Javier Perote

Universidad Rey Juan Carlos - Department Economia

Mostoles - Madrid, E-28933

Spain

University of Salamanca

Professor

Campus Miguel de Unamuno

Economia e Historia Economica

37008 Salamanca

Spain

SCHOLARLY PAPERS

10

DOWNLOADS
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in Total Papers Downloads

1,839

CITATIONS
Rank 20,132

SSRN RANKINGS

Top 20,132

in Total Papers Citations

15

Scholarly Papers (10)

1.

Insider Trading in the Spanish Stock Market

EFMA 2001 Lugano Meetings
Number of pages: 26 Posted: 16 Apr 2001
Esther del Brío, Alberto de Miguel and Javier Perote
University of Salamanca, University of Salamanca - Administration and Business Economics and Universidad Rey Juan Carlos - Department Economia
Downloads 726 (25,995)
Citation 1

Abstract:

Insider trading, strong form of market efficiency, intensive trading criterion, daily returns, non-event-overlapping, GARCH and ARCH models, indirect transactions

2.

Measuring the Impact of Corporate Investment Announcements on Share Prices

Number of pages: 29 Posted: 10 Oct 2000
Esther del Brío, Javier Perote and Julio Pindado
University of Salamanca, Universidad Rey Juan Carlos - Department Economia and University of Salamanca - Administration and Business Economics
Downloads 475 (45,778)

Abstract:

Corporate investment announcements, market response, Tobin's q, FCF, GARCH effects

3.

Measuring Value at Risk of Portfolios under the Edgeworth-Sargan Distribution

EFMA 2002 London Meetings
Number of pages: 25 Posted: 20 Jun 2002
Javier Perote and Esther del Brío
Universidad Rey Juan Carlos - Department Economia and University of Salamanca
Downloads 240 (101,288)

Abstract:

Value at Risk, portfolio choice, joint distribution, Edgeworth-Sargan distribution, GARCH models, optimal weighting

4.

The Ability of Multivariate Edgeworth-Sargan Density Capturing Financial Data Behaviour

Number of pages: 22 Posted: 20 Sep 2000
Ignacio Mauleón and Javier Perote
Universidad Rey Juan Carlos and Universidad Rey Juan Carlos - Department Economia
Downloads 173 (139,469)

Abstract:

Multivariate densities, Edgeworth-Sargan and Student's t distributions, financial data, conditional heteroskedasticity

5.

Positive Definiteness of Multivariate Densities Based on Hermite Polynomials

Number of pages: 34 Posted: 24 Feb 2005
Javier Perote and Esther Del Brio
Universidad Rey Juan Carlos - Department Economia and University of Salamanca - Administration and Business Economics
Downloads 74 (244,802)

Abstract:

Gram-Charlier and Edgeworth expansions, conditional heterosckedasticity and kurtosis, financial data

6.

Forecasting the Density of Asset Returns

LSE STICERD Research Paper No. EM479
Number of pages: 30 Posted: 21 Jul 2008
Trino-Manuel Niguez and Javier Perote
affiliation not provided to SSRN and Universidad Rey Juan Carlos - Department Economia
Downloads 40 (334,133)

Abstract:

7.

Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience

Journal of Business Finance & Accounting, Vol. 30, pp. 715-747, June 2003
Number of pages: 34 Posted: 04 Jan 2004
Esther Del Brio, Javier Perote and Julio Pindado
University of Salamanca - Administration and Business Economics, Universidad Rey Juan Carlos - Department Economia and University of Salamanca - Administration and Business Economics
Downloads 31 (385,973)
Citation 13

Abstract:

8.

Within-Team Competition in the Minimum Effort Coordination Game

Pacific Economic Review, Vol. 11, No. 2, pp. 247-266, June 2006
Number of pages: 20 Posted: 12 Jun 2006
Enrique Fatas, Tibor Neugebauer and Javier Perote
University of East Anglia (UEA) - Centre for Behavioural and Experimental Social Science (CBESS), Leibniz Universität Hannover - Economics and Business Administration Area and Universidad Rey Juan Carlos - Department Economia
Downloads 22 (427,884)
Citation 1

Abstract:

9.

Forecasting Market Crashes: Does Density Specification Matter?

Applied Econometrics and International Development, Vol. 8, No. 1, 2008
Number of pages: 6 Posted: 01 Dec 2008
Esther Del Brio and Javier Perote
University of Salamanca - Administration and Business Economics and Universidad Rey Juan Carlos - Department Economia
Downloads 5 (508,169)

Abstract:

Confidence intervals, Edgeworth-Sargan, Student's t

10.

Measuring Value at Risk under the Conditional Edgeworth-Sargan Distribution

Finance Letters, Vol. 1, No. 3, 2003
Posted: 10 Oct 2003
Javier Perote and Esther Del Brio
Universidad Rey Juan Carlos - Department Economia and University of Salamanca - Administration and Business Economics

Abstract:

Value at Risk, Multivariate Densities, Edgeworth-Sargan Density, GARCH Models