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Jose Luis Miralles Marcelo

Personal Details

First Name:Jose
Middle Name:Luis
Last Name:Miralles Marcelo
Suffix:
RePEc Short-ID:pmi71
http://eco.unex.es/gimaf
Faculty of Economics and Management Badajoz, Spain Avenida de Elvas, s/n, 06071 - Badajoz
+(34)924289510

Affiliation

Facultad de Ciencias Económicas y Empresariales
Universidad de Extremadura

Badajoz, Spain
http://eco.unex.es/

924 - 289520
924 - 272509
Avenida de Elvas, s/n, 06071 - Badajoz
RePEc:edi:fcextes (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis & Daza-Izquierdo, Julio, 2018. "Crecimiento empresarial y políticas públicas de desarrollo regional en EUROACE," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 41, pages 215-225.
  2. Miralles Marcelo, Jose Luis & Quiros, Jose Luis Miralles & Quiros, Maria del Mar Miralles, 2008. "Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 1-15, February.
  3. Miralles Marcelo, José Luis & Miralles Quirós, María Del Mar & Miralles Quirós, José Luis., 2007. "Análisis Media-semivarianza: Una Aplicación A Las Primas De Riesgo En El Mercado De Valores Español/Mean-semivariance Analysis: An Application To Risk Premiums In The Spanish Stock Market," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 25, pages 199-214, Abril.
  4. 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.
  5. 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.
  6. 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.

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. Miralles Marcelo, Jose Luis & Quiros, Jose Luis Miralles & Quiros, Maria del Mar Miralles, 2008. "Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 1-15, February.

    Cited by:

    1. Dejan ŽIVKOV & Jovan NJEGIĆ & Ivan MILENKOVIĆ, 2018. "Interrelationship between DAX Index and Four Largest Eastern European Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 88-103, September.
    2. Guidi, Francesco & Gupta, Rakesh, 2010. "Cointegration and conditional correlations among German and Eastern Europe equity markets," MPRA Paper 21732, University Library of Munich, Germany.
    3. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2017. "The kidnapping of Europe: High-order moments' transmission between developed and emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 96-115.

  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.

    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).

  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.

    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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