Details about Jose M. Marin

Access statistics for papers by Jose M. Marin.

Last updated 2016-06-26. Update your information in the RePEc Author Service.

Short-id: pma395

Working Papers

2019

1. Anticipating the financial crisis: Evidence from insider trading in banks
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
   Also in Working Papers, Barcelona Graduate School of Economics (2016)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)

2011

2. On the economics of hedge fund drawdown status: Performance, insurance selling and darwinian selection
   Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales

2010

3. Performance evaluation in competitive REE models
   Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales
4. Price support in the stock market
   Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales View citations (1)

2007

5. 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)
6. The Dog that Did Not Bark: Insider Trading and Crashes
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Post-Print, HAL (2006) View citations (2)
   Working Papers, Barcelona Graduate School of Economics (2006)
   Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales (2007) View citations (2)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) View citations (2)
   See also Journal Article in Journal of Finance (2008)
7. The use of derivatives in the spanish mutual fund industry
   Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales View citations (4)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) View citations (2)

2006

8. Pension Plan Funding and Stock Market Efficiency
   Post-Print, HAL View citations (36)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (3)
   See also Journal Article in Journal of Finance (2006)
9. Portable Alphas from Pension Mispricing
   Post-Print, HAL View citations (5)
   Also in Working Papers, Barcelona Graduate School of Economics (2005)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (2)

2003

10. On the impact of leverage constraints on asset prices and trading volume
    Post-Print, HAL
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2002)
11. Pension Plan Funding and Market Efficiency
    Working Papers, Barcelona Graduate School of Economics

1997

12. Constraints and non-existence of rational expectations equilibria
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
13. Speculative Securities
    FMG Discussion Papers, Financial Markets Group
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1997) View citations (3)
    See also Journal Article in Economic Theory (1999)

1996

14. Information Revelation and Market Incompleteness
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics View citations (14)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1996) View citations (3)
    See also Journal Article in Review of Economic Studies (2000)

1995

15. 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)
16. Innovation, 'Bank' Monitoring and Endogenous Financial Development
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1994) View citations (2)
    See also Journal Article in Journal of Monetary Economics (1996)

1994

17. 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

2015

1. Price support by bank-affiliated mutual funds
   Journal of Financial Economics, 2015, 115, (3), 614-638 View citations (6)

2008

2. The Dog That Did Not Bark: Insider Trading and Crashes
   Journal of Finance, 2008, 63, (5), 2429-2476 View citations (35)
   See also Working Paper (2007)

2006

3. Pension Plan Funding and Stock Market Efficiency
   Journal of Finance, 2006, 61, (2), 921-956 View citations (40)
   See also Working Paper (2006)

2000

4. Information Revelation and Market Incompleteness
   Review of Economic Studies, 2000, 67, (3), 563-579 View citations (27)
   See also Working Paper (1996)

1999

5. Speculative securities
   Economic Theory, 1999, 14, (3), 653-668 View citations (2)
   See also Working Paper (1997)

1996

6. Innovation, bank monitoring, and endogenous financial development
   Journal of Monetary Economics, 1996, 38, (2), 269-301 View citations (75)
   See also Working Paper (1995)