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 1 3 31 6 13 44 179
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 1 7 480 0 3 15 1,171
Effects of Information Overload on Financial Markets: How Much Is Too Much? 0 0 3 18 0 2 18 32
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 2 114 0 3 6 269
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 1 3 0 0 1 20
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 10 0 0 0 90
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 1 117 0 0 2 427
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 0 1 1 55
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk 0 0 2 15 0 3 5 67
Total Working Papers 0 2 19 788 6 25 92 2,310

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 1 7 1 2 4 45
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 0 6 0 1 3 56
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 1 1 7 89 2 2 24 347
Do investors follow the herd in option markets? 0 0 0 8 0 1 6 57
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 1 14 0 0 1 62
Learning and Index Option Returns 0 0 0 5 0 0 1 19
Learning and forecasts about option returns through the volatility risk premium 0 0 0 11 0 1 1 63
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 0 0 103
Make-take decisions under high-frequency trading competition 0 0 1 9 0 0 2 50
The effect of environmental policies on risk reductions in energy generation 0 0 0 5 1 1 3 29
The success of option listings 0 0 0 10 0 0 1 52
Thinly traded securities and risk management 0 0 0 8 0 0 0 97
Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 0 1 4 39 1 2 13 137
What do we know about individual equity options? 0 0 0 9 0 1 2 123
Total Journal Articles 1 2 14 262 5 11 61 1,240

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 0 10 194 0 1 23 694
Total Books 0 0 10 194 0 1 23 694

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 1 2 6 98 3 4 14 444
Total Chapters 1 2 6 98 3 4 14 444

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Statistics updated 2024-12-04