IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Javier Perote

This is information that was supplied by Javier Perote in registering through RePEc. If you are Javier Perote, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Javier
Middle Name:
Last Name:Perote
Suffix:
RePEc Short-ID:ppe277
http://web.usal.es/~perote/index.php?id=en
Dpt. Economía e Historia Económica Universidad de Salamanca Campus Miguel de Unamuno (Edif. FES) 37007 Salamanca (Spain)
Salamanca, Spain
http://diarium.usal.es/dptoeehe/

: (+34) 923 294500
(+34) 923 294686
Campus Miguel de Unamuno, Edificio D.F.E.S., E-37007 Salamanca
RePEc:edi:desales (more details at EDIRC)
in new window
  1. Lina Cortés & Andrés Mora-Valencia & Javier Perote, 2017. "Measuring firm size distribution with semi-nonparametric densities," DOCUMENTOS DE TRABAJO CIEF 015300, UNIVERSIDAD EAFIT.
  2. Lina M. Cortés & Javier Perote & Andrés Mora-Valencia, 2016. "The productivity of top researchers: A semi-nonparametric approach," DOCUMENTOS DE TRABAJO CIEF 014437, UNIVERSIDAD EAFIT.
  3. Trino-Manuel Ñíguez & Javier Perote, 2016. "Multivariate moments expansion density: application of the dynamic equicorrelation model," Working Papers 1602, Banco de España;Working Papers Homepage.
  4. Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote, 2015. "Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation," Working Papers 1520, Banco de España;Working Papers Homepage.
  5. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
  6. Javier Perote & Juan Perote-Peña & Marc Vorsatz, 2012. "Strategic behavior in regressions: an experimental," Working Papers 2012-07, FEDEA.
  7. T M Niguez & I Paya & D Peel & J Perote, 2011. "On the stability of the CRRA utility under high degrees of uncertainty," Working Papers 615773, Lancaster University Management School, Economics Department.
  8. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2008. "Multivariate Gram-Charlier Densities," MPRA Paper 29073, University Library of Munich, Germany.
  9. Tibor Neugebauer & Javier Perote & Ulrich Schmidt & Malte Loos, 2005. "Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments," Experimental 0503009, EconWPA.
  10. Tibor Neugebauer & Javier Perote, 2005. "Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets," Experimental 0503008, EconWPA.
  11. Enrique Fatas & Tibor Neugebauer & Javier Perote, 2005. "Within-Team Competition in the Minimum Effort Coordination Game," Experimental 0503006, EconWPA.
  12. Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," LSE Research Online Documents on Economics 6845, London School of Economics and Political Science, LSE Library.
  13. Javier Perote Peña & Juan Perote Peña, 2003. "A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility," Economic Working Papers at Centro de Estudios Andaluces E2003/10, Centro de Estudios Andaluces.
  14. Javier Perote Peña & Juan Perote Peña, 2003. "Strategy-Proof Estimators for Simple Regression," Economic Working Papers at Centro de Estudios Andaluces E2003/14, Centro de Estudios Andaluces.
  15. Javier Perote Peña & Juan Perote Peña, 2003. "The Impossibility of Strategy-Proof Clustering," Economic Working Papers at Centro de Estudios Andaluces E2003/08, Centro de Estudios Andaluces.
  1. Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier, 2017. "Measuring firm size distribution with semi-nonparametric densities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 35-47.
  2. 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.
  3. Esther B. Brio & Ilidio Lopes-e-Silva & Javier Perote, 2016. "Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 33(3), pages 379-402, December.
  4. Lina M. Cortés & Andrés Mora-Valencia & Javier Perote, 2016. "The productivity of top researchers: a semi-nonparametric approach," Scientometrics, Springer;Akadémiai Kiadó, vol. 109(2), pages 891-915, November.
  5. Ñíguez, Trino-Manuel & Perote, Javier, 2016. "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 216-232.
  6. Javier Perote & Juan Perote-Peña & Marc Vorsatz, 2015. "Strategic behavior in regressions: an experimental study," Theory and Decision, Springer, vol. 79(3), pages 517-546, November.
  7. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2014. "VaR performance during the subprime and sovereign debt crises: An application to emerging markets," Emerging Markets Review, Elsevier, vol. 20(C), pages 23-41.
  8. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2014. "Semi-nonparametric VaR forecasts for hedge funds during the recent crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 330-343.
  9. Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David & Perote, Javier, 2012. "On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty," Economics Letters, Elsevier, vol. 115(2), pages 244-248.
  10. Trino-Manuel Ñíguez & Javier Perote, 2012. "Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(4), pages 600-627, 08.
  11. Del Brio, Esther B. & Perote, Javier, 2012. "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 531-537.
  12. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2011. "Multivariate semi-nonparametric distributions with dynamic conditional correlations," International Journal of Forecasting, Elsevier, vol. 27(2), pages 347-364, April.
  13. Neugebauer, Tibor & Perote, Javier & Schmidt, Ulrich & Loos, Malte, 2009. "Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments," Journal of Economic Psychology, Elsevier, vol. 30(1), pages 52-60, February.
  14. Esther B. Del Brio & Trino-Manuel Niguez & Javier Perote, 2009. "Gram-Charlier densities: a multivariate approach," Quantitative Finance, Taylor & Francis Journals, vol. 9(7), pages 855-868.
  15. Tibor Neugebauer & Javier Perote, 2008. "Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback," Experimental Economics, Springer;Economic Science Association, vol. 11(2), pages 190-202, June.
  16. BRIO, Esther B. & PEROTE, Javier, 2008. "Forecasting Market Crashes: Does Density Specification Matter?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 53-58.
  17. Esther Brio & Javier Perote, 2007. "What Enhances Insider Trading Profitability?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(2), pages 173-188, June.
  18. Javier Perote & Esther Brío, 2006. "Positive Definiteness of Multivariate Densities Based on Hermite Polynomials," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(3), pages 425-425, August.
  19. Enrique Fatas & Tibor Neugebauer & Javier Perote, 2006. "Within-Team Competition In The Minimum Effort Coordination Game," Pacific Economic Review, Wiley Blackwell, vol. 11(2), pages 247-266, 06.
  20. Perote, Javier & Perote-Pena, Juan, 2004. "Strategy-proof estimators for simple regression," Mathematical Social Sciences, Elsevier, vol. 47(2), pages 153-176, March.
  21. Javier Perote, 2004. "The multivariate Edgeworth-Sargan density," Spanish Economic Review, Springer;Spanish Economic Association, vol. 6(1), pages 77-96, April.
  22. Juan Perote-Peña & Javier Perote, 2003. "The impossibility of strategy-proof clustering," Economics Bulletin, AccessEcon, vol. 4(23), pages 1-9.
  23. Esther B. Del Brio & Javier Perote & Julio Pindado, 2003. "Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(5-6), pages 715-747.
  24. Del Brio, Esther B. & Miguel, Alberto & Perote, Javier, 2002. "An investigation of insider trading profits in the Spanish stock market," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 73-94.
  25. Ignacio Mauleon & Javier Perote, 2000. "Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 225-239.
  26. Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 0. "Multivariate approximations to portfolio return distribution," Computational and Mathematical Organization Theory, Springer, vol. 0, pages 1-15.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EXP: Experimental Economics (4) 2005-04-16 2005-04-16 2005-04-16 2012-10-27
  2. NEP-ECM: Econometrics (3) 2003-05-12 2016-02-04 2017-02-12
  3. NEP-CDM: Collective Decision-Making (2) 2003-04-27 2003-05-15
  4. NEP-GTH: Game Theory (2) 2005-04-16 2012-10-27
  5. NEP-MIC: Microeconomics (2) 2005-04-16 2005-04-16
  6. NEP-CBE: Cognitive & Behavioural Economics (1) 2012-10-27
  7. NEP-CMP: Computational Economics (1) 2003-04-27
  8. NEP-CTA: Contract Theory & Applications (1) 2012-10-27
  9. NEP-ENT: Entrepreneurship (1) 2017-02-12
  10. NEP-ETS: Econometric Time Series (1) 2016-02-04
  11. NEP-EVO: Evolutionary Economics (1) 2005-04-16
  12. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2016-04-30
  13. NEP-PBE: Public Economics (1) 2005-04-16
  14. NEP-POL: Positive Political Economics (1) 2003-05-15
  15. NEP-SBM: Small Business Management (1) 2017-02-12
  16. NEP-UPT: Utility Models & Prospect Theory (1) 2013-04-06
This author is among the top 5% authors according to these criteria:
  1. Betweenness measure in co-authorship network

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Javier Perote should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.