José Penalva

Universidad Carlos III, Madrid - Business Economics Department

Associate Professor

Calle Madrid 126

Getafe, 28903

Spain

  • Universidad Carlos III, Madrid - Business Economics Department

SCHOLARLY PAPERS

5

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4,121

CITATIONS
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Top 14,515

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25

Scholarly Papers (5)

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1.

Where is the Value in High Frequency Trading?

Downloads 3,260 ( 3,060)
Citation 17

Where is the Value in High Frequency Trading?

Number of pages: 54 Posted: 21 Nov 2010 Last Revised: 17 Feb 2012
Álvaro Cartea and José Penalva
University of Oxford and Universidad Carlos III, Madrid - Business Economics Department
Downloads 2,785 (3,940)
Citation 17

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High frequency traders, high frequency trading, flash trading, liquidity traders, institutional investors, market microstructure, microstructure volatility, execution costs, market quality

Where is the Value in High Frequency Trading?

Quarterly Journal of Finance, Volume 2 (3), 2012, 1-46
Number of pages: 54 Posted: 01 Jun 2011 Last Revised: 11 Mar 2013
Álvaro Cartea and José Penalva
University of Oxford and Universidad Carlos III, Madrid - Business Economics Department
Downloads 475 (57,132)
Citation 17

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High frequency traders, high frequency trading, flash trading, liquidity traders, institutional investors, market microstructure, microstructure volatility, execution costs, market quality

2.

Ultra-Fast Activity and Intraday Market Quality

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 11 Jun 2015 Last Revised: 11 Dec 2018
Álvaro Cartea, Richard Payne, José Penalva and Mikel Tapia
University of Oxford, City University London - Sir John Cass Business School, Universidad Carlos III, Madrid - Business Economics Department and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 556 (47,289)

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High Frequency Trading, HFT, Algorithmic Trading, Market Quality, Low Latency

3.

On Information and Competition in Private Value Auctions

Number of pages: 36 Posted: 20 Jul 2007
Juan-José Ganuza and José Penalva
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Universidad Carlos III, Madrid - Business Economics Department
Downloads 130 (214,682)
Citation 8

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Auctions, Competition, Private Values, Informativeness Criteria

4.

Revisiting Tick Size: Implications from the SEC Tick Size Pilot

Number of pages: 40 Posted: 20 Jul 2017 Last Revised: 03 Aug 2017
José Penalva and Mikel Tapia
Universidad Carlos III, Madrid - Business Economics Department and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 88 (281,675)

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Market Quality, Tick Size, Tick Pilot, Quoted Spread, Depth, Volume

5.

The Governance of Perpetual Financial Intermediaries

Downloads 87 (283,656)

The Governance of Perpetual Financial Intermediaries

Number of pages: 33 Posted: 29 Dec 2013
José Penalva and Jos van Bommel
Universidad Carlos III, Madrid - Business Economics Department and Luxembourg School of Finance
Downloads 45 (404,107)

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Financial Intermediation, Overlapping Generations, Pension Plans

The Governance of Perpetual Financial Intermediaries

Number of pages: 28 Posted: 16 Mar 2011
José Penalva and Jos van Bommel
Universidad Carlos III, Madrid - Business Economics Department and affiliation not provided to SSRN
Downloads 42 (415,663)

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Financial Intermediation, Overlapping Generations