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Francesca Pancotto

Personal Details

First Name:Francesca
Middle Name:
Last Name:Pancotto
Suffix:
RePEc Short-ID:ppa420
https://sites.google.com/site/francescapancotto/

Affiliation

Dipartimento di Comunicazione ed Economia
Università degli Studi di Modena e Reggio Emilia

Modena, Italy
http://www.dce.unimore.it/

: 0522 522511
0522 522512
Via Giglioli Valle, 9, Reggio Emilia, RE, 42100
RePEc:edi:fcmodit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Francesco Codeluppi & Francesca Pancotto & Simone Righi, 2017. "Reflexivity reduces pro-sociality but only among strategic subjects," Department of Economics 0106, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  2. Riccardo Ferretti & Francesca Pancotto & Enrico Rubaltelli, 2016. "A test of the Behavioral versus the Rational model of Persuasion in Financial Advertising," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 16105, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  3. Francesca Pancotto & Giuseppe Pignataro & Davide Raggi, 2015. "Social Learning and Higher Order Beliefs: A Structural Model of Exchange Rates Dynamics," LEM Papers Series 2015/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  4. F. Pancotto & G. Pignataro & D. Raggi, 2014. "Higher order beliefs and the dynamics of exchange rates," Working Papers wp957, Dipartimento Scienze Economiche, Universita' di Bologna.
  5. S. Bortolotti & M. Casari & F. Pancotto, 2013. "Norms of Punishment in the General Population," Working Papers wp898, Dipartimento Scienze Economiche, Universita' di Bologna.
  6. M. Bigoni & S. Bortolotti & M. Casari & D. Gambetta & F. Pancotto, 2013. "Cooperation Hidden Frontiers: The Behavioral Foundations of the Italian North-South Divide," Working Papers wp882, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013. "Inefficiency in Survey Exchange Rates Forecasts," Center for Economic Research (RECent) 090, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  8. Benito Arruñada & Marco Casari & Francesca Pancotto, 2012. "Are self-regarding subjects more rational?," Economics Working Papers 1306, Department of Economics and Business, Universitat Pompeu Fabra.
  9. B. Arruñada & M. Casari & F. Pancotto, 2012. "Are Self-regarding Subjects More Strategic?," Working Papers wp805, Dipartimento Scienze Economiche, Universita' di Bologna.
  10. Francesca Pancotto & Filippo Pericoli, 2011. "Till Labor Cost Do Us Part A Vecm Model of Unit Labor Cost Convergence in the Euro Area," Working Papers 14, Doctoral School of Economics, Sapienza University of Rome, revised 2011.
  11. G. Devetag & F. Pancotto & T. Brenner, 2011. "The Minority Game Unpacked: Coordination and Competition in a Team-based Experiment," Working Papers wp770, Dipartimento Scienze Economiche, Universita' di Bologna.
  12. F. Pancotto & F. Pericoli, 2011. "Till labor cost do us part. On the long run convergence of EMU countries," Working Papers wp759, Dipartimento Scienze Economiche, Universita' di Bologna.
  13. Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
  14. Mikhail Anufriev & Giulio Bottazzi & Francesca Pancotto, 2004. "Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies," LEM Papers Series 2004/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

Articles

  1. Maria Bigoni & Stefania Bortolotti & Marco Casari & Diego Gambetta & Francesca Pancotto, 2016. "Amoral Familism, Social Capital, or Trust? The Behavioural Foundations of the Italian North–South Divide," Economic Journal, Royal Economic Society, vol. 126(594), pages 1318-1341, August.
  2. Stefania Bortolotti & Marco Casari & Francesca Pancotto, 2015. "Norms Of Punishment: Experiments With Students And The General Population," Economic Inquiry, Western Economic Association International, vol. 53(2), pages 1207-1223, April.
  3. Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2014. "Overreaction in Survey Exchange Rate Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 243-258, July.
  4. Giovanna Devetag & Francesca Pancotto & Thomas Brenner, 2014. "The minority game unpacked:," Journal of Evolutionary Economics, Springer, vol. 24(4), pages 761-797, September.
  5. Francesca Pancotto & Filippo Pericoli, 2014. "Till labor cost do us part," International Economics and Economic Policy, Springer, vol. 11(3), pages 371-395, September.
  6. Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011. "Does volatility matter? Expectations of price return and variability in an asset pricing experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
  7. Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca, 2006. "Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1787-1835.

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. Riccardo Ferretti & Francesca Pancotto & Enrico Rubaltelli, 2016. "A test of the Behavioral versus the Rational model of Persuasion in Financial Advertising," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 16105, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".

    Cited by:

    1. Massimo Baldini & Giovanni Gallo & Costanza Torricelli, 2017. "Past Income Scarcity and Current Perception of Financial Fragility," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 17121, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    2. Stefano Cosma & Francesca Pancotto & Paola Vezzani, 2018. "Customer Complaining and Probability of Default in Consumer Credit," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 18031, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".

  2. S. Bortolotti & M. Casari & F. Pancotto, 2013. "Norms of Punishment in the General Population," Working Papers wp898, Dipartimento Scienze Economiche, Universita' di Bologna.

    Cited by:

    1. Ennasri, Ahmed & Willinger, Marc, 2014. "Incentives and managerial effort under competitive pressure: An experiment," Research in Economics, Elsevier, vol. 68(4), pages 324-337.

  3. M. Bigoni & S. Bortolotti & M. Casari & D. Gambetta & F. Pancotto, 2013. "Cooperation Hidden Frontiers: The Behavioral Foundations of the Italian North-South Divide," Working Papers wp882, Dipartimento Scienze Economiche, Universita' di Bologna.

    Cited by:

    1. Meier, Stephan & Pierce, Lamar & Vaccaro, Antonino, 2014. "Trust and In-Group Favoritism in a Culture of Crime," IZA Discussion Papers 8169, Institute for the Study of Labor (IZA).
    2. Meier, Stephan & Pierce, Lamar & Vaccaro, Antonino & La Cara, Barbara, 2016. "Trust and in-group favoritism in a culture of crime," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PA), pages 78-92.
    3. D. Dragone & F. Galeotti & R. Orsini, 2013. "Temporary Workers Are Not Free-Riders: An Experimental Investigation," Working Papers wp915, Dipartimento Scienze Economiche, Universita' di Bologna.
    4. Giacomo Degli Antoni & Gianluca Grimalda, 2013. "Optimistic expectations or other-regarding preferences? Analysing the determinants of trust among association members," Working Papers 2013/21, Economics Department, Universitat Jaume I, Castellón (Spain).
    5. Traviss Cassidy & Mark Dincecco & Massimiliano Gaetano Onorato, 2015. "The Economic Legacy of Warfare: Evidence from European Regions," Working Papers 6/2015, IMT Institute for Advanced Studies Lucca, revised Jul 2015.
    6. Sabatini, Fabio & Sarracino, Francesco & Yamamura, Eiji, 2014. "Social norms on rent seeking and preferences for redistribution," EconStor Preprints 98662, ZBW - German National Library of Economics.
    7. John, Katrin & Thomsen, Stephan L., 2015. "School-track environment or endowment: What determines different other-regarding behavior across peer groups?," Games and Economic Behavior, Elsevier, vol. 94(C), pages 122-141.
    8. Davide Dragone & Fabio Galeotti & Raimondello Orsini, 2015. "Students, Temporary Workers and Co-Op Workers: An Experimental Investigation on Social Preferences," Post-Print halshs-01179118, HAL.
    9. Rattaphon Wuthisatian & Mark Pingle & Mark Nichols, 2017. "To support trust and trustworthiness: punish, communicate, both, neither?," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 1(1), pages 61-68, February.
    10. Drew Fudenberg & David K Levine, 2016. "Whither Game Theory?," Levine's Working Paper Archive 786969000000001307, David K. Levine.
    11. Succurro, Marianna, 2014. "Intangible assets finance: a complementary or substitution effect between external and internal channels? Evidence from the Italian divide," MPRA Paper 57247, University Library of Munich, Germany.

  4. Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013. "Inefficiency in Survey Exchange Rates Forecasts," Center for Economic Research (RECent) 090, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".

    Cited by:

    1. Leppin, Julian Sebastian, 2014. "The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon," HWWI Research Papers 158, Hamburg Institute of International Economics (HWWI).
    2. Leppin, Julian Sebstian, 2014. "The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100284, Verein für Socialpolitik / German Economic Association.

  5. Benito Arruñada & Marco Casari & Francesca Pancotto, 2012. "Are self-regarding subjects more rational?," Economics Working Papers 1306, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Duffy, Sean & Smith, John, 2014. "Cognitive load in the multi-player prisoner's dilemma game: Are there brains in games?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 51(C), pages 47-56.
    2. Chen, Chia-Ching & Chiu, I-Ming & Smith, John & Yamada, Tetsuji, 2013. "Too smart to be selfish? Measures of cognitive ability, social preferences, and consistency," Journal of Economic Behavior & Organization, Elsevier, vol. 90(C), pages 112-122.
    3. Allred, Sarah & Duffy, Sean & Smith, John, 2016. "Cognitive load and strategic sophistication," Journal of Economic Behavior & Organization, Elsevier, vol. 125(C), pages 162-178.

  6. B. Arruñada & M. Casari & F. Pancotto, 2012. "Are Self-regarding Subjects More Strategic?," Working Papers wp805, Dipartimento Scienze Economiche, Universita' di Bologna.

    Cited by:

    1. Duffy, Sean & Smith, John, 2014. "Cognitive load in the multi-player prisoner's dilemma game: Are there brains in games?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 51(C), pages 47-56.
    2. Chen, Chia-Ching & Chiu, I-Ming & Smith, John & Yamada, Tetsuji, 2013. "Too smart to be selfish? Measures of cognitive ability, social preferences, and consistency," Journal of Economic Behavior & Organization, Elsevier, vol. 90(C), pages 112-122.
    3. Allred, Sarah & Duffy, Sean & Smith, John, 2016. "Cognitive load and strategic sophistication," Journal of Economic Behavior & Organization, Elsevier, vol. 125(C), pages 162-178.

  7. G. Devetag & F. Pancotto & T. Brenner, 2011. "The Minority Game Unpacked: Coordination and Competition in a Team-based Experiment," Working Papers wp770, Dipartimento Scienze Economiche, Universita' di Bologna.

    Cited by:

    1. Takashi Yamada & Nobuyuki Hanaki, 2016. "An Experiment on Lowest Unique Integer Games," Post-Print halshs-01204814, HAL.
    2. Takashi Yamada & Nobuyuki Hanaki, 2015. "An Experiment on Lowest Unique Integer Games," GREDEG Working Papers 2015-34, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
    3. Sonnemans, J. & Tuinstra, J. & Linde, J., 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," CeNDEF Working Papers 13-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

  8. Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.

    Cited by:

    1. Annarita COLASANTE & Antonio PALESTRINI & Alberto RUSSO & Mauro GALLEGATI, 2015. "Adaptive Expectations with Correction Bias: Evidence from the lab," Working Papers 409, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    2. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.
    3. Sonnemans, J. & Tuinstra, J., 2010. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 10-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    4. Gerunov, Anton, 2014. "Критичен Преглед На Основните Подходи За Моделиране На Икономическите Очаквания
      [A Critical Review of Major Approaches for Modeling Economic Expectations]
      ," MPRA Paper 68797, University Library of Munich, Germany.
    5. Hommes, Cars, 2011. "The heterogeneous expectations hypothesis: Some evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
    6. Olivier Brandouy & Angelo Corelli & Iryna Veryzhenko & Roger Waldeck, 2012. "A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 7(2), pages 223-248, October.
    7. Pfajfar, Damjan & Žakelj, Blaž, 2016. "Uncertainty in forecasting inflation and monetary policy design: Evidence from the laboratory," International Journal of Forecasting, Elsevier, vol. 32(3), pages 849-864.

  9. Mikhail Anufriev & Giulio Bottazzi & Francesca Pancotto, 2004. "Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies," LEM Papers Series 2004/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

    Cited by:

    1. Giulio Bottazzi & Mikhail Anufriev, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies," Computing in Economics and Finance 2005 375, Society for Computational Economics.
    2. Mikhail Anufriev & Giulio Bottazzi, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders," LEM Papers Series 2005/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

Articles

  1. Maria Bigoni & Stefania Bortolotti & Marco Casari & Diego Gambetta & Francesca Pancotto, 2016. "Amoral Familism, Social Capital, or Trust? The Behavioural Foundations of the Italian North–South Divide," Economic Journal, Royal Economic Society, vol. 126(594), pages 1318-1341, August.

    Cited by:

    1. Alberto Batinti & Andrea Filippetti & Luca Andriani, 2017. "Why Does Social Capital Increase Government Performance? The Role of Local Elections across Italian Municipalities," Management Working Papers 13, Birkbeck Department of Management, revised Apr 2017.
    2. Luca Anderlini & Daniele Terlizzese, 2009. "Equilibrium Trust," EIEF Working Papers Series 0913, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2009.
    3. Mustafa Caglayan & Alessandro Flamini & Babak Jahanshahi, 2017. "Organized Crime and Human Capital," DEM Working Papers Series 143, University of Pavia, Department of Economics and Management.
    4. Moritz Bosbach & Ornella Wanda Maietta, 2018. "The Implicit Price for Fair Trade Coffee: Does Social Capital Matter?," CSEF Working Papers 492, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    5. Bryan McCannon & Zachary Rodriguez, 2016. "A Lasting Effect of the HIV/AIDS Pandemic: Orphans and Pro-Social Behavior," Working Papers 16-10, Department of Economics, West Virginia University.
    6. Savioli, Marco & Patuelli, Roberto, 2016. "Social capital, institutions and policymaking," Economics Discussion Papers 2016-26, Kiel Institute for the World Economy (IfW).
    7. Cerqueti, Roy & Sabatini, Fabio & Ventura, Marco, 2016. "Civic capital and support for the welfare state," MPRA Paper 71566, University Library of Munich, Germany.
    8. Elira Karaja & Jared Rubin, 2017. "The Cultural Transmission of Trust Norms: Evidence from a Lab in the Field on a Natural Experiment," Working Papers 17-08, Chapman University, Economic Science Institute.
    9. Antoci, Angelo & Bonelli, Laura & Paglieri, Fabio & Reggiani, Tommaso & Sabatini, Fabio, 2018. "Civility and Trust in Social Media," MPRA Paper 85124, University Library of Munich, Germany.
    10. Maximiliane Hörl & Iris Kesternich & James P. Smith & Joachim Winter, 2016. "Early-life Circumstances Predict Measures of Trust among Adults: Evidence from Hunger Episodes in Post-War Germany," CESifo Working Paper Series 6093, CESifo Group Munich.
    11. M.Bigoni & S. Bortolotti & M. Casari & D. Gambetta, 2017. "At the root of the North-South cooperation gap in Italy: Preferences or beliefs?," Working Papers wp1092, Dipartimento Scienze Economiche, Universita' di Bologna.
    12. P. Buonanno & P. Vanin, 2015. "Social Closure, Surnames and Crime," Working Papers wp1032, Dipartimento Scienze Economiche, Universita' di Bologna.
    13. Ho, Hoang-Anh & Martinsson, Peter & Olsson, Ola, 2017. "The Origins of Cultural Divergence: Evidence from a Developing Country," Working Papers in Economics 714, University of Gothenburg, Department of Economics, revised Jun 2018.
    14. Paul Ormerod, 2016. "Corruption and economic resilience: recovery from the financial crisis in western economies," Economic Affairs, Wiley Blackwell, vol. 36(3), pages 348-355, October.
    15. Devesh Rustagi & Marcella Veronesi, 2016. "Social Identity, Attitudes Towards Cooperation, and Social Preferences: Evidence From Switzerland," Working Papers 01/2016, University of Verona, Department of Economics.

  2. Stefania Bortolotti & Marco Casari & Francesca Pancotto, 2015. "Norms Of Punishment: Experiments With Students And The General Population," Economic Inquiry, Western Economic Association International, vol. 53(2), pages 1207-1223, April.

    Cited by:

    1. Davide Dragone & Fabio Galeotti & Raimondello Orsini, 2015. "Students, Temporary Workers and Co-Op Workers: An Experimental Investigation on Social Preferences," Post-Print halshs-01179118, HAL.
    2. Dannenberg,Astrid & Martinsson,Peter, 2015. "The effect of nonbinding agreements on cooperation among forest user groups in Nepal and Ethiopia," Policy Research Working Paper Series 7325, The World Bank.

  3. Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2014. "Overreaction in Survey Exchange Rate Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 243-258, July.

    Cited by:

    1. F. Pancotto & G. Pignataro & D. Raggi, 2014. "Higher order beliefs and the dynamics of exchange rates," Working Papers wp957, Dipartimento Scienze Economiche, Universita' di Bologna.
    2. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Center for European, Governance and Economic Development Research Discussion Papers 326, University of Goettingen, Department of Economics.

  4. Francesca Pancotto & Filippo Pericoli, 2014. "Till labor cost do us part," International Economics and Economic Policy, Springer, vol. 11(3), pages 371-395, September.

    Cited by:

    1. Carlos A. Ibarra, 2016. "Investment, asset market, and the relative unit labor cost in Mexico," Economic Change and Restructuring, Springer, vol. 49(4), pages 339-364, November.
    2. Ordóñez, Javier & Sala, Hector & Silva, José I., 2014. "Real Unit Labour Costs in Eurozone Countries: Drivers and Clusters," IZA Discussion Papers 8258, Institute for the Study of Labor (IZA).

  5. Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011. "Does volatility matter? Expectations of price return and variability in an asset pricing experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
    See citations under working paper version above.
  6. Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca, 2006. "Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1787-1835.

    Cited by:

    1. Cherkashin, Dmitriy & Farmer, J. Doyne & Lloyd, Seth, 2009. "The reality game," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1091-1105, May.
      • Dmitriy Cherkashin & J. Doyne Farmer & Seth Lloyd, 2009. "The Reality Game," Papers 0902.0100, arXiv.org, revised Feb 2009.
    2. Giulio Bottazzi & Pietro Dindo, 2010. "Evolution and market behavior with endogenous investment rules," LEM Papers Series 2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    3. Anufriev, M. & Bottazzi, G., 2009. "Market Equilibria under Procedural Rationality," CeNDEF Working Papers 09-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    4. Thierry Chauveau & Alexander Subbotin, 2010. "Price Dynamics in Market with Heterogeneous Investment Horizons and Boundedly Rational Traders," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00497427, HAL.
    5. Anufriev, M. & Bottazzi, G., 2006. "Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders," CeNDEF Working Papers 06-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    6. Giulio Bottazzi & Pietro Dindo, 2011. "Selection in asset markets: the good, the bad, and the unknown," LEM Papers Series 2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    7. Anufriev, Mikhail & Panchenko, Valentyn, 2009. "Asset prices, traders' behavior and market design," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1073-1090, May.
    8. Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    9. Sergiy Gerasymchuk, 2008. "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers 160, Department of Applied Mathematics, Università Ca' Foscari Venezia.
    10. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
    11. Anufriev, M. & Dindo, P.D.E., 2006. "Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," CeNDEF Working Papers 06-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    12. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
    13. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2010. "Time-Varying Beta: A Boundedly Rational Equilibrium Approach," Research Paper Series 275, Quantitative Finance Research Centre, University of Technology, Sydney.
    14. Anufriev, M., 2005. "Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents," CeNDEF Working Papers 05-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    15. Dieci, Roberto & Westerhoff, Frank, 2010. "Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 743-764, April.
    16. Anufriev, M. & Dindo, P.D.E., 2007. "Wealth Selection in a Financial Market with Heterogeneous Agents," CeNDEF Working Papers 07-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    17. Alexander Subbotin & Thierry Chauveau, 2010. "Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders," Documents de travail du Centre d'Economie de la Sorbonne 10048, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    18. Chauveau, Th. & Subbotin, A., 2013. "Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders," Journal of Economic Dynamics and Control, Elsevier, vol. 37(5), pages 1040-1065.
    19. Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009. "Volatility Models : from GARCH to Multi-Horizon Cascades," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00390636, HAL.
    20. Anufriev Mikhail & Bottazzi Giulio, 2012. "Asset Pricing with Heterogeneous Investment Horizons," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-38, October.
    21. Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012. "Excess covariance and dynamic instability in a multi-asset model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1142-1161.
    22. Pietro Dindo & Jacopo Staccioli, 2017. "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," Working Papers 2017:31, Department of Economics, University of Venice "Ca' Foscari".

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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 18 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-EXP: Experimental Economics (10) 2009-03-22 2011-07-13 2011-08-09 2011-08-29 2012-02-01 2012-05-15 2012-07-01 2013-06-04 2013-08-16 2013-11-16. Author is listed
  2. NEP-EVO: Evolutionary Economics (9) 2011-07-13 2011-08-09 2011-08-29 2012-02-01 2012-05-15 2012-07-01 2013-06-04 2013-08-16 2013-11-16. Author is listed
  3. NEP-CBE: Cognitive & Behavioural Economics (7) 2008-02-23 2009-03-22 2011-07-13 2011-08-09 2012-02-01 2012-05-15 2016-06-04. Author is listed
  4. NEP-GTH: Game Theory (6) 2011-07-13 2011-08-09 2011-08-29 2012-05-15 2012-07-01 2013-08-16. Author is listed
  5. NEP-OPM: Open Economy Macroeconomics (4) 2011-06-18 2011-07-21 2013-04-06 2014-08-09
  6. NEP-SOC: Social Norms & Social Capital (4) 2012-07-01 2013-06-04 2013-08-16 2013-11-16
  7. NEP-UPT: Utility Models & Prospect Theory (4) 2008-02-23 2012-02-01 2012-05-15 2016-06-04
  8. NEP-EEC: European Economics (2) 2011-06-18 2011-07-21
  9. NEP-EUR: Microeconomic European Issues (2) 2011-06-18 2011-07-21
  10. NEP-FOR: Forecasting (2) 2013-04-06 2014-08-09
  11. NEP-HPE: History & Philosophy of Economics (2) 2011-07-13 2011-08-29
  12. NEP-MON: Monetary Economics (2) 2013-04-06 2014-08-09
  13. NEP-CBA: Central Banking (1) 2013-04-06
  14. NEP-CDM: Collective Decision-Making (1) 2013-08-16
  15. NEP-CWA: Central & Western Asia (1) 2013-06-04
  16. NEP-HRM: Human Capital & Human Resource Management (1) 2013-08-16
  17. NEP-LAB: Labour Economics (1) 2011-07-21
  18. NEP-MAC: Macroeconomics (1) 2011-07-21
  19. NEP-MKT: Marketing (1) 2016-06-04
  20. NEP-MST: Market Microstructure (1) 2008-02-23
  21. NEP-RMG: Risk Management (1) 2004-12-12
  22. NEP-SPO: Sports & Economics (1) 2013-08-16

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