Miguel De Jesus

CUNEF University

Assistant Professor of Finance

Calle de Leonardo Prieto Castro, 2

Madrid, Madrid 28040

Spain

http://sites.google.com/site/miguelkarlodejesus/

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,493

SSRN RANKINGS

Top 45,493

in Total Papers Downloads

2,012

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Overlapping Momentum Portfolios

Number of pages: 60 Posted: 13 Dec 2022
Iván Blanco, Miguel De Jesus and Alvaro Remesal
CUNEF University, CUNEF University and CUNEF Universidad
Downloads 1,764 (18,399)

Abstract:

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Momentum, Asset pricing, Market anomalies, Market efficiency

2.

The Risk-free Rate and the Sensitivity of Mutual Fund Flows to Past Performance

Number of pages: 42 Posted: 28 Jun 2019 Last Revised: 23 Mar 2021
Miguel De Jesus
CUNEF University
Downloads 110 (451,983)
Citation 1

Abstract:

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Flow-performance relationship of mutual funds, Asset allocation, Interest rates, Costly private information acquisition, Flows and future fund performance

3.

Information Processing Frictions and Price Informativeness: Evidence from a Natural Experiment

Number of pages: 65 Posted: 27 Jan 2023 Last Revised: 12 Sep 2023
Miguel De Jesus and Ariadna Dumitrescu
CUNEF University and ESADE Business School
Downloads 81 (552,040)

Abstract:

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Information frictions, Information acquisition, Information integration, Investor distraction, SEC EDGAR, EDGAR Log File Data Set, HTTPS-Only Standard

4.

The Domestic Transmission of International Shocks: Evidence from US and Mexican Mutual Funds

Number of pages: 53 Posted: 16 Jan 2018
Miguel De Jesus
CUNEF University
Downloads 57 (665,100)

Abstract:

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International transmission of shocks, Domestic transmission of shocks, Mexico, Foreign mutual funds, Contagion