Alejandro Bernales : Citation Profile

Universidad de Chile

6

H index

4

i10 index

108

Citations

RESEARCH PRODUCTION:

20

Articles

12

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 5
   Journals where Alejandro Bernales has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 9 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe583
   Updated: 2025-12-13    RAS profile: 2025-07-21    
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Relations with other researchers

Works with:

Cumming, Douglas (2)

Verousis, Thanos (2)

Beuermann, Diether (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alejandro Bernales.

Is cited by:

Kearney, Fearghal (9)

Shang, Han Lin (9)

BORIO, Claudio (4)

Guidolin, Massimo (4)

van Riet, Ad (4)

Sheenan, Lisa (4)

Koeniger, Winfried (3)

Fengler, Matthias (3)

Alam, Md. Mahmudul (2)

Verousis, Thanos (2)

James, Harold (2)

Cites to:

Guidolin, Massimo (27)

Easley, David (17)

Cao, Huining (15)

Timmermann, Allan (14)

Engle, Robert (13)

Grossman, Sanford (12)

Foucault, Thierry (11)

Menkveld, Albert (10)

Irwin, Scott (9)

Caballero, Ricardo (9)

Coudert, Virginie (9)

Main data

Where Alejandro Bernales has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control2
Bulletin de la Banque de France2
Journal of Banking & Finance2
Journal of Financial Markets2
Quarterly selection of articles - Bulletin de la Banque de France2

Working Papers Series with more than one paper published# docs
IDB Publications (Working Papers) / Inter-American Development Bank2
Finance / University Library of Munich, Germany2

Recent works citing Alejandro Bernales (2025 and 2024)

YearTitle of citing document
2024The test of investors behavioral bias through the price discovery process in cryptoasset exchange Transactional-level evidence from Thailand. (2024). Nakavachara, Voraprapa ; Amonthumniyom, Thitiphong ; Ratanabanchuen, Roongkiat ; Parinyavuttichai, Pongsathon ; Vinaibodee, Polpatt ; Saengchote, Kanis. In: Papers. RePEc:arx:papers:2406.02878.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2024Implied volatility is (almost) past-dependent: Linear vs non-linear models. (2024). Wang, Yinuo ; Cao, YI ; Zhai, Jia ; Wen, Conghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003387.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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2025Deploying renewable energy sources and energy storage systems for achieving low-carbon emissions targets in hydro-dominated power systems: A case study of Ecuador. (2025). Villamarn, Geovanny ; Villamarn-Jcome, Alex ; Espn-Sarzosa, Danny ; Haro, Ricardo ; Okoye, Martin Onyeka ; Saltos-Rodrguez, Miguel. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s0960148124022663.

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2025Portfolio optimization of diversified energy transition investments with multiple risks. (2025). Ding, Hao ; Zhou, Peng ; Su, Qing. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:219:y:2025:i:c:s1364032125005179.

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2024The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Ge, Hengshun ; Yang, Haijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679.

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2024Evaluating the impact of the global COVID-19 pandemic on Banksy’s limited edition print market. (2024). Clark, Stephen. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:4:d:10.1007_s43546-024-00638-1.

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2024Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Larson, Robert K ; Mo, Han. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110.

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2025The Transmission of Monetary Policy to the Cost of Hedging. (2025). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: Economics Working Paper Series. RePEc:usg:econwp:2025:01.

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2025Trading VIX on Volatility Forecasts: Another Volatility Puzzle?. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis ; Giannopoulos, George. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1602-1618.

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2025Informed Option Trading of Target Firms Rivals Prior to M&A Announcements. (2025). Du, Mingzhi ; Hilliard, Jimmy E. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1683-1692.

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2024The transmission of monetary policy to the cost of hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CFS Working Paper Series. RePEc:zbw:cfswop:308803.

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2024A tale of two cities: Inter-market latency and fast-trader competition. (2024). Scharnowski, Stefan ; Sagade, Satchit ; Westheide, Christian ; Theissen, Erik. In: SAFE Working Paper Series. RePEc:zbw:safewp:303051.

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Works by Alejandro Bernales:

YearTitleTypeCited
2014The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings. In: Working papers.
[Full Text][Citation analysis]		paper0
2012La mesure du risque systémique. Synthèse de la conférence donnée à la Banque de France, par Robert F. Engle, prix Nobel d’économie, le 25 janvier 2012 In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2014Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2012The measurement of systemic risk. Summary of a lecture given by Robert F. Engle, winner of the Nobel Prize in Economics, Banque de France, 25 January 2012 In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2014International workshop on algorithmic and high-frequency trading:a brief summary In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2024Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article1
2020Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk.(2020) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022Speculative bubbles under supply constraints, background risk and investment fraud in the art market In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article2
2021The effect of environmental policies on risk reductions in energy generation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2017Learning and forecasts about option returns through the volatility risk premium In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2017The success of option listings In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2016CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation In: Energy Economics.
[Full Text][Citation analysis]		article21
2018Bid–ask spread and liquidity searching behaviour of informed investors in option markets In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article10
2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2019Make-take decisions under high-frequency trading competition In: Journal of Financial Markets.
[Full Text][Citation analysis]		article8
2023Blue-Collar Crime and Finance In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2022Blue-Collar Crime and Finance.(2022) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Do investors follow the herd in option markets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2014Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2012Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2021Dark trading and alternative execution priority rules In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
201350 Years of Money and Finance: Lessons and Challenges In: SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges.
[Full Text][Citation analysis]		book19
2013The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps In: SUERF 50th Anniversary Volume Chapters.
[Full Text][Citation analysis]		chapter0
2023Effects of Information Overload on Financial Markets: How Much Is Too Much? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper2
2013The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps In: Post-Print.
[Citation analysis]		paper0
2013Risk Management with Thinly Traded Securities: Methodology and Implementation In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper0
2013The Effects of Information Asymmetries on the Success of Stock Option Listings In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Informational Economic Transmission between Countries In: Review of Economic Dynamics.
[Full Text][Citation analysis]		article0
2020Learning and Index Option Returns In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2014Thinly traded securities and risk management In: Estudios de Economia.
[Full Text][Citation analysis]		article0
2020What do we know about individual equity options? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2005The Dynamics of the Short-Term Interest Rate in the UK In: Finance.
[Full Text][Citation analysis]		paper2
2005Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading. In: Finance.
[Full Text][Citation analysis]		paper0

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