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Details about Luis Muga

Workplace:Departamento de Gestión de Empresas (Department of Business Management), Universidad Pública de Navarra (Public University of Navarra), (more information at EDIRC)

Access statistics for papers by Luis Muga.

Last updated 2022-07-12. Update your information in the RePEc Author Service.

Short-id: pmu333


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Journal Articles

2022

  1. Lagged accuracy in credit-risk measures
    Finance Research Letters, 2022, 47, (PA) Downloads

2020

  1. Performance of default-risk measures: the sample matters
    Journal of Banking & Finance, 2020, 120, (C) Downloads View citations (5)
  2. The role of small bettors in price formation in betting exchanges
    Applied Economics, 2020, 52, (33), 3637-3650 Downloads

2019

  1. Hidden Power of Trading Activity: The FLB in Tennis Betting Exchanges
    Journal of Sports Economics, 2019, 20, (2), 261-285 Downloads View citations (3)

2017

  1. Bad company. The indirect effect of differences in corporate governance in the pension plan industry
    International Review of Financial Analysis, 2017, 54, (C), 63-75 Downloads
  2. Behavioral Biases Never Walk Alone
    Journal of Sports Economics, 2017, 18, (2), 99-125 Downloads View citations (3)

2016

  1. Game, set and match: the favourite-long shot bias in tennis betting exchanges
    Applied Economics Letters, 2016, 23, (8), 605-608 Downloads View citations (5)
  2. The Role of Investor Type in the Fee Structures of Pension Plans
    Journal of Financial Services Research, 2016, 50, (3), 387-417 Downloads View citations (2)

2015

  1. Momentum and default risk. Some results using the jump component
    International Review of Financial Analysis, 2015, 40, (C), 185-193 Downloads View citations (1)

2014

  1. Is default risk the hidden factor in momentum returns? Some empirical results
    Accounting and Finance, 2014, 54, (3), 671-698 Downloads View citations (4)

2013

  1. Does Default Probability Matter in Latin American Emerging Markets?
    Emerging Markets Finance and Trade, 2013, 49, (5), 63-81 Downloads
  2. The effect of US holidays on the European markets: when the cat’s away…
    Accounting and Finance, 2013, 53, (1), 111-136 Downloads View citations (8)

2010

  1. Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds
    Journal of Financial Services Research, 2010, 38, (1), 41-67 Downloads View citations (8)

2009

  1. El efecto momentum en la Bolsa Mexicana de Valores
    El Trimestre Económico, 2009, LXXVI (2), (302), 433-463 Downloads
  2. Momentum, market states and investor behavior
    Empirical Economics, 2009, 37, (1), 105-130 Downloads View citations (4)

2008

  1. Market penetration strategies and the fee--performance relationship: the case of Spanish money mutual funds
    The Service Industries Journal, 2008, 30, (9), 1529-1547 Downloads View citations (1)

2007

  1. Persistence in Mutual Funds in Latin American Emerging Markets
    Journal of Emerging Market Finance, 2007, 6, (1), 1-37 Downloads View citations (1)
  2. Riesgo asimétrico y estrategias de momentum en el mercado de valores español
    Investigaciones Economicas, 2007, 31, (2), 323-340 Downloads View citations (1)
  3. The Momentum Effect in Latin American Emerging Markets
    Emerging Markets Finance and Trade, 2007, 43, (4), 24-45 Downloads View citations (11)
  4. The momentum effect: omitted risk factors or investor behaviour? Evidence from the Spanish stock market
    Quantitative Finance, 2007, 7, (6), 637-650 Downloads View citations (5)
  5. The stock market crisis and momentum. Some evidence for the Spanish stock market during the 1990s
    Applied Financial Economics, 2007, 17, (6), 469-486 Downloads View citations (2)

2006

  1. The profitability of momentum strategies using stock futures contracts in small markets
    Applied Financial Economics Letters, 2006, 2, (3), 173-177 Downloads View citations (1)
 
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