Details about Jose M. Marin

Access statistics for papers by Jose M. Marin.

Last updated 2021-05-25. Update your information in the RePEc Author Service.

Short-id: pma395

Working Papers

2020

1. Anticipating the Financial Crisis: Evidence from Insider Trading in Banks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in Working Papers, Barcelona School of Economics (2016) View citations (2)
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2019)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2016) View citations (1)
   See also Journal Article Anticipating the financial crisis: Evidence from insider trading in banks, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2020) (2020)
2. Informe Final del Grupo de Trabajo Mixto Covid-19: POR UN PACTO POLÍTICO Y SOCIAL EN TORNO A UNA ESTRATEGIA DE REACTIVACIÓN Y CRECIMIENTO INCLUSIVOS
   Policy Papers, FEDEA
3. Informe Final del Grupo de Trabajo Mixto Covid-19: POR UN PACTO POLÍTICO Y SOCIAL EN TORNO A UNA ESTRATEGIA DE REACTIVACIÓN Y CRECIMIENTO INCLUSIVOS (versión abreviada)
   Policy Papers, FEDEA
4. Informes del Grupo de Trabajo Mixto Covid-19. The economic consequences of Covid in Spain and how to deal with them
   Policy Papers, FEDEA
5. Sistema educativo, formación de capital humano, ciencia e investigación tras la COVID-19
   Policy Papers, FEDEA

2015

6. Portable Alphas from Pension Mispricing
   Working Papers, Barcelona School of Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (2)
   Post-Print, HAL (2006) View citations (5)
7. The Dog That Did Not Bark: Insider Trading and Crashes
   Working Papers, Barcelona School of Economics
   Also in 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)
   Post-Print, HAL (2006) View citations (2)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (1)
   See also Journal Article The Dog That Did Not Bark: Insider Trading and Crashes, Journal of Finance, American Finance Association (2008) View citations (88) (2008)

2011

8. 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

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

2007

11. 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)
12. 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 (6)

2006

13. Pension Plan Funding and Stock Market Efficiency
    Post-Print, HAL View citations (65)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (3)
    See also Journal Article Pension Plan Funding and Stock Market Efficiency, Journal of Finance, American Finance Association (2006) View citations (70) (2006)

2003

14. 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)

1997

15. Constraints and non-existence of rational expectations equilibria
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
16. 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 Speculative securities, Economic Theory, Springer (1999) View citations (4) (1999)

1996

17. Information Revelation and Market Incompleteness
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics View citations (17)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1996) View citations (5)
    See also Journal Article Information Revelation and Market Incompleteness, The Review of Economic Studies, Review of Economic Studies Ltd (2000) View citations (33) (2000)

1995

18. 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)
19. 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 Innovation, bank monitoring, and endogenous financial development, Journal of Monetary Economics, Elsevier (1996) View citations (103) (1996)

1994

20. 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

2020

1. Anticipating the financial crisis: Evidence from insider trading in banks
   EconStor Open Access Articles and Book Chapters, 2020, 35, (102), 213-267
   Also in Economic Policy, 2020, 35, (102), 213-267 (2020)
   See also Working Paper Anticipating the Financial Crisis: Evidence from Insider Trading in Banks, CEPR Discussion Papers (2020) View citations (2) (2020)

2015

2. Price support by bank-affiliated mutual funds
   Journal of Financial Economics, 2015, 115, (3), 614-638 View citations (34)

2008

3. The Dog That Did Not Bark: Insider Trading and Crashes
   Journal of Finance, 2008, 63, (5), 2429-2476 View citations (88)
   See also Working Paper The Dog That Did Not Bark: Insider Trading and Crashes, Working Papers (2015) (2015)

2006

4. Pension Plan Funding and Stock Market Efficiency
   Journal of Finance, 2006, 61, (2), 921-956 View citations (70)
   See also Working Paper Pension Plan Funding and Stock Market Efficiency, Post-Print (2006) View citations (65) (2006)

2000

5. Information Revelation and Market Incompleteness
   The Review of Economic Studies, 2000, 67, (3), 563-579 View citations (33)
   See also Working Paper Information Revelation and Market Incompleteness, Archive Working Papers (1996) View citations (17) (1996)

1999

6. Speculative securities
   Economic Theory, 1999, 14, (3), 653-668 View citations (4)
   See also Working Paper Speculative Securities, FMG Discussion Papers (1997) (1997)

1996

7. Innovation, bank monitoring, and endogenous financial development
   Journal of Monetary Economics, 1996, 38, (2), 269-301 View citations (103)
   See also Working Paper Innovation, 'Bank' Monitoring and Endogenous Financial Development, CEPR Discussion Papers (1995) View citations (10) (1995)