Access Statistics for Javier Perote

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
A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility 0 0 0 89 0 1 1 431
Firm size and concentration inequality: A flexible extension of Gibrat’s law 1 2 31 31 3 8 24 24
Forecasting the density of asset returns 0 0 1 1 1 3 8 17
Forecasting the density of asset returns 0 0 0 4 0 1 4 27
Higher-order moments in the theory of diversification and portfolio composition 0 0 2 47 2 3 8 163
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 2 18 0 3 10 63
Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach 2 2 5 19 3 6 16 29
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 2 2 8 35
Multivariate Gram-Charlier Densities 1 1 4 35 1 1 4 124
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 22 0 4 12 36
On the stability of the CRRA utility under high degrees of uncertainty 0 0 1 9 0 1 3 50
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 0 102 0 1 6 439
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 1 160 1 3 8 602
Strategic behavior in regressions: an experimental 0 0 1 39 0 1 2 46
Strategy-Proof Estimators for Simple Regression 0 0 0 8 0 0 2 15
Strategy-Proof Estimators for Simple Regression 0 1 2 136 1 4 6 756
THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS 0 0 0 185 1 2 9 980
The Impossibility of Strategy-Proof Clustering 0 0 1 63 0 0 3 270
The productivity of top researchers: A semi-nonparametric approach 0 0 0 16 1 2 7 31
Uncertainty in Electricity Markets from a seminonparametric Approach 0 0 9 9 1 3 5 5
Within-Team Competition in the Minimum Effort Coordination Game 0 0 0 223 1 6 12 1,114
Total Working Papers 4 6 60 1,246 18 55 158 5,257


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An investigation of insider trading profits in the Spanish stock market 0 0 4 116 1 2 15 310
Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback 0 0 1 22 1 3 6 147
Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management 0 0 3 9 2 3 13 54
Efficiency and Sustainability in Teamwork: The Role of Entry Costs 0 0 1 2 3 7 20 28
FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? 0 1 1 95 0 2 5 326
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 1 1 1 0 2 6 6
Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions 0 0 1 14 2 3 4 52
Gram-Charlier densities: a multivariate approach 1 1 1 48 3 3 3 100
Gram–Charlier densities: Maximum likelihood versus the method of moments 1 2 5 38 2 5 11 117
Measuring firm size distribution with semi-nonparametric densities 0 0 0 0 2 4 9 12
Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience 0 0 0 39 2 3 4 135
Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience 0 0 0 7 0 1 1 22
Moments expansion densities for quantifying financial risk 0 0 0 3 1 3 9 19
Moral hazard and default risk of SMEs with collateralized loans 1 1 8 8 3 6 23 23
Multivariate approximations to portfolio return distribution 0 0 0 1 0 3 7 11
Multivariate approximations to portfolio return distribution 0 0 0 0 2 2 4 12
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 0 1 1 4 6 10
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 1 0 0 1 16
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 1 25 0 0 2 102
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 0 0 2 82
Positive Definiteness of Multivariate Densities Based on Hermite Polynomials 0 0 0 1 0 0 0 2
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 1 3 5 62 1 8 13 183
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 1 14 0 0 2 38
Strategic behavior in regressions: an experimental study 0 0 0 1 0 0 0 17
Strategy-proof estimators for simple regression 0 0 0 25 0 1 3 135
Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t 0 0 1 68 1 1 6 259
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 0 0 1 4 12
The drivers of Bitcoin demand: A short and long-run analysis 6 10 21 21 10 25 59 59
The impossibility of strategy-proof clustering 0 0 1 7 0 2 12 45
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 1 7 1 3 7 24
The multivariate Edgeworth-Sargan density 0 0 0 47 0 0 0 180
The productivity of top researchers: a semi-nonparametric approach 0 0 0 1 2 4 9 32
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 1 1 13 0 2 2 49
WITHIN‐TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME 0 0 1 51 2 5 8 323
What Enhances Insider Trading Profitability? 0 0 1 58 0 0 1 203
Total Journal Articles 10 20 60 818 42 108 277 3,145


Statistics updated 2019-11-03