis?," Electronic Markets, Springer;IIM University of St. Gallen, vol. 30(2), pages 331-349, June.
    3. Polanco-Diges, Leticia & Debasa, Felipe, 2020. "The Use Of Digital Marketing Strategies In The Sharing Economy: A Literature Review," Journal of Tourism, Sustainability and Well-being, Cinturs - Research Centre for Tourism, Sustainability and Well-being, University of Algarve, vol. 8(3), pages 217-229.
    4. Davlembayeva, Dinara & Papagiannidis, Savvas & Alamanos, Eleftherios, 2020. "Sharing economy: Studying the social and psychological factors and the outcomes of social exchange," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
    5. Cristina Pérez-Pérez & Diana Benito-Osorio & Susana María García-Moreno & Andrés Martínez-Fernández, 2021. "Is Sharing a Better Alternative for the Planet? The Contribution of Sharing Economy to Sustainable Development Goals," Sustainability, MDPI, vol. 13(4), pages 1-16, February.
    6. Gössling, Stefan & Larson, Mia & Pumputis, Aurimas, 2021. "Mutual surveillance on Airbnb," Annals of Tourism Research, Elsevier, vol. 91(C).
    7. Rense Corten & Judith Kas & Timm Teubner & Martijn Arets, 2023. "The role of contextual and contentual signals for online trust: Evidence from a crowd work experiment," Electronic Markets, Springer;IIM University of St. Gallen, vol. 33(1), pages 1-17, December.
    8. Shuqair, Saleh & Pinto, Diego Costa & Mattila, Anna S., 2019. "Benefits of authenticity: Post-failure loyalty in the sharing economy," Annals of Tourism Research, Elsevier, vol. 78(C), pages 1-1.

  2. Giacomo Livan & Simone Alfarano & Mishael Milaković & Enrico Scalas, 2015. "A spectral perspective on excess volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 22(9), pages 745-750, June.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2011-03-05 2012-02-15 2019-07-29
  2. NEP-ETS: Econometric Time Series (2) 2012-01-25 2012-02-15
  3. NEP-GRO: Economic Growth (1) 2015-12-08
  4. NEP-ICT: Information and Communication Technologies (1) 2017-11-26
  5. NEP-PAY: Payment Systems and Financial Technology (1) 2017-11-26
  6. NEP-RMG: Risk Management (1) 2010-03-06
  7. NEP-SOC: Social Norms and Social Capital (1) 2017-11-26

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