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Overweighting of public information in financial markets: A lesson from the lab
(Elsevier, 2021-08-18)
We study the information aggregation process in a laboratory financial market where traders have access to costly private and free public imperfect information. The public disclosure provokes (i) a crowding-out effect on ...
Cobertura con contratos de futuro sobre el IBEX 35
(Universitat Jaume I, 2014-11-24)
Durante las últimas décadas la cobertura con futuros ha sido tema de mucha
investigación, y como consecuencia de ello, en la literatura existen muchos métodos
para lograr un ratio óptimo de cobertura. El problema se ...
Consequences of the sovereign debt crisis in the eurozone financial markets
(Universitat Jaume I, 2017-06-13)
The objective of this paper is to analyse to what extend the sovereign debt crisis
affected the Eurozone financial markets and what policies the ECB carried out during
those years, making a difference between peripheral ...
Which cryptocurrency data sources should scholars use?
(Elsevier, 2022-02-16)
Inspired by Alexander and Dakos (2020), we shed more light on the adequacy of data in the cryptocurrency literature by analysing the scaling properties and underlying processes of the main cryptocurrency databases ...
Economic bubbles and effort gaps in experimental asset markets with heterogeneous information
(Universitat Jaume I, 2018-11-20)
We analyse the relationship of mispricing with the balance between the number of asks and bids in the market. Data used come from Alfarano et al.(2006), where they present the results of treatments with different informational ...
Spanish audit legislation: the leading role of the penalties system for auditor's independence infringements
(Universitat Jaume I, 2016-07-18)
Recent financial scandals have provoked the loss of confidence in the financial information, forcing changes in the audit legislation. In this sense, one of the most important aspects to improve the audit quality is the ...