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Alejandro Bernales · Study
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Author
Alejandro Bernales
9 works
· latest 2023
· 3 institutions
cluster: provisional
ORCID 0000-0003-1539-966X
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Citations
216
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Most cited in this library
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
2014 · 50 citations
Do Investors Follow the Herd in Option Markets?
2015 · 50 citations
Make-take decisions under high-frequency trading competition
2019 · 27 citations
The success of option listings
2016 · 19 citations
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
2015 · 15 citations
Works
9 shown
Effects of Information Overload on Financial Markets: How Much Is Too Much?
International Finance Discussion Paper
·
2023
·
3 authors
·
Open access
15
citations
Speculative bubbles under supply constraints, background risk and investment fraud in the art market
Journal of Corporate Finance
·
2020
·
2 authors
11
citations
Make-take decisions under high-frequency trading competition
Journal of Financial Markets
·
2019
·
1 author
·
Open access
27
citations
What Do We Know About Individual Equity Options?
Journal of Futures Markets
·
2019
·
4 authors
·
Open access
15
citations
The success of option listings
Journal of Empirical Finance
·
2016
·
1 author
·
Open access
19
citations
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
Journal of Financial Markets
·
2015
·
2 authors
·
Open access
15
citations
Do Investors Follow the Herd in Option Markets?
Journal of Banking & Finance
·
2015
·
3 authors
·
Open access
50
citations
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
Journal of Banking & Finance
·
2014
·
2 authors
·
Open access
50
citations
50 Years of Money and Finance: Lessons and Challenges
RePEc: Research Papers in Economics
·
2013
·
23 authors
·
preprint
14
citations