Access Statistics for Alejandro Bernales

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A tale of one exchange and two order books: Effects of fragmentation in the absence of competition	0	0	0	11	0	1	17	29
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests	0	2	12	450	3	7	36	1,105
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?	1	2	11	96	2	4	22	235
Risk Management with Thinly Traded Securities: Methodology and Implementation	0	0	0	1	0	0	6	7
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings	0	0	0	6	1	1	6	74
The Effects of Information Asymmetries on the Success of Stock Option Listings	1	2	7	109	4	12	70	413
The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending	0	1	1	27	0	3	12	78
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps	0	0	0	0	1	2	12	26
Total Working Papers	2	7	31	700	11	30	181	1,967

Journal Article	File Downloads				Abstract Views
Journal Article	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	5	0	1	16	32
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation	0	0	0	5	0	0	2	44
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests	1	3	7	58	5	9	27	187
International workshop on algorithmic and high-frequency trading:a brief summary	0	0	1	11	0	0	17	54
Learning and forecasts about option returns through the volatility risk premium	0	0	1	11	0	1	7	53
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?	0	0	7	38	0	1	14	86
The success of option listings	0	0	0	6	0	1	8	31
Thinly traded securities and risk management	0	0	1	7	4	7	16	83
Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013	0	2	6	23	1	5	29	81
Total Journal Articles	1	5	24	164	10	25	136	651

Book	File Downloads				Abstract Views
Book	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
50 Years of Money and Finance: Lessons and Challenges	0	3	30	145	5	21	119	531
Total Books	0	3	30	145	5	21	119	531

Chapter	File Downloads				Abstract Views
Chapter	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	2	3	7	76	3	9	31	348
Total Chapters	2	3	7	76	3	9	31	348

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Statistics updated 2020-09-04