Details about Luis Muga

Access statistics for papers by Luis Muga.

Last updated 2023-05-11. Update your information in the RePEc Author Service.

Short-id: pmu333

Journal Articles

2023

1. Do sustainability disclosure mechanisms reduce market myopia? Evidence from European sustainability companies
   International Review of Financial Analysis, 2023, 87, (C) View citations (4)
2. Duty calls: prediction of failure in reorganization processes
   Journal of Risk Finance, 2023, 24, (3), 337-353 View citations (1)

2022

3. Does The Betting Industry Price Gender? Evidence from Professional Tennis
   Journal of Sports Economics, 2022, 23, (7), 881-906
4. Lagged accuracy in credit-risk measures
   Finance Research Letters, 2022, 47, (PA)

2020

5. Performance of default-risk measures: the sample matters
   Journal of Banking & Finance, 2020, 120, (C) View citations (16)
6. The role of small bettors in price formation in betting exchanges
   Applied Economics, 2020, 52, (33), 3637-3650

2019

7. Hidden Power of Trading Activity: The FLB in Tennis Betting Exchanges
   Journal of Sports Economics, 2019, 20, (2), 261-285 View citations (4)

2017

8. 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 View citations (1)
9. Behavioral Biases Never Walk Alone
   Journal of Sports Economics, 2017, 18, (2), 99-125 View citations (4)

2016

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

2015

12. Momentum and default risk. Some results using the jump component
    International Review of Financial Analysis, 2015, 40, (C), 185-193 View citations (3)

2014

13. Is default risk the hidden factor in momentum returns? Some empirical results
    Accounting and Finance, 2014, 54, (3), 671-698 View citations (5)

2013

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

2010

16. Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds
    Journal of Financial Services Research, 2010, 38, (1), 41-67 View citations (9)

2009

17. El efecto momentum en la Bolsa Mexicana de Valores
    El Trimestre Económico, 2009, LXXVI (2), (302), 433-463
18. Momentum, market states and investor behavior
    Empirical Economics, 2009, 37, (1), 105-130 View citations (5)

2008

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

2007

20. Persistence in Mutual Funds in Latin American Emerging Markets
    Journal of Emerging Market Finance, 2007, 6, (1), 1-37 View citations (1)
21. Riesgo asimétrico y estrategias de momentum en el mercado de valores español
    Investigaciones Economicas, 2007, 31, (2), 323-340 View citations (1)
22. The Momentum Effect in Latin American Emerging Markets
    Emerging Markets Finance and Trade, 2007, 43, (4), 24-45 View citations (13)
23. The momentum effect: omitted risk factors or investor behaviour? Evidence from the Spanish stock market
    Quantitative Finance, 2007, 7, (6), 637-650 View citations (6)
24. The stock market crisis and momentum. Some evidence for the Spanish stock market during the 1990s
    Applied Financial Economics, 2007, 17, (6), 469-486 View citations (2)

2006

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