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Interest rate sensitivity of spanish companies : an extension of the Fama-French five-factor model

Jareño, Francisco; González Pérez, María de la O; … - In: Acta oeconomica : periodical of the Hungarian Academy … 68 (2018) 4, pp. 617-638

Persistent link: https://www.econbiz.de/10011971203

Explaining the statistical features of the Spanish stock market from the bottom-up

Pascual, José A.; Pajares Gutiérrez, Javier; … - In: Advances in artificial economics : the economy as a …, (pp. 283-294). 2006

Persistent link: https://www.econbiz.de/10003481691

The switch from continuous to call auction trading in response to a large intraday price movement

Reboredo, Juan Carlos - In: Applied economics 44 (2012) 7/9, pp. 945-967

Persistent link: https://www.econbiz.de/10009569384

The information content in a volatility index for Spain

Gonzalez-Perez, Maria T.; Novales, Alfonso - In: SERIEs : Journal of the Spanish Economic Association 2 (2011) 2, pp. 185-216

A model-free methodology is used for the first time to estimate a daily volatility index (VIBEX-NEW) for the Spanish financial market.We use a public data set of daily option prices to compute this index and showthat daily changes in VIBEXNEW display a negative, tight contemporaneous...

Persistent link: https://www.econbiz.de/10009355558

Intraday stock market behavior after shocks : the importance of bull and bear markets in Spain

Miralles Marcelo, José Luis; Miralles-Quirós, José Luis - In: The journal of behavioral finance : a publication of … 15 (2014) 2, pp. 144-159

Persistent link: https://www.econbiz.de/10011303213

Do DOW returns really influence the intraday Spanish stock market behavior?

Miralles-Quirós, José Luis; Daza-Izquierdo, Julio - In: Research in international business and finance 33 (2015), pp. 99-126

Persistent link: https://www.econbiz.de/10011325882

Inflation news and stock returns : market direction and flow-through ability

Díaz, Antonio; Jareño, Francisco - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 775-798

Persistent link: https://www.econbiz.de/10009724080

Volatility and VaR forecasting in the Madrid stock exchange

Ñíguez, Trino-Manuel - In: Spanish economic review : SER 10 (2008) 3, pp. 169-196

Persistent link: https://www.econbiz.de/10003747257

The price of terror : the effects of terrorism on stock market returns and volatility

Arin, Kerim Peren; Ciferri, Davide; Spagnolo, Nicola - In: Economics letters 101 (2008) 3, pp. 164-167

Persistent link: https://www.econbiz.de/10003800814

Intraday patterns and trading strategies in the Spanish stock market

Miralles-Quirós, José Luis; Miralles-Quirós, María … - In: Applied economics 47 (2015) 1/3, pp. 88-99

Persistent link: https://www.econbiz.de/10010463950

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