Mikel Tapia
Mikel Tapia
Dirección de correo verificada de emp.uc3m.es
TítuloCitado porAño
Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market
MA Martınez, B Nieto, G Rubio, M Tapia
International Review of Economics & Finance 14 (1), 81-103, 2005
2052005
Adverse selection, volume and transactions around dividend announcements in a continuous auction system
G Rubio, M Tapia
European Financial Management 2 (1), 39-67, 1996
571996
Disclosure and liquidity in a driven by orders market: Empirical evidence from panel data
M Espinosa, M Tapia, M Trombetta
investigaciones económicas 32 (3), 339-370, 2008
41*2008
Globalization, Superstars, and Reputation: Theory & Evidence from the Wine Industry*
M Gibbs, M Tapia, F Warzynski
Journal of Wine Economics 4 (1), 46-61, 2009
382009
On the bi-dimensionality of liquidity
R Pascual, Á Escribano, M Tapia
The European Journal of Finance 10 (6), 542-566, 2004
27*2004
PRICE DYNAMICS, INFORMATIONAL EFFICIENCY, AND WEALTH DISTRIBUTION IN CONTINUOUS DOUBLE‐AUCTION MARKETS
J Gil‐Bazo, D Moreno, M Tapia
Computational Intelligence 23 (2), 176-196, 2007
252007
Understanding the ex-ante cost of liquidity in the limit order book: A note
MA Martinez, G Rubio, M Tapia
Revista de Economía Aplicada, 2005, 2001
20*2001
The liquidity premium in equity pricing under a continuous auction system
G Rubio, M Tapia
The European Journal of Finance 4 (1), 1-28, 1998
181998
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis
R Pascual, A Escribano, M Tapia
Journal of banking & finance 28 (1), 107-128, 2004
162004
Price discovery in the pre-opening period. theory and evidence from the madrid stock exchange
S Brusco, C Manzano, MÁ Tapia Torres
142003
Resultados preliminares sobre la estacionalidad de la prima por liquidez en España: efectos fiscales
MÁ Tapia Torres
Ministerio de Industria, Comercio y Turismo, 1997
91997
Ultra-fast activity and intraday market quality
Á Cartea, R Payne, J Penalva, M Tapia
Journal of Banking & Finance 99, 157-181, 2019
82019
Information transmission around block trades on the Spanish stock exchange
MA Martínez*, M Tapia, J Yzaguirre
Applied Financial Economics 15 (3), 173-186, 2005
7*2005
Formación de precios en un mercado financiero con creador de mercado informado
M Tapia
Spanish Economic Review 13 (1), 141-155, 1996
61996
Liquidez en los mercados financieros y selección adversa: problemas de estimación y comprensión
M Tapia
Revista Española de Financiación y Contabilidad, 201-220, 1999
51999
Ensayos sobre microestructura: información, riesgo y liquidez
M Tapia
Tesis doctoral. Universidad del País Vasco, 1995
51995
Revisiting Tick Size: Implications from the SEC Tick Size Pilot
J Penalva, M Tapia
Available at SSRN 2994892, 2017
22017
Liquidez: un enfoque metodológico
MÁ Tapia Torres
Sociedad Rectora Bolsa de Valores de Madrid, 1998
21998
Modelling the shape of the limit order book
F Platania, P Serrano, M Tapia
Quantitative Finance 18 (9), 1575-1597, 2018
12018
Fragmentation vs. consolidation in Spanish Stock Exchange. A note
M Tapia
The Spanish Review of Financial Economics 15 (1), 33-39, 2017
12017
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20