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 2 31 1 2 30 185
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 1 1 4 481 1 1 15 1,176
Effects of Information Overload on Financial Markets: How Much Is Too Much? 0 0 1 19 1 3 17 40
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 1 114 0 0 5 269
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 3 0 0 0 20
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 10 0 1 1 91
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 0 4 68
Total Working Papers 1 1 8 790 3 7 74 2,331


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 0 2 8 0 0 5 47
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 0 6 0 3 5 59
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 3 89 0 1 14 349
Do investors follow the herd in option markets? 0 1 1 9 1 3 8 62
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 0 14 0 0 0 62
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 2 64
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 1 2 105
Make-take decisions under high-frequency trading competition 0 0 0 9 0 1 2 51
The effect of environmental policies on risk reductions in energy generation 0 0 0 5 0 2 4 32
The success of option listings 0 0 0 10 0 0 0 52
Thinly traded securities and risk management 0 0 0 8 1 1 1 98
Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 1 1 3 40 2 2 9 142
What do we know about individual equity options? 0 0 0 9 0 0 3 125
Total Journal Articles 1 2 9 265 5 15 55 1,267


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 0 2 5 198 0 5 19 705
Total Books 0 2 5 198 0 5 19 705


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 11 449
Total Chapters 0 0 2 98 0 1 11 449


Statistics updated 2025-05-12