Details about Jose M. Marin

Access statistics for papers by Jose M. Marin.

Last updated 2008-12-01. Update your information in the RePEc Author Service.

Short-id: pma395

Working Papers

2007

1. Firms vs. insiders as traders of last resort
   Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales
   Also in
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006)
2. The Dog that Did Not Bark: Insider Trading and Crashes
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in
   Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales (2007)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) View citations
   See Also Journal Article in Journal of Finance (2008)
3. The use of derivatives in the spanish mutual fund industry
   Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales
   Also in
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006)

2005

4. Pension Plan Funding and Stock Market Efficiency
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
   See Also Journal Article in Journal of Finance (2006)
5. Portable Alphas from Pension Mispricing
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra

2002

6. On the Impact of Leverage Constraints on Asset Prices and Trading Volume
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra

1997

7. Constraints and Non-Existence of Rational Expectations Equilibria
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
8. Speculative Securities
   FMG Discussion Papers, Financial Markets Group
   Also in
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1997) View citations

1996

9. Information Revelation and Market Incompleteness
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
   Also in
   Archive Working Papers, Birkbeck, The Institute for Financial Research (1996) View citations
   See Also Journal Article in Review of Economic Studies (2000)

1995

10. Innovation, 'Bank' Monitoring and Endogenous Development
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)
11. Innovation, 'Bank' Monitoring and Endogenous Financial Development
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1994) View citations
    See Also Journal Article in Journal of Monetary Economics (1996)

1994

12. A Model of Financial Markets with Default and The Role of "Ex-ante" Redundant Assets
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra

Journal Articles

2008

1. The Dog That Did Not Bark: Insider Trading and Crashes
   Journal of Finance, 2008, 63, (5), 2429-2476
   See Also Working Paper (2007)

2006

2. Pension Plan Funding and Stock Market Efficiency
   Journal of Finance, 2006, 61, (2), 921-956 View citations
   See Also Working Paper (2005)

2000

3. Information Revelation and Market Incompleteness
   Review of Economic Studies, 2000, 67, (3), 563-79 View citations
   See Also Working Paper (1996)

1999

4. research articles: Speculative securities
   Economic Theory, 1999, 14, (3), 653-668

1996

5. Innovation, bank monitoring, and endogenous financial development
   Journal of Monetary Economics, 1996, 38, (2), 269-301 View citations
   See Also Working Paper (1995)