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Luis Muga

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First Name:Luis
Middle Name:
Last Name:Muga
RePEc Short-ID:pmu333
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  1. González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael, 2015. "Momentum and default risk. Some results using the jump component," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 185-193.
  2. Isabel Abinzano & Luis Muga & Rafael Santamaria & Henk Berkman, 2014. "Is default risk the hidden factor in momentum returns? Some empirical results," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 671-698, 09.
  3. Isabel Abinzano & Luis Muga & Rafael Santamaría, 2013. "Does Default Probability Matter in Latin American Emerging Markets?," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 49(5), pages 63-81, September.
  4. Jorge Casado & Luis Muga & Rafael Santamaria, 2013. "The effect of US holidays on the European markets: when the cat’s away…," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(1), pages 111-136, 03.
  5. Isabel Abinzano & Luis Muga & Rafael Santamaria, 2010. "Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds," Journal of Financial Services Research, Springer;Western Finance Association, vol. 38(1), pages 41-67, August.
  6. Muga, Luis & Santamaría, Rafael, 2009. "El efecto momentum en la Bolsa Mexicana de Valores," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(302), pages 433-463, abril-jun.
  7. Luis Muga & Rafael Santamaría, 2009. "Momentum, market states and investor behavior," Empirical Economics, Springer, vol. 37(1), pages 105-130, September.
  8. Luis Muga & Rafael Santamaria, 2008. "Market penetration strategies and the fee--performance relationship: the case of Spanish money mutual funds," The Service Industries Journal, Taylor & Francis Journals, vol. 30(9), pages 1529-1547, September.
  9. Luis Muga & Adriana Rodriguez & Rafael Santamaría, 2007. "Persistence in Mutual Funds in Latin American Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(1), pages 1-37, January.
  10. Luis Muga & Rafael Santamaría, 2007. "The Momentum Effect in Latin American Emerging Markets," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 43(4), pages 24-45, August.
  11. Luis Muga & Rafael Santamaria, 2007. "The momentum effect: omitted risk factors or investor behaviour? Evidence from the Spanish stock market," Quantitative Finance, Taylor & Francis Journals, vol. 7(6), pages 637-650.
  12. Luis Muga & Rafael Santamaria, 2007. "The stock market crisis and momentum. Some evidence for the Spanish stock market during the 1990s," Applied Financial Economics, Taylor & Francis Journals, vol. 17(6), pages 469-486.
  13. Luis Muga & Rafael Santamaría, 2007. "Riesgo asimétrico y estrategias de momentum en el mercado de valores español," Investigaciones Economicas, Fundación SEPI, vol. 31(2), pages 323-340, May.
  14. Pilar Corredor & Luis Muga & Rafael Santamaria, 2006. "The profitability of momentum strategies using stock futures contracts in small markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(3), pages 173-177, May.

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