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 0 4 38 183
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 4 480 0 4 16 1,175
Effects of Information Overload on Financial Markets: How Much Is Too Much? 0 1 4 19 0 5 19 37
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 2 114 0 0 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 1 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 2 15 0 1 6 68
Total Working Papers 0 1 15 789 1 15 89 2,325

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 1 2 8 0 2 5 47
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 0 6 1 1 3 57
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 7 89 1 2 22 349
Do investors follow the herd in option markets? 1 1 1 9 1 3 7 60
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 0 1 63
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 1 1 104
Make-take decisions under high-frequency trading competition 0 0 0 9 0 0 1 50
The effect of environmental policies on risk reductions in energy generation 0 0 0 5 2 3 5 32
The success of option listings 0 0 0 10 0 0 0 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 0 3 39 0 3 11 140
What do we know about individual equity options? 0 0 0 9 0 2 4 125
Total Journal Articles 1 2 14 264 5 17 62 1,257

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 4 9 198 3 9 25 703
Total Books 2 4 9 198 3 9 25 703

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 3 98 1 5 14 449
Total Chapters 0 0 3 98 1 5 14 449

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03