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Game, set and match: the favorite long-shot bias in tennis betting exchanges
(Taylor & Francis, 2016)
Artículo / Artikulua,
We test for the existence of Favorite-Longshot Bias (FLB) in tennis betting exchanges. Despite these being order-driven markets, with no direct participation from bookmakers, we have found very similar results to those ...
The role of investor type in the fee structures of pension plans
(Springer, 2016)
Artículo / Artikulua,
We examine the role of the investor type in the fee structure of pension plans. Our examination uses a data set of employer-sponsored and individual private pension funds in Spain. We find different determinants of the ...
El tamaño de las empresas y la calidad del recurso empresarial: ¿causa o efecto?
(Gobierno Vasco, 2016)
info:eu-repo/semantics/article,
Este artículo explora las posibles causas de la heterogeneidad observada en la productividad de las empresas españolas, buscando un vínculo entre la calidad de gestión y el tamaño empresarial en el contexto de las empresas ...
Stock characteristics, investor type and market myopia
(Taylor & Francis, 2016)
Artículo / Artikulua,
This paper investigates the role of stock characteristics and investor type in market myopia. Using the Generalized Method of Moments (GMM) to control for endogeneity, we obtain evidence indicating that market myopia is ...
Volatility risk premia betas
(Universidad de Zaragoza, 2016)
Artículo / Artikulua,
This paper analyzes the cross-sectional and time-series behavior of thevolatility risk premia betas at the portfolio level. These betas show a monotonic relation with respect to the magnitude of the volatility risk premium ...
Has the global financial crisis had different effects on innovation performance in the agri-food sector by comparison to the rest of the economy?
(Elsevier, 2016)
info:eu-repo/semantics/article,
Background. The globalization and expansion of financial markets and the current economic crisis are changing the rules. Innovation has ceased to be part of the business strategy in many companies. However, in other companies ...
Pooling expert opinion on environmental discounting: an international Delphi survey
(Medknow, 2016)
info:eu-repo/semantics/article,
The primary aim of this study is to examine the various issues involved in environmental discounting using a Delphi
survey of a worldwide panel drawn from specialists in issues relating to discounting and long-term ...
The cross-sectional variation of volatility risk premia
(Elsevier, 2016)
info:eu-repo/semantics/article,
This paper analyzes the determinants of the cross-sectional variation of the average volatility risk premia for a representative set of portfolios sorted by volatility risk premium beta. The market volatility risk premium ...
How credit ratings affect sovereign credit risk: cross-border evidence in Latin American emerging markets
(Elsevier, 2016)
info:eu-repo/semantics/article,
This article builds upon previous literature by providing a better understanding of how contagion changes in bordering sovereign CDS emerging markets resulting from credit rating events. To that end, we follow the novel ...
Bank fragility and contagion: evidence from the bank CDS market
(Elsevier, 2016)
info:eu-repo/semantics/article,
Understanding how contagion works among financial institutions is a top priority for regulators and policy makers who aim to foster financial stability and to prevent financial crises. Using bank credit default swap (CDS) ...