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 0 4 23 189
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 2 481 1 3 11 1,179
Dark trading and alternative execution priority rules 0 0 1 5 0 1 8 12
Effects of Information Overload on Financial Markets: How Much Is Too Much? 0 2 3 21 4 12 24 54
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 0 882 0 0 2 2,467
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 3 1 2 2 22
The Dynamics of the Short-Term Interest Rate in the UK 1 2 5 408 9 27 72 1,637
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 0 427
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 1 4 12 2,087 15 51 153 6,472

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 9 1 1 6 49
Blue-Collar Crime and Finance 0 0 2 4 0 3 17 41
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 0 6 2 2 7 62
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 1 89 0 2 8 353
Do investors follow the herd in option markets? 1 1 2 10 1 1 7 63
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 0 2 46 0 1 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 0 1 3 65
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 2 2 4 107
Make-take decisions under high-frequency trading competition 0 0 0 9 0 0 1 51
Speculative bubbles under supply constraints, background risk and investment fraud in the art market 1 1 4 9 2 6 19 42
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 1 1 1 97
The success of option listings 0 0 0 10 0 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 0 2 0 0 2 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 0 2 9 144
What do we know about individual equity options? 0 0 0 9 0 1 4 126
Total Journal Articles 2 2 15 363 9 25 100 1,620

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 3 7 201 1 8 21 714
Total Books 1 3 7 201 1 8 21 714

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 0 10 450
Total Chapters 0 0 2 98 0 0 10 450

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Statistics updated 2025-09-05