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Transaction costs, arbitrage, and volatility spillover: a note

Arago, V.; Corredor, P.; Santamaria, R. - In: International Review of Economics & Finance 12 (2003) 3, pp. 399-415

Persistent link: https://www.econbiz.de/10005205462

Is bad news cause of asymmetric volatility response? A note

Blasco, N.; Corredor, P.; Santamaria, R. - In: Applied Economics 34 (2002) 10, pp. 1227-1231

This article uses a direct test of the impact of economic news on stock volatility. The main interest is to test whether the asymmetric response of volatility can be due to the effect of bad news. To do this, this study takes items of news into account as exogenous variables. The analysis is...

Persistent link: https://www.econbiz.de/10009209996

Option-Expiration Effects in Small Markets: The Spanish Stock Exchange

Corredor, P.; Lechon, P.; Santamaria, R. - In: The journal of futures markets 21 (2001) 10, pp. 905-928

Persistent link: https://www.econbiz.de/10006831511

Testing memory patterns in the Spanish stock market

Blasco, N.; Santamaria, R. - In: Applied financial economics 6 (1996) 5, pp. 401-412

Persistent link: https://www.econbiz.de/10007706973

International diversification among the capital markets of the ECC

Espitia, M.; Santamaria, R. - In: Applied financial economics 4 (1994) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10007712695

Transaction costs, arbitrage, and volatility spillover: a note

Arago, V.; Corredor, P.; Santamaria, R. - In: International review of economics & finance : IREF 12 (2003) 3, pp. 399

Persistent link: https://www.econbiz.de/10007655090

Is bad news cause of asymmetric volatility response? A note

Blasco, N.; Corredor, P.; Santamaria, R. - In: Applied economics 34 (2002) 10, pp. 1227-1232

Persistent link: https://www.econbiz.de/10007662729

A multicriteria approach based on Analytic Hierarchy Process and compromise programming in portfolio selection

Santamaría, Rafael; Aguarón, Juan; Moreno‐Jiménez, … - In: Journal of Multi-Criteria Decision Analysis 27 (2019) 1-2, pp. 141-146

Persistent link: https://www.econbiz.de/10012189641

Does informed trading occur in the options market? Some revealing clues

Blasco, Natividad; Corredor, Pilar; Santamaría, Rafael - In: Accounting and finance : journal of the Accounting … 50 (2010) 3, pp. 555-580

Persistent link: https://www.econbiz.de/10008446973

Determinants of the underpricing of new shares during the subscription period: empirical evidence from the Spanish stock exchange

Riaño, Consuelo; Ruiz, Fco Javier; Santamaría, Rafael - In: Applied financial economics 17 (2007) 7-9, pp. 521-540

Persistent link: https://www.econbiz.de/10007751351