Details about Javier Perote

Access statistics for papers by Javier Perote.

Last updated 2013-04-29. Update your information in the RePEc Author Service.

Short-id: ppe277

Working Papers

2013

1. Higher-order moments in the theory of diversification and portfolio composition
   Working Papers, Lancaster University Management School, Economics Department

2012

2. Strategic behavior in regressions: an experimental
   Working Papers, FEDEA

2011

3. On the stability of the CRRA utility under high degrees of uncertainty
   Working Papers, Lancaster University Management School, Economics Department

2008

4. Multivariate Gram-Charlier Densities
   MPRA Paper, University Library of Munich, Germany

2007

5. Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments
   Kiel Working Papers, Kiel Institute for the World Economy View citations (7)
   Also in Experimental, EconWPA (2005) View citations (3)
   See also Journal Article in Journal of Economic Psychology (2009)

2005

6. THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS
   Experimental, EconWPA
7. Within-Team Competition in the Minimum Effort Coordination Game
   Experimental, EconWPA View citations (2)
   See also Journal Article in Pacific Economic Review (2006)

2004

8. Forecasting the density of asset returns
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (1)

2003

9. A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility
   Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
10. Strategy-Proof Estimators for Simple Regression
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
    See also Journal Article in Mathematical Social Sciences (2004)
11. The Impossibility of Strategy-Proof Clustering
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces View citations (1)
    See also Journal Article in Economics Bulletin (2003)

Journal Articles

2012

1. Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions
   Oxford Bulletin of Economics and Statistics, 2012, 74, (4), 600-627 View citations (1)
2. Gram–Charlier densities: Maximum likelihood versus the method of moments
   Insurance: Mathematics and Economics, 2012, 51, (3), 531-537
3. On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
   Economics Letters, 2012, 115, (2), 244-248 View citations (1)

2011

4. Multivariate semi-nonparametric distributions with dynamic conditional correlations
   International Journal of Forecasting, 2011, 27, (2), 347-364 View citations (1)
   Also in International Journal of Forecasting, 2011, 27, (2), 347-364 (2011) View citations (1)

2009

5. Gram-Charlier densities: a multivariate approach
   Quantitative Finance, 2009, 9, (7), 855-868 View citations (4)
6. Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments
   Journal of Economic Psychology, 2009, 30, (1), 52-60 View citations (14)
   See also Working Paper (2007)

2008

7. Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback
   Experimental Economics, 2008, 11, (2), 190-202 View citations (3)
8. FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER?
   Applied Econometrics and International Development, 2008, 8, (1), 53-58

2007

9. What Enhances Insider Trading Profitability?
   Atlantic Economic Journal, 2007, 35, (2), 173-188

2006

10. Positive Definiteness of Multivariate Densities Based on Hermite Polynomials
    International Advances in Economic Research, 2006, 12, (3), 425-425
11. WITHIN-TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME
    Pacific Economic Review, 2006, 11, (2), 247-266 View citations (2)
    See also Working Paper (2005)

2004

12. Strategy-proof estimators for simple regression
    Mathematical Social Sciences, 2004, 47, (2), 153-176 View citations (1)
    See also Working Paper (2003)
13. The multivariate Edgeworth-Sargan density
    Spanish Economic Review, 2004, 6, (1), 77-96 View citations (2)

2003

14. Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience
    Journal of Business Finance & Accounting, 2003, 30, (5-6), 715-747 View citations (8)
15. The impossibility of strategy-proof clustering
    Economics Bulletin, 2003, 4, (23), 1-9
    See also Working Paper (2003)

2002

16. An investigation of insider trading profits in the Spanish stock market
    The Quarterly Review of Economics and Finance, 2002, 42, (1), 73-94 View citations (7)

2000

17. Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t
    European Journal of Finance, 2000, 6, (2), 225-239 View citations (2)