Publications in Refereed Journals                            

  • The Strategic Specialist and Imperfect Competition in a Limit Order Market, Journal of Banking and Finance, 2010, Volume 34, Issue 1, pages 255-266.  [download]

  • Liquidity and Optimal Market Transparency, European Financial Management, 2010, Volume 16, Issue 4, pages 599-623. [download]

  •  Correlated-Asset Trading and Disclosure of Private Information, Handbook of Trading, 2010, McGraw-Hill, New York, pages 429-442.

  • Valuation of Defaultable Bonds and Debt Restructuring, 2007, Journal of Corporate Finance, Volume 13, Issue 1, pages 94-111. [download]

     

                                             Working Papers                                                

    • Corporate Governance, Disclosure and Market Liquidity, 2014 [download]

     

    • Disclosure of the Tax Report, Tax Enforcement and Insider Trading, with Jordi Caballé, 2014 [download]

     

    • Market Frictions, Investor Sophistication and Persistence In Mutual Fund Performance, with Javier Gil-Bazo, 2014 [download]