Roberto Dieci

Economics and Econometrics · 2001–2012

A researcher in the Science corpus: 7 papers; trusts 18 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 55 citations into it; #5,986 of 23,481 by trust here, #7,944 by citations
• Finance — 44 citations into it; #4,188 of 10,518 by trust here, #5,336 by citations
• Management Science and Operations Research — 12 citations into it
• Accounting — 6 citations into it

Whom Roberto Dieci trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Carl Chiarella
2. Cars H. Hommes
3. Xue-zhong He
4. Blake LeBaron
5. Frank H. Westerhoff
6. Andrea Gaunersdorfer
7. J. D. Farmer
8. Robert F. Engle
9. Lukas Menkhoff
10. Laura Gardini

Who trusts Roberto Dieci overall

1. Xue-zhong He
2. Cars H. Hommes
3. Carl Chiarella
4. Frank H. Westerhoff
5. Youwei Li
6. Fabio Tramontana
7. Laura Gardini
8. Florian Wagener
9. P. Grauwe

Papers from Roberto Dieci's perspective

Ordered by how strongly the researchers Roberto Dieci trusts endorse each paper. Same corpus, a different order for every researcher.

1. The price dynamics of common trading strategies
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
4. HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER (Macroeconomic Dynamics)
5. The Behavior of Stock-Market Prices
6. Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset Framework
7. Agent-based Computational Finance
8. Speculative behaviour and complex asset price dynamics: a global analysis
9. Exchange rate puzzles: A tale of switching attractors
10. The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach

Their papers

• The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach (2006) — 225 citations
• Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset Framework (2007) — 128 citations
• Speculative behaviour and complex asset price dynamics: a global analysis (2002) — 180 citations
• A simple model of a speculative housing market (2012) — 126 citations
• Time-varying beta: a boundedly rational equilibrium approach (2010) — 147 citations
• Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents (2006) — 128 citations
• Speculative Behaviour and Complex Asset Price Dynamics (2001) — 112 citations