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Jose Penalva
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Algorithmic and high-frequency trading
┴ Cartea, S Jaimungal, J Penalva
Cambridge University Press, 2015
4572015
Signal orderings based on dispersion and the supply of private information in auctions
JJ Ganuza, JS Penalva
Econometrica 78 (3), 1007-1030, 2010
2852010
Where is the value in high frequency trading?
┴ Cartea, J Penalva
The Quarterly Journal of Finance 2 (03), 1250014, 2012
1872012
On information and competition in private value auctions
JJ Ganuza, J Penalva
Available at SSRN 1001885, 2006
322006
Ultra-fast activity and intraday market quality
┴ Cartea, R Payne, J Penalva, M Tapia
Journal of Banking & Finance 99, 157-181, 2019
262019
A study of the interaction of insurance and financial markets: efficiency and full insurance coverage
JS Penalva Zuasti
Journal of Risk and Insurance 75 (2), 313-342, 2008
232008
Financial reporting quality effects of imposing (gender) quotas on boards of directors
JMG Lara, J Penalva, M Scapin
Journal of Accounting and Public Policy 41 (2), 106921, 2022
202022
Algorithmic and High-frequency trading, 2015
┴ Cartea, S Jaimungal, J Penalva
Cambridge University Press: Cambridge, 0
17
Revisiting tick size: Implications from the sec tick size pilot
J Penalva, M Tapia
Paper published as: Heterogeneity and Competition in Fragmented Marketsá…, 2017
142017
Intertemporal insurance
B Ellickson, J Penalva-Zuasti
Journal of Risk and Insurance, 579-598, 1997
131997
The algorithmic learning equations: Evolving strategies in dynamic games
A Cartea, P Chang, J Penalva, H Waldon
Available at SSRN 4175239, 2022
102022
Algorithmic collusion in electronic markets: The impact of tick size
┴ Cartea, P Chang, J Penalva
Available at SSRN 4105954, 2022
92022
Information disclosure in optimal auctions
JJ Ganuza, J Penalva
International Journal of Industrial Organization 63, 460-479, 2019
72019
Insurance with frequency trading: A dynamic analysis of efficient insurance markets
JSP Zuasti
Review of Economic Dynamics 4 (4), 790-822, 2001
72001
Information disclosure in optimal auctions
JJ Ganuza, J Penalva
62014
Optimal Information Transmission in Private Value Auctions
JJ Ganuza, JS Penalva
mimeo, 2004
62004
Tort reform and the theory of coordinating tort and insurance
F Gomez, J Penalva
International Review of Law and Economics 43, 83-97, 2015
52015
The theory of financial insurance with an application to earthquakes and catastrophe bonds
JS Penalva Zuasti
UCLA, 1997
51997
Minimizing errors, maximizing incentives: Optimal court decisions and the quality of evidence
JJ Ganuza, F Gomez, JS Penalva Zuasti
42015
Quality of Evidence and Legal Decision-Making
JJ Ganuza, F Gomez, J Penalva
American Law and Economics Review 24 (1), 327-368, 2022
32022
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Articles 1–20