Publications in collaboration with researchers from Universidad Carlos III de Madrid (3)

2005

  1. Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market

    International Review of Economics and Finance, Vol. 14, Núm. 1, pp. 81-103

2001

  1. Smiles, bid-ask spreads and option pricing

    European Financial Management, Vol. 7, Núm. 3, pp. 351-374

1998

  1. The liquidity premium in equity pricing under a continuous auction system

    European Journal of Finance, Vol. 4, Núm. 1, pp. 1-28