Publicaciones en colaboración con investigadores/as de Universidad Rey Juan Carlos (22)

2022

  1. Network diffusion of gender diversity on boards: A process of two-speed opposing forces

    PLoS ONE, Vol. 17, Núm. 11 November

  2. Shades of Power: Network Links with Gender Quotas and Corporate Governance Codes

    British Journal of Management, Vol. 33, Núm. 2, pp. 703-723

2019

  1. Predicting customer quality in e-commerce social networks: a machine learning approach

    Review of Managerial Science, Vol. 13, Núm. 3, pp. 589-603

  2. Stability in mutual fund performance rankings: A new proposal

    International Review of Economics and Finance, Vol. 61, pp. 337-346

2018

  1. Customer segmentation in e-commerce: Applications to the cashback business model

    Journal of Business Research, Vol. 88, pp. 407-414

  2. El mercado de criptomonedas. Un análisis de web

    Esic market, Núm. 161, pp. 569-598

2016

  1. Consumer behavior on cashback websites: Network strategies

    Journal of Business Research, Vol. 69, Núm. 6, pp. 2101-2107

  2. Using network theory to detect dominant cartel firms

    Journal of Competition Law and Economics, Vol. 12, Núm. 3, pp. 541-555

2014

  1. Fiscal Sustainability and Immigration in the Madrid Region

    International Migration, Vol. 52, Núm. 6, pp. 180-196

2012

  1. Simulating capacity auctions with econport

    Proceedings - 26th European Conference on Modelling and Simulation, ECMS 2012

2011

  1. The truth about mutual funds across Europe

    Applied Economics Letters, Vol. 18, Núm. 7, pp. 687-692

2009

  1. Different risk-adjusted fund performance measures: A comparison

    Proceedings - 23rd European Conference on Modelling and Simulation, ECMS 2009

  2. On the long-term behavior of mutual fund returns

    Quantitative Finance, Vol. 9, Núm. 6, pp. 653-660

2008

  1. An evaluation on the true statistical relevance of Jensen's alpha trough simulation: An application for Germany

    Economics Bulletin, Vol. 7, Núm. 10

  2. Selecting mutual fund persistence: The german case discovering persistent managers in germany

    Proceedings - 22nd European Conference on Modelling and Simulation, ECMS 2008

2006

  1. Bootstrap testing for detrended fluctuation analysis

    Physica A: Statistical Mechanics and its Applications, Vol. 360, Núm. 1, pp. 89-98

  2. Mutual fund performance and benchmark choice: The Spanish case

    Applied Financial Economics Letters, Vol. 2, Núm. 5, pp. 317-321

2005

  1. Tests of long memory: A bootstrap approach

    Computational Economics, Vol. 25, Núm. 1-2, pp. 103-113

2002

  1. Nonlinearities in the exchange rates returns and volatility

    Physica A: Statistical Mechanics and its Applications, Vol. 316, Núm. 1-4, pp. 469-482

2001

  1. Long-range power-law correlations in stock returns

    Physica A: Statistical Mechanics and its Applications, Vol. 299, Núm. 3-4, pp. 521-527