Time horizon trading and the idiosyncratic risk puzzle J Malagon, D Moreno, R Rodríguez Quantitative Finance 15 (2), 327-343, 2015 | 39 | 2015 |
The idiosyncratic volatility anomaly: Corporate investment or investor mispricing? J Malagon, D Moreno, R Rodríguez Journal of Banking & Finance 60, 224-238, 2015 | 38 | 2015 |
International differences in employee silence motives: Scale validation, prevalence, and relationships with culture characteristics across 33 countries M Knoll, M Götz, E Adriasola, AA Al‐Atwi, A Arenas, KA Atitsogbe, ... Journal of Organizational Behavior 42 (5), 619-648, 2021 | 25 | 2021 |
Idiosyncratic Volatility, Conditional Liquidity and Stock Returns J Malagon, D Moreno, R Rodríguez International Review of Economics & Finance 53, 118-132, 2018 | 23 | 2018 |
Flooding in News? Building a Comprehensive News Index to Explain Financial Price Indexes J Ferrer, J Malagon, E ter Horst Building a Comprehensive News Index to Explain Financial Price Indexes, 2022 | | 2022 |
The impact of high speed quoting on execution risk dynamics: Evidence from interest rate futures markets J Nie, J Malagon, J Williams Journal of Futures Markets 42 (8), 1434-1465, 2022 | | 2022 |
Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? D Mantilla-Garcia, J Malagon, JR Aldana-Galindo Finance Research Letters 47, 102577, 2022 | | 2022 |
New insights in idiosyncratic risk J Malagon, D Moreno, R Rodríguez Universidad Carlos III de Madrid, 2013 | | 2013 |