sample of publications
-
articles
- Financial reporting quality effects of imposing (gender) quotas on boards of directors. JOURNAL OF ACCOUNTING AND PUBLIC POLICY. 41. 2022
- Quality of evidence and legal decision-making. American Law and Economics Review. 24:327-368. 2022
- Heterogeneity and competition in fragmented markets: fees vs speed. Applied Mathematical Finance. 28:143-177. 2021
- Cointegration, information transmission, and the lead-lag effect between industry portfolios and the stock market. JOURNAL OF FORECASTING. 40:1291-1309. 2021
- Information disclosure in optimal auctions. INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION. 63:460-479. 2019
- Ultra-Fast Activity and Intraday Market Quality. JOURNAL OF BANKING & FINANCE. 19:157-181. 2019
- Product liability should reward firm transparency. INTERNATIONAL REVIEW OF LAW AND ECONOMICS. 56:160-169. 2018
- The Governance of Perpetual Financial Intermediaries. JOURNAL OF INSTITUTIONAL AND THEORETICAL ECONOMICS-ZEITSCHRIFT FUR DIE GESAMTE STAATSWISSENSCHAFT. 173:498-522. 2016
- Tort reform and the theory of coordinating tort and insurance. INTERNATIONAL REVIEW OF LAW AND ECONOMICS. 43:83-97. 2015
- Where is the Value in High-Frequency Trading?. Quarterly Journal of Finance. 3. 2012
- Signal Orderings based on Dispersion and the Supply of Private Information in Auctions. ECONOMETRICA. 78:1007-1030. 2010
- A Study of the Interaction of Insurance and Financial Markets: Efficiency and Full Insurance Coverage. JOURNAL OF RISK AND INSURANCE. 75:313-342. 2008
- Empirical Implications of Information Structure in Finite Extensive Form Games. B E Journal of Theoretical Economics. 8:1-47. 2008
-
book chapters
- Problemas de concepto, valoración y cuantificación del daño moral (Análisis económico del derecho). In: El daño moral y su cuantificación. EDITORIAL BOSCH, S.A.. 83-126. 2015
-
books
- Algorithmic and High-Frequency Trading. CAMBRIDGE UNIVERSITY PRESS. 2015
-
conference contributions
- Accounting quality effects of imposing gender quotas on boards of directors 2015
- On Speed, Technology and Market Quality: the NASDAQ 120 in March 2014
- Accounting quality effects of imposing gender quotas on boards of directors 2013
- Accounting quality qffects of imposing gender quotas on board of directors 2013
- Loanable Funds, Securitization, Central Bank supervision, and Growth 2013
- Ultra-fast activity and market quality 2013
- An Insurance Market Experiment 2008
- Insurance and tort: coordination systems and imperfect liability rules 2008
- Insurance and tort: coordination systems and imperfect liability rules 2008
-
working papers