Jose M. Marin

Charles III University of Madrid

Professor of Finance

CL. de Madrid 126

Madrid, Madrid 28903

Spain

http://www.josemarin.com

SCHOLARLY PAPERS

14

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10,946

TOTAL CITATIONS
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Top 8,772

in Total Papers Citations

103

Scholarly Papers (14)

1.
Downloads 1,597 (23,272)
Citation 35

The Dog that Did Not Bark: Insider Trading and Crashes

Number of pages: 57 Posted: 20 Mar 2006
Jose M. Marin and Jacques Olivier
Charles III University of Madrid and HEC Paris - Finance Department
Downloads 1,595 (22,916)
Citation 1

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Insider Trading, Rational Expectations Equilibrium, Trading Constraints, Volatility, Crashes, Short-Sales Constraints

The Dog that Did Not Bark: Insider Trading and Crashes

CEPR Discussion Paper No. DP6244
Number of pages: 59 Posted: 22 May 2008
Jose M. Marin and Jacques Olivier
Charles III University of Madrid and HEC Paris - Finance Department
Downloads 2 (1,274,032)
Citation 34
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crashes, insider trading, rational expectations equilibrium, short-sale constraints, volatility

The Dog that Did Not Bark: Insider Trading and Crashes

Journal of Finance, Vol. LXIII, No. 5, 2008
Posted: 26 Feb 2012
Jose M. Marin and Jacques Olivier
Charles III University of Madrid and HEC Paris - Finance Department

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Insider Trading, Rational Expectations Equilibrium, Trading Constraints, Volatility, Crashes, Short-Sales Constraints

2.

Price Support by Bank-Affiliated Mutual Funds

AFA 2012 Chicago Meetings Paper, Journal of Financial Economics (115), 2015
Number of pages: 76 Posted: 02 Aug 2010 Last Revised: 23 Mar 2016
Benjamin Golez and Jose M. Marin
University of Notre Dame and Charles III University of Madrid
Downloads 1,469 (26,393)
Citation 14

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Price support, conflict of interests, mutual funds, banks, secondary offerings

3.
Downloads 1,446 (26,991)
Citation 41

Pension Plan Funding and Stock Market Efficiency

Number of pages: 50 Posted: 16 Sep 2004 Last Revised: 16 Nov 2008
Francesco A. Franzoni and Jose M. Marin
Universita della Svizzera italiana (USI Lugano) and Charles III University of Madrid
Downloads 1,446 (26,552)
Citation 41

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Asset Pricing, Market Efficiency, Alpha, Anomalies, Mispricing, Pension Plans, Pension Accounting, Pension Shortfall

Pension Plan Funding and Stock Market Efficiency

Journal of Finance, Forthcoming
Posted: 25 May 2005
Francesco A. Franzoni and Jose M. Marin
Universita della Svizzera italiana (USI Lugano) and Charles III University of Madrid

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Asset Pricing, Anomalies, Mispricing, Pension Plans, Pension Accounting, Pension Shortfall

4.

The Rate of Market Efficiency

Number of pages: 62 Posted: 20 Mar 2012 Last Revised: 13 Oct 2014
Rasa Karapandza and Jose M. Marin
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and Charles III University of Madrid
Downloads 1,326 (30,776)

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market efficiency, MEH, Fama-French, pricing anomalies, momentum

5.
Downloads 1,111 (39,657)
Citation 1

Portable Alphas from Pension Mispricing

Number of pages: 25 Posted: 19 Oct 2005 Last Revised: 25 Feb 2012
Francesco A. Franzoni and Jose M. Marin
Universita della Svizzera italiana (USI Lugano) and Charles III University of Madrid
Downloads 1,111 (39,038)
Citation 1

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Market Efficiency, Anomaly, Defined Benefit Plans, Portable Alpha, Enhanced Indexing, Pension Contributions

Portable Alphas from Pension Mispricing

Journal of Portfolio Management, Summer 2006
Posted: 26 Feb 2012
Jose M. Marin and Francesco A. Franzoni
Charles III University of Madrid and Universita della Svizzera italiana (USI Lugano)

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Market Efficiency, Anomaly, Defined Benefit Plans, Portable Alpha, Enhanced Indexing, Pension Contributions

6.

The Use of Derivatives in the Spanish Mutual Fund Industry

Number of pages: 50 Posted: 19 Nov 2006
Jose M. Marin and Thomas A. Rangel
Charles III University of Madrid and Universitat Pompeu Fabra
Downloads 948 (49,701)
Citation 4

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Derivatives, Mutual Funds, Performance Evaluation, Risk Management

7.
Downloads 880 (55,039)
Citation 2

Speculative Securities

Number of pages: 21 Posted: 12 Oct 2007
Jose M. Marin and Rohit Rahi
Charles III University of Madrid and London School of Economics - Department of Finance
Downloads 880 (54,207)
Citation 2

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Speculative Securities

Posted: 29 Oct 1999
Jose M. Marin and Rohit Rahi
Charles III University of Madrid and London School of Economics - Department of Finance

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8.

Performance Evaluation in Competitive REE Models

Number of pages: 51 Posted: 17 Oct 2010 Last Revised: 17 Mar 2012
Paolo Colla and Jose M. Marin
Bocconi University - Department of Finance and Charles III University of Madrid
Downloads 853 (57,397)

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REE, Performance Evaluation, Mutual Funds, Hedge Funds, Talent, Informed Traders, Due Diligence

9.

Firms vs. Insiders as Traders of Last Resort

Number of pages: 37 Posted: 19 Nov 2006
Jose M. Marin and Antoni Sureda-Gomila
Charles III University of Madrid and La Caixa
Downloads 755 (67,562)
Citation 1

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Insider trading, liquidity, short-horizon variance, skewness

Anticipating the Financial Crisis: Evidence from Insider Trading in Banks

Number of pages: 45 Posted: 15 May 2016
Ozlem Akin, Jose M. Marin and José-Luis Peydró
Ozyegin University, Charles III University of Madrid and Imperial College London
Downloads 349 (170,510)

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Financial crises, insider trading, banking, risk-taking, agency problems in firms

Anticipating the Financial Crisis: Evidence from Insider Trading in Banks

CEPR Discussion Paper No. DP11302
Number of pages: 51 Posted: 01 Jun 2016 Last Revised: 16 Aug 2020
Jose M. Marin, Ozlem Akin and José-Luis Peydró
Charles III University of Madrid, Ozyegin University and Imperial College London
Downloads 2 (1,274,032)
Citation 1
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agency problems in firms, Banking, financial crises, insider trading, risk-taking

11.

Sustainability of Public Finances and Automatic Stabilisation Under a Rule of Budgetary Discipline

Number of pages: 37 Posted: 24 Apr 2003
Jose M. Marin
Charles III University of Madrid
Downloads 210 (287,664)
Citation 4

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Fiscal policy, sustainability of public finances, automatic stabilisation, fiscal policy rules, stability and growth pact

12.

Innovation, Bank Monitoring, and Endogenous Financial Development

Journal of Monetary Economics, Vol. 38, No. 2, 1996
Posted: 26 Feb 2012
Jose M. Marin and Angel de la Fuente
Charles III University of Madrid and Spanish Council for Scientific Research (CSIC) - Insitute for Economic Analysis

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Growth, Financial development, Innovation, Financial intermediation

13.

Constraints and Non-Existence of Rational Expectations Equilibria

Posted: 21 Jan 1998
Jose M. Marin and Jacques Olivier
Charles III University of Madrid and HEC Paris - Finance Department

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Information Revelation and Market Incompleteness

Posted: 13 Nov 1996
Rohit Rahi and Jose M. Marin
London School of Economics - Department of Finance and Charles III University of Madrid

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Information Revelation and Market Incompleteness

Review of Economic Studies, Vol. 67, No. 3, 2000
Posted: 26 Feb 2012
Jose M. Marin and Rohit Rahi
Charles III University of Madrid and London School of Economics - Department of Finance

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Information Revelation, Rational Expectations, Complete Markets, Adverse Selection, Hirshleifer Effect