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 0 28 1 8 23 140
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 1 4 16 476 1 4 21 1,159
Effects of Information Overload on Financial Markets: How Much Is Too Much? 0 0 15 15 1 6 17 17
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 2 112 0 0 3 263
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 2 0 0 1 19
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 2 10 0 0 2 90
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 1 4 117 0 1 4 426
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 0 0 3 54
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk 0 0 1 13 0 0 6 62
Total Working Papers 1 5 40 773 3 19 80 2,230


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 0 6 1 1 1 42
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 0 6 0 0 1 53
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 1 9 82 2 3 40 325
Do investors follow the herd in option markets? 0 0 0 8 1 4 5 53
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 1 13 0 0 1 61
Learning and Index Option Returns 0 0 0 5 0 0 1 18
Learning and forecasts about option returns through the volatility risk premium 0 0 0 11 0 0 1 62
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 8 0 0 3 48
The effect of environmental policies on risk reductions in energy generation 0 0 1 5 1 1 7 27
The success of option listings 0 0 0 10 1 1 3 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 1 1 1 36 1 2 7 126
What do we know about individual equity options? 0 0 2 9 0 0 63 121
Total Journal Articles 1 2 15 249 7 12 133 1,188


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 2 2 10 186 4 9 38 675
Total Books 2 2 10 186 4 9 38 675


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 3 3 8 95 3 8 24 434
Total Chapters 3 3 8 95 3 8 24 434


Statistics updated 2024-02-04