Algorithmic and high-frequency trading Á Cartea, S Jaimungal, J Penalva Cambridge University Press, 2015 | 481 | 2015 |
Signal orderings based on dispersion and the supply of private information in auctions JJ Ganuza, JS Penalva Econometrica 78 (3), 1007-1030, 2010 | 288 | 2010 |
Where is the value in high frequency trading? Á Cartea, J Penalva The Quarterly Journal of Finance 2 (03), 1250014, 2012 | 181 | 2012 |
On information and competition in private value auctions JJ Ganuza, J Penalva Available at SSRN 1001885, 2006 | 32 | 2006 |
Ultra-fast activity and intraday market quality A Cartea, R Payne, J Penalva, M Tapia Journal of Banking & Finance 99, 157-181, 2019 | 26 | 2019 |
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 | 24 | 2008 |
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 | 21 | 2022 |
Algorithmic and High-frequency trading, 2015 Á Cartea, S Jaimungal, J Penalva Cambridge University Press: Cambridge, 0 | 19 | |
Revisiting tick size: Implications from the SEC tick size pilot J Penalva, M Tapia Paper published as: Heterogeneity and Competition in Fragmented Markets …, 2017 | 14 | 2017 |
Intertemporal insurance B Ellickson, J Penalva-Zuasti Journal of Risk and Insurance, 579-598, 1997 | 13 | 1997 |
The algorithmic learning equations: Evolving strategies in dynamic games A Cartea, P Chang, J Penalva, H Waldon Available at SSRN 4175239, 2022 | 10 | 2022 |
Algorithmic collusion in electronic markets: The impact of tick size Á Cartea, P Chang, J Penalva Available at SSRN 4105954, 2022 | 10 | 2022 |
Insurance with frequency trading: A dynamic analysis of efficient insurance markets JSP Zuasti Review of Economic Dynamics 4 (4), 790-822, 2001 | 7 | 2001 |
Information disclosure in optimal auctions JJ Ganuza, J Penalva International Journal of Industrial Organization 63, 460-479, 2019 | 6 | 2019 |
Information disclosure in optimal auctions JJ Ganuza, J Penalva INDEM-Working Paper Business Economic Series, 2014 | 6 | 2014 |
Optimal Information Transmission in Private Value Auctions JJ Ganuza, JS Penalva mimeo, 2004 | 6 | 2004 |
Tort reform and the theory of coordinating tort and insurance F Gomez, J Penalva International Review of Law and Economics 43, 83-97, 2015 | 5 | 2015 |
The theory of financial insurance with an application to earthquakes and catastrophe bonds JS Penalva Zuasti UCLA, 1997 | 5 | 1997 |
Minimizing errors, maximizing incentives: Optimal court decisions and the quality of evidence JJ Ganuza, F Gomez, JS Penalva Zuasti | 4 | 2015 |
Algorithms can learn to collude: A folk theorem from learning with bounded rationality A Cartea, P Chang, J Penalva, H Waldon Available at SSRN 4293831, 2022 | 3 | 2022 |