6
H index
4
i10 index
92
Citations
Alejandro Bernales : Citation Profile
Universidad de Chile | RESEARCH PRODUCTION: 14 Articles 9 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2012 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alejandro Bernales. | Is cited by:
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Main data
Where Alejandro Bernales has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 2 |
| Journal of Financial Markets | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IDB Publications (Working Papers) / Inter-American Development Bank | 2 |
Recent works citing Alejandro Bernales (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Intraday 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. Full description at Econpapers || Download paper |
| 2023 | Revisiting financial opening and financial development: A regulation heterogeneity perspective. (2023). Zhang, Yuling ; Zhu, Chaowei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:181-197. Full description at Econpapers || Download paper |
| 2023 | Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245. Full description at Econpapers || Download paper |
| 2023 | Risk aversion and flexibility options in electricity markets. (2023). Musgens, Felix ; Riepin, Iegor ; Mobius, Thomas ; van der Weijde, Adriaan H. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323002657. Full description at Econpapers || Download paper |
| 2023 | The empirical performance of option implied volatility surface-driven optimal portfolios. (2023). Guidolin, Massimo ; Wang, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123000511. Full description at Econpapers || Download paper |
| 2024 | The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Yang, Haijun ; Ge, Hengshun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679. Full description at Econpapers || Download paper |
| 2023 | The impact of exogenous shocks on the innovation performance of firms in the Caribbean small island economies: Quasi-replication of Paunov (2012). (2023). Au, Alan ; Christopoulou, Danai ; Yeung, Matthew ; Jimenez-Moro, Eduardo ; Piperopoulos, Panagiotis. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:196:y:2023:i:c:s0040162523005280. Full description at Econpapers || Download paper |
| 2023 | Mapping the Energy Sector from a Risk Management Research Perspective: A Bibliometric and Scientific Approach. (2023). Wieczorek-Kosmala, Monika ; Gorze-Mitka, Iwona. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:2024-:d:1072680. Full description at Econpapers || Download paper |
| 2023 | Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9. Full description at Econpapers || Download paper |
| 2023 | Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach. (2023). Grith, Maria ; Chen, Ying. In: MPRA Paper. RePEc:pra:mprapa:119022. Full description at Econpapers || Download paper |
| 2024 | Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Mo, Han ; Larson, Robert K. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110. Full description at Econpapers || Download paper |
| 2024 | Option?implied information and stock herding. (2019). Verousis, Thanos ; Voukelatos, Nikolaos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1429-1442. Full description at Econpapers || Download paper |
| 2023 | Belief distortion near 52W high and low: Evidence from Indian equity options market. (2023). Agarwalla, Sobhesh Kumar ; Saurav, Sumit ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1531-1558. Full description at Econpapers || Download paper |
Works by Alejandro Bernales:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Trading 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] | article | 0 |
| 2014 | International 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] | article | 0 |
| 2021 | The effect of environmental policies on risk reductions in energy generation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2017 | Learning and forecasts about option returns through the volatility risk premium In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2017 | The success of option listings In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
| 2018 | Bid–ask spread and liquidity searching behaviour of informed investors in option markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2015 | Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 10 |
| 2015 | Learning 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 | |
| 2019 | Make-take decisions under high-frequency trading competition In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 7 |
| 2020 | Do investors follow the herd in option markets? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2014 | Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 19 |
| 2012 | Can 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: 19 | paper | |
| 2013 | 50 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] | book | 18 |
| 2013 | The 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] | chapter | 0 |
| 2023 | Effects of Information Overload on Financial Markets: How Much Is Too Much? In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps In: Post-Print. [Citation analysis] | paper | 0 |
| 2013 | Risk Management with Thinly Traded Securities: Methodology and Implementation In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 0 |
| 2022 | Blue-Collar Crime and Finance In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 1 |
| 2013 | The Effects of Information Asymmetries on the Success of Stock Option Listings In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Learning and Index Option Returns In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Thinly traded securities and risk management In: Estudios de Economia. [Full Text][Citation analysis] | article | 0 |
| 2020 | What do we know about individual equity options? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2020 | Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team