Some effects of transaction taxes under different microstructures P Pellizzari, F Westerhoff Journal of Economic Behavior & Organization 72 (3), 850-863, 2009 | 125 | 2009 |
Fundamentalists clashing over thebook: a study of order-driven stock markets M LiCalzi, P Pellizzari Quantitative finance 3 (6), 470, 2003 | 78 | 2003 |
Citizenship and power in an agent-based model of tax compliance with public expenditure P Pellizzari, D Rizzi Journal of Economic Psychology 40, 35-48, 2014 | 62 | 2014 |
Coopetition and complementarities: modeling coopetition strategy and its risks at an individual partner level E Bonel, P Pellizzari, E Rocco Management Research: Journal of the Iberoamerican Academy of Management 6 (3 …, 2008 | 39 | 2008 |
Efficient Monte Carlo pricing of European options using mean value control variates P Pellizzari Decisions in Economics and Finance 24 (2), 107-126, 2001 | 38 | 2001 |
Simple market protocols for efficient risk sharing M LiCalzi, P Pellizzari Journal of Economic Dynamics and Control 31 (11), 3568-3590, 2007 | 37 | 2007 |
A dynamic analysis of the microstructure of moving average rules in a double auction market C Chiarella, XZ He, P Pellizzari Macroeconomic Dynamics 16 (4), 556-575, 2012 | 24 | 2012 |
A comparison of different trading protocols in an agent-based market P Pellizzari, AD Forno Journal of Economic Interaction and Coordination 2 (1), 27-43, 2007 | 23 | 2007 |
Diversification versus Concentration... and the Winner is? D Yeung, P Pellizzari, R Bird, S Abidin UTS Work Paper Series 18, 2012 | 21 | 2012 |
Convergence of outcomes and evolution of strategic behavior in double auctions S Fano, M LiCalzi, P Pellizzari Journal of Evolutionary Economics 23, 513-538, 2013 | 19 | 2013 |
Static hedging of multivariate derivatives by simulation P Pellizzari European Journal of Operational Research 166 (2), 507-519, 2005 | 19 | 2005 |
Performance implications of active management of institutional mutual funds R Bird, P Pellizzari, D Yeung Accounting & Finance 55 (1), 1-27, 2015 | 17 | 2015 |
Facebook as an academic learning platform: a case study in Mathematics P Pellizzari University Ca'Foscari of Venice, Dept. of Economics Research Paper Series no 1, 2012 | 17 | 2012 |
The allocative effectiveness of market protocols under intelligent trading M LiCalzi, P Pellizzari Advances in Artificial Economics: The Economy as a Complex Dynamic System, 17-29, 2006 | 16 | 2006 |
Time series filtering and reconstruction using fuzzy weighted local regression S Giove, P Pellizzari Soft Computing in Financial Engineering, 73-92, 1999 | 16 | 1999 |
Zero-intelligence trading without resampling M LiCalzi, P Pellizzari Complexity and artificial markets, 3-14, 2008 | 15 | 2008 |
Monte Carlo pricing of American options using nonparametric regression C Pizzi, P Pellizzari Rendiconti per gli Studi Economici Quantitativi 1, 75-91, 2002 | 12 | 2002 |
No association between the degree of liver steatosis and early signs of vasculopathy in T2DM A Coracina, S Gaiani, A Cosma, P Pellizzari, C Pizzi, S de Kreutzenberg, ... NMCD. NUTRITION METABOLISM AND CARDIOVASCULAR DISEASES 22, e11-e12, 2012 | 11 | 2012 |
Efficient Monte Carlo pricing of basket options P Pellizzari Economics Working Paper Archive (EconWPA), 1998 | 11 | 1998 |
The macro and asset pricing implications of rising Italian uncertainty: evidence from a novel news-based macroeconomic policy uncertainty index M Donadelli, I Gufler, P Pellizzari Economics Letters 197, 109606, 2020 | 10 | 2020 |