Access Statistics for Alejandro Bernales

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Blue-Collar Crime and Finance 0 0 1 31 4 4 27 189
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 3 481 1 2 14 1,178
Dark trading and alternative execution priority rules 0 0 1 5 1 1 8 12
Effects of Information Overload on Financial Markets: How Much Is Too Much? 1 2 3 21 5 10 21 50
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 0 0 3 269
Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading 0 0 1 882 0 0 4 2,467
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 3 1 1 1 21
The Dynamics of the Short-Term Interest Rate in the UK 1 3 4 407 10 25 64 1,628
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 10 0 1 2 92
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 0 0 1 427
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 0 0 1 55
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk 0 0 0 15 0 1 5 69
Total Working Papers 2 5 13 2,086 22 45 151 6,457

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 1 2 9 0 1 5 48
Blue-Collar Crime and Finance 0 0 2 4 3 3 18 41
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 0 6 0 1 5 60
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 3 89 1 4 15 353
Do investors follow the herd in option markets? 0 0 1 9 0 0 7 62
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 0 14 0 0 0 62
La mesure du risque systémique. Synthèse de la conférence donnée à la Banque de France, par Robert F. Engle, prix Nobel d’économie, le 25 janvier 2012 0 1 2 46 1 2 5 148
Learning and Index Option Returns 0 0 0 5 0 0 0 19
Learning and forecasts about option returns through the volatility risk premium 0 0 0 11 1 1 3 65
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 0 2 105
Make-take decisions under high-frequency trading competition 0 0 0 9 0 0 2 51
Speculative bubbles under supply constraints, background risk and investment fraud in the art market 0 0 3 8 1 5 18 40
The effect of environmental policies on risk reductions in energy generation 0 0 0 5 0 0 4 32
The measurement of systemic risk. Summary of a lecture given by Robert F. Engle, winner of the Nobel Prize in Economics, Banque de France, 25 January 2012 0 0 0 35 0 0 0 96
The success of option listings 0 0 0 10 1 1 1 53
Thinly traded securities and risk management 0 0 0 8 0 1 2 99
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk 0 0 1 2 0 0 3 7
Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 0 0 2 40 1 2 9 144
What do we know about individual equity options? 0 0 0 9 0 1 4 126
Total Journal Articles 0 2 16 361 9 22 103 1,611

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
50 Years of Money and Finance: Lessons and Challenges 1 2 6 200 4 8 21 713
Total Books 1 2 6 200 4 8 21 713

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps 0 0 2 98 0 1 10 450
Total Chapters 0 0 2 98 0 1 10 450

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Statistics updated 2025-08-05