Publications

by members of

Instituto de Empresa
Madrid, Spain

Working papers

2008

1. Szabolcs Blazsek & Anna Downarowicz, 2008. "Regime switching models of hedge fund returns," Faculty Working Papers 12/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]

2007

1. Marín Vigueras, José Maria & Olivier, Jacques, 2007. "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers 6244, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. José M. Marín & Jacques Olivier, 2007. "The dog that did not bark: Insider trading and crashes," Working Papers 2007-20, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales. [Downloadable!]
3. José M. Marín & Antoni Sureda-Gomila, 2007. "Firms vs. insiders as traders of last resort," Working Papers 2007-21, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales. [Downloadable!]
4. José M. Marín & Thomas A. Rangel, 2007. "The use of derivatives in the spanish mutual fund industry," Working Papers 2007-22, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales. [Downloadable!]

2006

1. José M. Marín & Thomas A. Rangel, 2006. "The Use of Derivatives in the Spanish Mutual Fund Industry," Economics Working Papers 990, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
2. José M. Marín & Antoni Sureda-Gomila, 2006. "Firms vs. Insiders as Traders of Last Resort," Economics Working Papers 999, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
3. José M. Marín & Jacques Olivier, 2006. "The Dog That Did Not Bark: Insider Trading and Crashes," Economics Working Papers 948, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

2005

1. Francesco Franzoni & José M. Marín, 2005. "Pension Plan Funding and Stock Market Efficiency," Economics Working Papers 871, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
2. José M. Marín & Francesco Franzoni, 2005. "Portable Alphas from Pension Mispricing," Economics Working Papers 894, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
3. Javier Carrillo-Hermosilla, 2005. "IE WP 20/03 An Evolutionary Approach to the Process of Technology Diffusion and Standardization," Others 0509003, EconWPA. [Downloadable!]
4. Javier Carrillo-Hermosilla, 2005. "IE WP 02/04 Technology and the environment: an evolutionary approach to sustainable technological change," Others 0509004, EconWPA. [Downloadable!]
5. Javier Carrillo-Hermosilla & Pablo Chafla, 2005. "IE WP 01/03 Technology transfer and sustainable development in emerging economies," Others 0509002, EconWPA. [Downloadable!]
6. Totti Könnölä & Gregory C. Unruh & Javier Carrillo- Hermosilla, 2005. "IE WP 23/04 Prospective Voluntary Agreements to Escape Carbon Lock-in," Others 0509005, EconWPA. [Downloadable!]
7. Alejandro Balbas & Anna Downarowicz & Javier Gil-Bazo, 2005. "Market Imperfections, Discount Factors And Stochastic Dominance: An Empirical Analysis With Oil-Linked Derivatives," Business Economics Working Papers wb055013, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]

2004

1. Peter Cappelli & Monika Hamori, 2004. "The Path to the Top: Changes in the Attributes and Careers of Corporate Executives, 1980-2001," NBER Working Papers 10507, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Alejandro Balbas & Anna Downarowicz, 2004. "Infinitely many securities and the fundamental theorem of asset pricing," Business Economics Working Papers wb043513, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]

2003

1. Raquel Ortega & Rosina Moreno & Jordi Surinach, 2003. "Ownership Structure and Innovation: Is There a Real Link?," ERSA conference papers ersa03p213, European Regional Science Association. [Downloadable!]

2002

1. NUÑEZ, Laura, 2002. "An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange," Computing in Economics and Finance 2002 29, Society for Computational Economics. [Downloadable!]

1997

1. José M. Marín & Jacques Olivier, 1997. "Constraints and Non-Existence of Rational Expectations Equilibria," Economics Working Papers 225, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
2. José M. Marín & Rohit Rahi, 1997. "Speculative Securities," Economics Working Papers 223, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
3. Rohit Rahi & José Marín, 1997. "Speculative Securities," FMG Discussion Papers dp268, Financial Markets Group. [Downloadable!] (restricted)

1996

1. Jose Marin & Rohit Rahi, 1996. "Information Revelation and Market Incompleteness," Archive Working Papers 024, Birkbeck, Department of Economics, Mathematics & Statistics.
2. José M. Marín & Rohit Rahi, 1996. "Information Revelation and Market Incompleteness," Economics Working Papers 145, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

1995

1. José M. Marín & Jacques P. Olivier, 1995. "On the Impact of Leverage Constraints on Asset Prices and Trading Volume," Economics Working Papers 146, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2002. [Downloadable!]
2. de la Fuente, A. & Marin, J.M., 1995. "Innovation, 'Bank' Monitoring and Endogenous Development," UFAE and IAE Working Papers 307.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
3. de la Fuente, Angel & Marín Vigueras, José Maria, 1995. "Innovation, 'Bank' Monitoring and Endogenous Financial Development," CEPR Discussion Papers 1276, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1994

1. José M. Marín & Shinichi Suda, 1994. "A Model of Financial Markets with Default and The Role of "Ex-ante" Redundant Assets," Economics Working Papers 58, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
2. Ángel de la Fuente & José M. Marín, 1994. "Innovation, "Bank" Monitoring and Endogenous Financial Development," Economics Working Papers 59, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

Undated

1. Mario Izquierdo & Omar Licandro & Alberto Maydeu, . "Car quality improvements and price indices in Spain," Working Papers 2001-18, FEDEA. [Downloadable!]

Journal articles

2009

1. Pacheco, Joaquín & Casado, Silvia & Núñez, Laura, 2009. "A variable selection method based on Tabu search for logistic regression models," European Journal of Operational Research, Elsevier, vol. 199(2), pages 506-511, December. [Downloadable!] (restricted)

2008

1. Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October. [Downloadable!] (restricted)
2. Totti Konnola & Pablo Del Rio & Laura Pombo Juarez & Javier Carrillo-Hermosilla & Gregory C. Unruh, 2008. "An empirical analysis of institutional barriers to European hydrogen RD&D cooperation," International Journal of Sustainable Development, Inderscience Enterprises Ltd, vol. 11(1), pages 74-96, January. [Downloadable!] (restricted)
3. Pablo del Río & Javier Carrillo-Hermosilla & Totti Könnölä & Carlos Suárez, 2008. "Challenges and opportunities of a post-Kyoto mitigation regime: a survey of the European electricity sector," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 13(8), pages 863-885, October. [Downloadable!] (restricted)
4. Juan Santalo & Manuel Becerra, 2008. "Competition from Specialized Firms and the Diversification-Performance Linkage," Journal of Finance, American Finance Association, vol. 63(2), pages 851-883, 04. [Downloadable!] (restricted)

2007

1. Kenneth Bollen & Albert Maydeu-Olivares, 2007. "A Polychoric Instrumental Variable (PIV) Estimator for Structural Equation Models with Categorical Variables," Psychometrika, Springer, vol. 72(3), pages 309-326, September. [Downloadable!] (restricted)

2006

1. Francesco Franzoni & José M. Marín, 2006. "Pension Plan Funding and Stock Market Efficiency," Journal of Finance, American Finance Association, vol. 61(2), pages 921-956, 04. [Downloadable!] (restricted)
2. Konnola, Totti & Unruh, Gregory C. & Carrillo-Hermosilla, Javier, 2006. "Prospective voluntary agreements for escaping techno-institutional lock-in," Ecological Economics, Elsevier, vol. 57(2), pages 239-252, May. [Downloadable!] (restricted)
3. Carrillo-Hermosilla, Javier, 2006. "A policy approach to the environmental impacts of technological lock-in," Ecological Economics, Elsevier, vol. 58(4), pages 717-742, July. [Downloadable!] (restricted)
4. Unruh, Gregory C. & Carrillo-Hermosilla, Javier, 2006. "Globalizing carbon lock-in," Energy Policy, Elsevier, vol. 34(10), pages 1185-1197, July. [Downloadable!] (restricted)
5. Albert Maydeu-Olivares & Harry Joe, 2006. "Limited Information Goodness-of-fit Testing in Multidimensional Contingency Tables," Psychometrika, Springer, vol. 71(4), pages 713-732, December. [Downloadable!] (restricted)
6. Albert Maydeu-Olivares, 2006. "Limited information estimation and testing of discretized multivariate normal structural models," Psychometrika, Springer, vol. 71(1), pages 57-77, March. [Downloadable!] (restricted)
7. Harry Joe & Albert Maydeu-Olivares, 2006. "On the asymptotic distribution of Pearson's X 2 in cross-validation samples," Psychometrika, Springer, vol. 71(3), pages 587-592, September. [Downloadable!] (restricted)
8. Santalo, Juan & Becerra, Manuel, 2006. "The dominance of diversified versus specialized firms across industries," Journal of Business Research, Elsevier, vol. 59(3), pages 335-340, March. [Downloadable!] (restricted)
9. Emiliano Ruiz Barbadillo & Nieves Gómez Aguilar & Nieves Carrera Pena, 2006. "Evidencia empírica sobre el efecto de la duración del contrato en la calidad de la auditoría: análisis de las medidas de retención y rotación obligatoria de auditores," Investigaciones Economicas, Fundación SEPI, vol. 30(2), pages 283-316, May. [Downloadable!]

2005

1. Maydeu-Olivares, Albert & Joe, Harry, 2005. "Limited- and Full-Information Estimation and Goodness-of-Fit Testing in 2n Contingency Tables: A Unified Framework," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1009-1020, September. [Downloadable!] (restricted)

2004

1. Salvador, F. & Forza, C., 2004. "Configuring products to address the customization-responsiveness squeeze: A survey of management issues and opportunities," International Journal of Production Economics, Elsevier, vol. 91(3), pages 273-291, October. [Downloadable!] (restricted)

2003

1. Albert Maydeu-Olivares, 2003. "Reviews," Psychometrika, Springer, vol. 68(4), pages 607-609, December. [Downloadable!] (restricted)
2. Raquel Ortega, 2003. "A new methodology for modeling entrepreneurial activity: Genetic algorithms," Atlantic Economic Journal, International Atlantic Economic Society, vol. 31(2), pages 206-206, June. [Downloadable!] (restricted)

2002

1. Maydeu-Olivares, Albert, 2002. "Limited information estimation and testing of Thurstonian models for preference data," Mathematical Social Sciences, Elsevier, vol. 43(3), pages 467-483, July. [Downloadable!] (restricted)
2. Salvador, Fabrizio & Forza, Cipriano & Rungtusanatham, Manus, 2002. "How to mass customize: Product architectures, sourcing configurations," Business Horizons, Elsevier, vol. 45(4), pages 61-69. [Downloadable!] (restricted)
3. Forza, Cipriano & Salvador, Fabrizio, 2002. "Managing for variety in the order acquisition and fulfilment process: The contribution of product configuration systems," International Journal of Production Economics, Elsevier, vol. 76(1), pages 87-98, March. [Downloadable!] (restricted)

2001

1. Albert Maydeu-Olivares, 2001. "Limited information estimation and testing of Thurstonian models for paired comparison data under multiple judgment sampling," Psychometrika, Springer, vol. 66(2), pages 209-227, June. [Downloadable!] (restricted)
2. Forza, C. & Salvador, F., 2001. "Information flows for high-performance manufacturing," International Journal of Production Economics, Elsevier, vol. 70(1), pages 21-36, March. [Downloadable!] (restricted)
3. Nieves Carrera, Isabel Gutiérrez, Salvador Carmona, 2001. "Gender, the state and the audit profession: evidence from Spain (1942–88)," European Accounting Review, Taylor and Francis Journals, vol. 10(4), pages 803-815, December. [Downloadable!] (restricted)

2000

1. Marin, Jose M & Rahi, Rohit, 2000. "Information Revelation and Market Incompleteness," Review of Economic Studies, Blackwell Publishing, vol. 67(3), pages 563-79, July.

1999

1. Rohit Rahi & José M. Marín, 1999. "research articles : Speculative securities," Economic Theory, Springer, vol. 14(3), pages 653-668. [Downloadable!] (restricted)
2. Albert Maydeu-Olivares, 1999. "Thurstonian modeling of ranking data via mean and covariance structure analysis," Psychometrika, Springer, vol. 64(3), pages 325-340, September. [Downloadable!] (restricted)

1996

1. de la Fuente, Angel & Marin, JoseMaria, 1996. "Innovation, bank monitoring, and endogenous financial development," Journal of Monetary Economics, Elsevier, vol. 38(2), pages 269-301, October. [Downloadable!] (restricted)

1995

1. Albert Maydeu-Olivares & Ishwar Sethi & Phipps Arabie & A. Tanguiane & K. Klauer & Pierre Hansen & Klaas Sijtsma & M. Windham, 1995. "Book reviews," Journal of Classification, Springer, vol. 12(1), pages 137-158, March. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.