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  Finanzas de Mercado y Econometría Financiera

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Field of study:
Social Sciences and Law Studies
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Annual reports

Annual report
  • Econometría financiera
  • Valoración de activos financieros
  • Microestructura de mercados
  • Finanzas corporativas y salidas a bolsa
  • Revelación de información y asimetría informativa
  • Derivados y gestión de riesgo de mercado

 

 

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RELEVANT CONTRIBUTIONS TO RESEARCH PROJECTS
  • Project title: Incertidumbre, Conexiones en Volatilidad, y los Efectos de las Fricciones en los Precios de los Activos Financieros y la Actividad Real
    Competitive: Yes
    European: No
    Public: Yes
    Project sponsors: MINISTERIO DE ECONOMIA Y EMPRESA
    Starting date: 01/01/2019
    Termination date: 31/12/2021
  • Project title: On the Managerial Preferences for Underinsuring Credit Loss Recognition
    Competitive: Yes
    European: No
    Public: Yes
    Project sponsors: GENERALITAT VALENCIANA
    Starting date: 01/01/2019
    Termination date: 31/12/2020
  • Project title: Microeconomía Aplicada y Economía Financiera Empírica
    Competitive: Yes
    European: No
    Public: Yes
    Project sponsors: MINISTERIO DE ECONOMIA Y EMPRESA
    Starting date: 01/01/2018
    Termination date: 31/12/2021
  • Project title: Elección y Genero, Equidad y No-Discriminación
    Competitive: Yes
    European: No
    Public: Yes
    Project sponsors: MINISTERIO DE ECONOMIA Y EMPRESA
    Starting date: 30/12/2016
    Termination date: 29/12/2020
  • Project title: Relaciones entre variables macroeconómicas y precios de activos financieros y sus consecuencias para finanzas corportivas
    Competitive: Yes
    European: No
    Public: Yes
    Project sponsors: MINISTERIO DE ECONOMIA Y EMPRESA
    Starting date: 01/01/2016
    Termination date: 31/12/2018
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Publications See search box

RELEVANT CONTRIBUTIONS IN JOURNALS
  • Title: Screening rules and portfolio performance
    Authors: León, A.;Navarro, L.; Nieto, B.
    Journals The North American Journal of Economics and Finance
    Volume: 48
    Pages: 642 - 662
    Date: 2019
    ISSN: 1062-9408
    DOI: https://doi.org/10.1016/j.najef.2018.08.001
  • Title: Bid–ask spread estimator from high and low daily prices: Practical implementation for corporate bonds
    Authors: Nieto;B.
    Journals Journal of Empirical Finance
    Volume: 48
    Pages: 36 - 57
    Date: 2018
    ISSN: 0927-5398
    DOI: https://doi.org/10.1016/j.jempfin.2018.06.003
  • Title: One-sided performance measures under Gram-Charlier distributions
    Authors: León, A; Moreno, M.
    Journals Journal of Banking & Finance
    Volume: 74
    Pages: 38 - 50
    Date: 2017
    ISSN: 0378-4266
    DOI: https://doi.org/10.1016/j.jbankfin.2016.10.005
  • Title: Are Firms Accessing Venture Funding more Financially Constrained? New Evidence from Capital Structure Adjustments
    Authors: Balboa, M., Martí, J. and Tresierra, A.
    Journals The European Journal of Finance
    Volume: 23
    Pages: 243 - 265
    Date: 2017
    ISSN: 1351-847X
  • Title: A new pattern in international mobility? The case of Spain in the Great Crisis
    Authors: Ródenas, C.; M.Martí; Á.León
    Journals Investigación Económica
    Volume: LXXVI
    Pages: 153 - 181
    Date: 2017
    ISSN: 0185-1667
RELEVANT PUBLISHED BOOKS
  • Title: Lecciones de finanzas corporativas: valoración de proyectos y empresas
    Authors: Abad, D.; Balboa, M.; Rubia, A.
    Editorial: Taller Digital de la Universidad de Alicante
    Date: 2011
    ISBN: 978-84-694-1635-8
  • Title: Could investors obtain positive returns using security analysts` recommendations?
    Authors: Gómez Sala, J.C.; L¿pez Espinosa, G.
    Editorial: LAMBERT Academic Publishing
    Date: 2009
    ISBN: 9783838314808
  • Title: Apuntes de Economía Financiera
    Authors: Forner, C. y León, A.
    Editorial: Universidad de Alicante
    Date: 2009
    ISBN: 978-84-692-6083-8
RELEVANT PUBLISHED BOOK CHAPTERS
  • Book chapter title: Holding Back Volatility: Circuit Breakers, Price Limits,and Trading Halts
    Book title: Market Microstructure in Emerging and Developed Markets
    Authors: Abad,D.; Pascual,R.
    Editorial: John Wiley & Sons, Inc
    Pages: 303 - 324
    Date: 2013
    ISBN: 978-1-118-27844-4
  • Book chapter title: El Papel del Capital Riesgo en la Reducción de la Restricción Financiera de las Pymes
    Book title: El Sector del Capital Riesgo y su Influencia Clave en la Recuperación de la Economía Española
    Authors: Balboa, M.; Ferrer, M.A.; Martí, J.
    Editorial: Civitas
    Pages: 83 - 111
    Date: 2012
    ISBN: 978-84-470-3847-3
  • Book chapter title: Capital Structure Determinants in Growth Firms Accessing Venture Funding
    Book title: The Oxford Handbook of Venture Capital
    Authors: Balboa, M.; Martí, J. y Tresierra, A.
    Editorial: Oxford University Press (Canada)
    Pages: 328 - 353
    Date: 2012
    ISBN: 0195391594
  • Book chapter title: The Value of Liquidity and Trading Activity in Forecasting Downside Risk
    Book title: Funacial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measure
    Authors: Sachis-Marco, L.; Rubia, A.
    Editorial: Palgrave Macmillan
    Pages: 194 - 234
    Date: 2010
    ISBN: 978-0-230-28362-6
  • Book chapter title: Forecasting the Unconditional and Conditional Kurtosis of the Asset Returns Distribution
    Book title: Economic Forecasting
    Authors: Ñiguez, T.M., Perote, J.; Rubia, A.
    Editorial: Nova Publishers
    Pages: 310 - 326
    Date: 2009
    ISBN: 978-1-60741-068-3
RELEVANT CONFERENCE PAPERS
  • Title: An analysis of connectedness dynamics between risk-neutral equity and Treasury volatilities
    Authors: González-Urteaga, A.; Nieto, B.; Rubio, G.
    Type of participation: PAPER
    Conference name: European Financial Management Association (EFMA) annual meeting
    Event type: Internacional no UE
    City of performance: Ponta Delgada, Azores (Portugal)
    Date of performance: 26/06/2019
  • Title: Expected Stock Returns
    Authors: Gonzalez-Urteaga, A.; Nieto,B.; Rubio, G.
    Type of participation: PAPER
    Conference name: World Finance Conference
    Event type: Internacional no UE
    City of performance: Mauricio (Mauricio)
    Date of performance: 25/07/2018
  • Title: Risk Neutral Volatilities for Equity and Treasury Bond Returns
    Authors: Gonzalez-Urteaga, A.; Nieto,B.; Rubio, G.
    Type of participation: PAPER
    Conference name: Meeting on International Economics
    Event type: Internacional no UE
    City of performance: Villarreal (Castellón) (España)
    Date of performance: 28/06/2018
  • Title: Expected Stock Returns
    Authors: González-Urteaga, A.; Nieto, B.; Rubio, G.
    Type of participation: PAPER
    Conference name: Annual Conference of the Multinational Finance Society
    Event type: Internacional no UE
    City of performance: Bucarest (Rumanía)
    Date of performance: 25/06/2017
  • Title: One-sided performance measures under Gram-Charlier distributions
    Authors: León, A.; Moreno, M.
    Type of participation: PAPER
    Conference name: Finance Forum, AEFIN
    Event type: Unión Europea
    City of performance: Madrid (España)
    Date of performance: 07/07/2016