Diagonal Paraguay 257
Santiago
Chile
http://www.alejandrobernales.com
Universidad de Chile
SSRN RANKINGS
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Informational advantage; trading speed advantage; limit order market; market quality; welfare.
Equity options, Index options, Implied volatility surface, Predictability, Trading strategies
equity options, empirical studies, literature survey
Sentiment, dispersion, limited attention, predicting returns
Limited attention, Dispersion, Sentiment, Predicting returns, Behavioral biases
option pricing, rational learning, Bayesian updating, implied volatility, predictability.
Fragmentation, Competition, Liquidity, Price Efficiency, Picking-Off Risk
make-take decisions, high-frequency trading competition, limit order market, market quality, welfare
Art Markets, Speculative Bubbles, Investment Fraud, Background Risk, Asset Supply Constraints
Put Option Returns, Equilibrium Model, Partial Information, Learning, Structural Breaks
stock options, option listings, asymmetric information, adoption rates, option volume, open interest
Environmental Policy; Risk Reduction; Energy Generation; Optimal Expansion Planning; Renewable Generation.
Incomplete Panels, Kalman Filter, Market Risk, Risk Management, Thin Trading, Value-at-Risk
Herding, Cross-Sectional Dispersion, Options
Option Returns, Volatility Risk Premium, Bayesian Learning, Predictability, Dynamic Equilibrium Model
Aggregate risk, interbank market, lending decisions, collateralized lending, uncollateralized lending.
Blue-Collar Crime, External Financing, Credit Risk, Information Leakages, CEO's Work Experience.
stock options, option listings, informed trading
Dark pool, limit order market, execution priority rules, liquidity, welfare
Mean-Risk Electricity Generation Investment, Generation Technologies Portfolios, Frequency Response and Reserves, Power System Economics, Power System Security
Global banking, subsidiaries, foreign monetary policy, money markets, cross-border flows.
