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Mar Miralles Quiros

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First Name:Mar
Middle Name:
Last Name:Miralles Quiros
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RePEc Short-ID:pmi70
http://eco.unex.es/gimaf
Faculty of Economics and Management Badajoz, Spain Avenida de Elvas, s/n, 06071 - Badajoz
+(34)924289510

Research output

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Articles

  1. José Luis Miralles-Quiros & María Mar Miralles-Quiros & Jose Manuel Nogueira, 2020. "Two-Stage Asset Allocation with Data Envelopment Analysis: The Case of Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(5), pages 386-406, November.
  2. José Luis Miralles Marcelo & Maria del Mar Miralles Quirós, 2004. "An Empirical Analysis Of The Systematic Liquidity Risk In The Spanish Stock Market," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(2), pages 91-102.
  3. José Miralles Marcelo & María Miralles Quirós & José Miralles Quirós, 2004. "The Pricing of Systematic Liquidity Risk in Stock Markets," Notas Económicas, Faculty of Economics, University of Coimbra, issue 20, pages 162-176, December.
  4. José Luis Miralles Marcelo & María del Mar Miralles Quirós, 2003. "The January Effect And Institutional Investment In Portugal," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 105-114.
    RePEc:lrk:eeaart:25_1_8 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. José Luis Miralles Marcelo & Maria del Mar Miralles Quirós, 2004. "An Empirical Analysis Of The Systematic Liquidity Risk In The Spanish Stock Market," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(2), pages 91-102.

    Cited by:

    1. Miralles Marcelo, José Luis & Miralles Quirós, María Del Mar & Oliveira, Célia, 2015. "Systematic liquidity: commonality and inter-temporal variation in the Portuguese stock market," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).

  2. José Miralles Marcelo & María Miralles Quirós & José Miralles Quirós, 2004. "The Pricing of Systematic Liquidity Risk in Stock Markets," Notas Económicas, Faculty of Economics, University of Coimbra, issue 20, pages 162-176, December.

    Cited by:

    1. Vidović Jelena & Poklepović Tea & Aljinović Zdravka, 2014. "How to Measure Illiquidity on European Emerging Stock Markets?," Business Systems Research, Sciendo, vol. 5(3), pages 67-81, September.

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