Pilar Corredor

Public University of Navarre

SCHOLARLY PAPERS

12

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305

CITATIONS
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3

Scholarly Papers (12)

Does Informed Trading Occur in the Options Market? Some Revealing Clues

Number of pages: 26 Posted: 31 May 2006 Last Revised: 21 Nov 2008
Natividad Blasco, Pilar Corredor and Rafael Santamaria
University of Zaragoza - Department of Accounting and Finance, Public University of Navarre and Public University of Navarre
Downloads 303 (77,175)
Citation 2

Abstract:

Option Volume, News, stock prices

Does Informed Trading Occur in the Options Market? Some Revealing Clues

Accounting & Finance, Vol. 50, Issue 3, pp. 555-579, September 2010
Number of pages: 25 Posted: 24 Aug 2010
Natividad Blasco, Pilar Corredor and Rafael Santamaría
University of Zaragoza - Department of Accounting and Finance, Public University of Navarre and affiliation not provided to SSRN
Downloads 2 (539,629)
Citation 2

Abstract:

2.

The Impact of Investor Sentiment on Stock Returns in Emerging Markets. The Case of Central European Markets

Eastern European Economics, 53:4, 328-355, 2015, DOI: 10.1080/00128775.2015.1079139
Posted: 25 Sep 2015
Pilar Corredor, Elena Ferrer and Rafael Santamaria
Public University of Navarre, Universidad Pública de Navarra and Public University of Navarre

Abstract:

Investor sentiment, Emerging stock markets, stock characteristics, contagion

3.

Sentiment-Prone Investors and Volatility Dynamics between Spot and Futures Markets

International Review of Economics & Finance, Vol. 35, pp. 180-196 (2015 Forthcoming)
Posted: 31 Oct 2014
Pilar Corredor, Elena Ferrer and Rafael Santamaria
Public University of Navarre, Universidad Pública de Navarra and Public University of Navarre

Abstract:

Investor sentiment, Noise traders, Spot-Futures correlation, Volatility spillovers

4.

Is Cognitive Bias Really Present in Analyst Forecasts? The Role of Investor Sentiment

International Business Review 23 (2014) 824–837,
Posted: 10 Oct 2014
Pilar Corredor, Elena Ferrer and Rafael Santamaria
Public University of Navarre, Universidad Pública de Navarra and Public University of Navarre

Abstract:

Analyst forecasts, Optimism, Investor Sentiment, Strategic Behaviour, Cognitive Bias

5.

Market Sentiment: A Key Factor of Investors’ Imitative Behaviour

Accounting & Finance, Vol. 52, Issue 3, pp. 663-689, 2012
Number of pages: 27 Posted: 09 Sep 2012
Natividad Blasco, Pilar Corredor and S. Ferreruela
University of Zaragoza - Department of Accounting and Finance, Public University of Navarre and University of Zaragoza - Department of Accounting and Finance
Downloads 0 (531,832)
Citation 1

Abstract:

Behavioural finance, Herding, Sentiment, Stock market

6.

Investor Sentiment Effect in Stock Markets: Stock Characteristics or Country-Specific Factors?

International Review of Economics and Finance 27 (2013) 572–591,
Posted: 31 Jan 2012 Last Revised: 09 Oct 2014
Pilar Corredor, Elena Ferrer and Rafael Santamaria
Public University of Navarre, Universidad Pública de Navarra and Public University of Navarre

Abstract:

Sentiment, stock markets, stock characteristics, country-specific factors, European stock market

7.

Value of Analysts’ Consensus Recommendations and Investor Sentiment

Journal of Behavioral Finance, 2012, Forthcoming
Posted: 31 Jan 2012 Last Revised: 03 Apr 2012
Pilar Corredor, Elena Ferrer and Rafael Santamaria
Public University of Navarre, Universidad Pública de Navarra and Public University of Navarre

Abstract:

Investor sentiment, Analysts, Consensus recommendations

8.

Technological Alliances and the Market Valuation of New Economy Firms

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 09 Nov 2009
Cristina Bayona, Pilar Corredor and Rafael Santamaria
affiliation not provided to SSRN, Public University of Navarre and Public University of Navarre

Abstract:

Technology alliances, Stock performance, Stock markets, Joint ventures, Valuation, Alliance formation, Market volatility, New Economy, Strategic alliances

9.

Information Spillovers between Derivative Markets with Differences in Transaction Costs and Liquidity

Applied Economics Letters, 2007
Posted: 30 May 2007
Natividad Blasco, Pilar Corredor and Rafael Santamaria
University of Zaragoza - Department of Accounting and Finance, Public University of Navarre and Public University of Navarre

Abstract:

Information Spillovers, Liquidity, Derivative Markets

10.

Technological Alliances and the Market Valuation of New Economy Firms

Technovation, Vol. 26, pp. 369-383, 2006
Posted: 30 May 2006
Public University of Navarre, Public University of Navarre and Public University of Navarre

Abstract:

Technological Alliances, New Economy Firms, Market Valuation

11.

The Profitability of Momentum Strategies using Stock Futures Contracts in Small Markets

Applied Financial Economics Letters, Vol. 2, pp. 173-177, 2006
Posted: 30 Mar 2006
Pilar Corredor, Luis Muga and Rafael Santamaria
Public University of Navarre, Universidad Publica de Navarra and Public University of Navarre

Abstract:

Momentum, Futures contracts, small markets

12.

Bad News and Dow Jones Make the Spanish Stock Go Round

European Journal of Operational Research, Vol. 163, pp. 253-275, 2005
Posted: 29 Mar 2006 Last Revised: 07 Mar 2011
University of Zaragoza - Department of Accounting and Finance, Public University of Navarre, Public University of Navarre and Public University of Navarre

Abstract:

stock markets, trading volume, return, volatility