Search Results (All Fields:"assets", Author:"González-Sánchez, Mariano", isMemberOf:"bibliuned:Setarticulo")

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González-Sánchez, Mariano . (2022) Factorial asset pricing models using statistical anomalies.  5.02 50 17
González-Sánchez, Mariano . (2022) Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor.  4.93 52 34
González-Sánchez, Mariano . (2021) Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets.  4.88 66 16
González-Sánchez, Mariano . (2021) The influence of Google search index on stock markets: an analysis of causality in-mean and variance.  4.79 31 37
González-Sánchez, Mariano . (2022) Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets.  4.76 53 18
González-Sánchez, Mariano y Morales de Vega, M. Encina . (2021) Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector.  3.06 36 13
González-Sánchez, Mariano y Nave Pineda, Juan M. . (2023) Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement.  2.98 58 22
González-Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2021) Market and Liquidity Risks Using Transaction-by-Transaction Information.  2.67 69 14
González‑Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2022) Market and model risks: a feasible joint estimate methodology.  2.60 82 27
González-Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2021) Board of Directors’ Remuneration, Employee Costs, and Layoffs: Evidence from Spain.  2.46 75 15