Publicaciones en las que colabora con Mikel Tapia Torres (8)

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

  2. Information transmission around block trades on the Spanish stock exchange

    Applied Financial Economics, Vol. 15, Núm. 3, pp. 173-186

  3. Understanding the ex-ante cost of liquidity in the limit order book: a note

    Revista de economía aplicada, Vol. 13, Núm. 38, pp. 95-110

2002

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

    DFAE-II WP Series

  2. Understanding the Ex-Ante Cost of Liquidity in the Limit Order Book: A note

    DFAE-II WP Series

1998

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

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

1996

  1. Adverse selection, volume and transactions around dividend announcements in a continuous auction system

    European Financial Management, Vol. 2, Núm. 1, pp. 39-67

1995

  1. Adverse selection, volume, and transactgions around dividend announcements in a continuous auction system

    III Foro de finanzas: Comunicaciones : Bilbao, 30 Noviembre y 1 Diciembre 1995