Details about Jose Luis Miralles Quiros
Access statistics for papers by Jose Luis Miralles Quiros.
Last updated 2017-03-14. Update your information in the RePEc Author Service.
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- Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach
Czech Journal of Economics and Finance (Finance a uver), 2018, 68, (1), 71-98
- Improving Diversification Opportunities for Socially Responsible Investors
Journal of Business Ethics, 2017, 140, (2), 339-351 View citations (1)
- Do DOW returns really influence the intraday Spanish stock market behavior?
Research in International Business and Finance, 2015, 33, (C), 99-126
- Improving international diversification benefits for US investors
The North American Journal of Economics and Finance, 2015, 32, (C), 64-76 View citations (4)
- Intraday patterns and trading strategies in the Spanish stock market
Applied Economics, 2015, 47, (1), 88-99
- Improving the CARR model using extreme range estimators
Applied Financial Economics, 2013, 23, (21), 1635-1647 View citations (1)
- The role of country and industry factors during volatile times
Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 273-290 View citations (3)
- Asset pricing with idiosyncratic risk: The Spanish case
International Review of Economics & Finance, 2012, 21, (1), 261-271 View citations (7)
- Intraday linkages between the Spanish and the US stock markets: evidence of an overreaction effect
Applied Economics, 2010, 42, (2), 223-235 View citations (3)
- Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market
Journal of International Financial Markets, Institutions and Money, 2008, 18, (1), 1-15 View citations (1)
- Análisis Media-semivarianza: Una Aplicación A Las Primas De Riesgo En El Mercado De Valores Español/Mean-semivariance Analysis: An Application To Risk Premiums In The Spanish Stock Market
Estudios de Economía Aplicada, 2007, 25, 199-214
- Sudden shifts in variance in the Spanish market: persistence and spillover effects
Applied Financial Economics, 2007, 18, (2), 115-124
- The Pricing of Systematic Liquidity Risk in Stock Markets
Notas Económicas, 2004, (20), 162-176 View citations (1)
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