Iván Blanco

CUNEF

Assistant Professor of Finance

C/ Leonardo Prieto Castro, 2

Madrid, Madrid 28040

Spain

http://cunef.edu/

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 29,850

SSRN RANKINGS

Top 29,850

in Total Papers Downloads

3,034

SSRN CITATIONS
Rank 47,753

SSRN RANKINGS

Top 47,753

in Total Papers Citations

12

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

The Bright Side of Financial Derivatives: Options Trading and Firm Innovation

Journal of Financial Economics, Volume 125, Issue 1, 2017, Pages 99-119
Number of pages: 57 Posted: 29 Mar 2015 Last Revised: 15 Dec 2020
Iván Blanco and David Wehrheim
CUNEF and IESE Business School
Downloads 925 (33,022)
Citation 12

Abstract:

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innovation, R&D productivity, options market, stock price efficiency, career concerns

2.

Overlapping Momentum Portfolios

Number of pages: 65 Posted: 07 Apr 2020 Last Revised: 02 Jan 2022
Iván Blanco, Miguel De Jesus and Alvaro Remesal
CUNEF, CUNEF University and CUNEF
Downloads 846 (38,430)

Abstract:

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Momentum, Asset pricing, Market anomalies, Market efficiency

3.

Measuring Risk When Expected Losses are Unbounded

Risks 2014, 2(4), 411-424
Number of pages: 14 Posted: 19 Apr 2015
Alejandro Balbás, Iván Blanco and José Garrido
Universidad Carlos III de Madrid - Department of Business Administration, CUNEF and Concordia University, Quebec - Department of Mathematics & Statistics
Downloads 341 (115,518)

Abstract:

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heavy tail, risk measures, representation theorem, applications

4.

Options Trading and the Cost of Debt

Number of pages: 58 Posted: 31 Jan 2017 Last Revised: 01 Jun 2021
Iván Blanco and Sergio J. García
CUNEF and Comillas Pontifical University
Downloads 290 (137,462)

Abstract:

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cost of debt, options trading, risk-shifting, price informativeness

5.

Mandated disclosure, institutional investors and stock price informativeness: Evidence from a quasi-natural experiment

Number of pages: 55 Posted: 08 Mar 2018 Last Revised: 24 Jul 2020
Iván Blanco, Sergio J. García and David Wehrheim
CUNEF, Comillas Pontifical University and IESE Business School
Downloads 287 (138,945)
Citation 1

Abstract:

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institutional ownership, monitoring costs, mandated disclosure, patents, corporate governance

6.
Downloads 177 (219,894)

Abstract:

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Institutional Ownership, Price Informativeness, Natural Disasters, Investment

7.

Modelling Electricity Swaps with Stochastic Forward Premium Models

The Energy Journal, Forthcoming
Number of pages: 76 Posted: 20 Dec 2016 Last Revised: 15 May 2017
CUNEF, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 168 (229,889)

Abstract:

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Electricity swaps, Stochastic forward premium, Multivariate Normal Inverse Gaussian distribution, Lévy processes