sample of publications
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articles
- Las ventas en corto: información o manipulación.. Revista de Economía y Finanzas. 1:223-228. 2023
- Heterogeneity and competition in fragmented markets: fees vs speed. Applied Mathematical Finance. 28:143-177. 2021
- Voluntary pre-trade anonymity and market liquidity. Spanish Journal of Finance and Accounting-Revista Espanola de Financiacion y Contabilidad. 50. 2020
- Ultra-Fast Activity and Intraday Market Quality. JOURNAL OF BANKING & FINANCE. 19:157-181. 2019
- Modelling the shape of the limit order book. QUANTITATIVE FINANCE. 18:1575-1597. 2018
- Modelling the shape of the limit order book. QUANTITATIVE FINANCE. 18:1575-1597. 2018
- Fragmentation vs. consolidation in Spanish Stock Exchange. A note.. Spanish Review of Financial Economics. 15:33-39. 2017
- ¿Qué sabemos de la negociación de alta frecuencia?. Bolsa de Madrid. 48-52. 2014
- Disclosure and Liquidity in a Driven by Orders Market: Empirical Evidence from Panel Data. Investigaciones Economicas. 32:339-370. 2008