3
H index
0
i10 index
22
Citations
Antoni Vaello-Sebastià, Sr. : Citation Profile
Universitat de les Illes Balears | RESEARCH PRODUCTION: 7 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2009 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Antoni Vaello-Sebastià, Sr.. | Is cited by:
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Main data
Where Antoni Vaello-Sebastià, Sr. has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 3 |
Recent works citing Antoni Vaello-Sebastià, Sr. (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2024). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095. Full description at Econpapers || Download paper |
| 2025 | Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258. Full description at Econpapers || Download paper |
| 2025 | Time-varying risk aversion and capital Structure: An overlooked effect. (2025). Grau-Vera, David ; Rubio, Gonzalo ; Sogorb-Mira, Francisco. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004290. Full description at Econpapers || Download paper |
Works by Antoni Vaello-Sebastià, Sr.:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | The impact of heterogeneous unconventional monetary policies on the expectations of market crashes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Pricing executive stock options under employment shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 2010 | Pricing executive stock options under employment shocks.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | Does stock return predictability affect ESO fair value? In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
| 2011 | Does Stock Return Predictability Affect ESO Fair Value?.(2011) In: QM&ET Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | The international integration of the term structure of expected market risk premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2024 | The global spillovers of unconventional monetary policies on tail risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | A simulation-based algorithm for American executive stock option valuation In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2009 | American GARCH employee stock option valuation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2024 | The international linkages of market risk perception In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2012 | Executive Stock Options and Time Diversification In: QM&ET Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team