Alejandro Bernales : Citation Profile

Universidad de Chile

6

H index

4

i10 index

98

Citations

RESEARCH PRODUCTION:

14

Articles

9

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 8
   Journals where Alejandro Bernales has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 8 (7.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe583
   Updated: 2025-04-12    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Verousis, Thanos (2)

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

Is cited by:

Shang, Han Lin (9)

Kearney, Fearghal (9)

Guidolin, Massimo (4)

Sheenan, Lisa (4)

BORIO, Claudio (4)

van Riet, Ad (4)

Fengler, Matthias (3)

Koeniger, Winfried (3)

James, Harold (2)

Shin, Hyun Song (2)

Verousis, Thanos (2)

Cites to:

Guidolin, Massimo (27)

Foucault, Thierry (16)

Cao, Huining (15)

Easley, David (15)

Timmermann, Allan (14)

Grossman, Sanford (11)

Coudert, Virginie (9)

Caballero, Ricardo (9)

Irwin, Scott (9)

Diamond, Douglas (9)

Gourinchas, Pierre-Olivier (9)

Main data

Production by document typepaperchapterarticlebook20122013201420152016201720182019202020212022202302.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2012201320142015201620172018201920202021202220230102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20142015201620172018201920202021202220232024202505101520Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20122013201420152016201720182019202020212022202301020Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents123456780102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Alejandro Bernales has published?

Journals with more than one article published# docs
Journal of Banking & Finance2
Journal of Financial Markets2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
IDB Publications (Working Papers) / Inter-American Development Bank2

Recent works citing Alejandro Bernales (2025 and 2024)

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The 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

2024Investor 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Alejandro Bernales:

Year  ↓Title  ↓Type  ↓Cited  ↓
2014The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings. In: Working papers.
[Full Text][Citation analysis]		paper0
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
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
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]		article19
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]		article9
2020Do investors follow the herd in option markets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
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]		article20
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: 20		paper
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]		book18
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]		paper1
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
2022Blue-Collar Crime and Finance In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper1
2013The Effects of Information Asymmetries on the Success of Stock Option Listings In: Working Papers.
[Full Text][Citation analysis]		paper0
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]		article4
2020Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team