MARÍA DEL PILAR
GRAU CARLES
Catedrática de universidad
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Universidad Rey Juan Carlos
Madrid, EspañaPublicaciones en colaboración con investigadores/as de Universidad Rey Juan Carlos (22)
2022
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Network diffusion of gender diversity on boards: A process of two-speed opposing forces
PLoS ONE, Vol. 17, Núm. 11 November
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Shades of Power: Network Links with Gender Quotas and Corporate Governance Codes
British Journal of Management, Vol. 33, Núm. 2, pp. 703-723
2019
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Predicting customer quality in e-commerce social networks: a machine learning approach
Review of Managerial Science, Vol. 13, Núm. 3, pp. 589-603
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Stability in mutual fund performance rankings: A new proposal
International Review of Economics and Finance, Vol. 61, pp. 337-346
2018
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Customer segmentation in e-commerce: Applications to the cashback business model
Journal of Business Research, Vol. 88, pp. 407-414
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El mercado de criptomonedas. Un análisis de web
Esic market, Núm. 161, pp. 569-598
2016
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Consumer behavior on cashback websites: Network strategies
Journal of Business Research, Vol. 69, Núm. 6, pp. 2101-2107
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Using network theory to detect dominant cartel firms
Journal of Competition Law and Economics, Vol. 12, Núm. 3, pp. 541-555
2014
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Fiscal Sustainability and Immigration in the Madrid Region
International Migration, Vol. 52, Núm. 6, pp. 180-196
2012
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Simulating capacity auctions with econport
Proceedings - 26th European Conference on Modelling and Simulation, ECMS 2012
2011
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The truth about mutual funds across Europe
Applied Economics Letters, Vol. 18, Núm. 7, pp. 687-692
2009
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Different risk-adjusted fund performance measures: A comparison
Proceedings - 23rd European Conference on Modelling and Simulation, ECMS 2009
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On the long-term behavior of mutual fund returns
Quantitative Finance, Vol. 9, Núm. 6, pp. 653-660
2008
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An evaluation on the true statistical relevance of Jensen's alpha trough simulation: An application for Germany
Economics Bulletin, Vol. 7, Núm. 10
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Selecting mutual fund persistence: The german case discovering persistent managers in germany
Proceedings - 22nd European Conference on Modelling and Simulation, ECMS 2008
2006
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Bootstrap testing for detrended fluctuation analysis
Physica A: Statistical Mechanics and its Applications, Vol. 360, Núm. 1, pp. 89-98
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Mutual fund performance and benchmark choice: The Spanish case
Applied Financial Economics Letters, Vol. 2, Núm. 5, pp. 317-321
2005
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Tests of long memory: A bootstrap approach
Computational Economics, Vol. 25, Núm. 1-2, pp. 103-113
2002
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Nonlinearities in the exchange rates returns and volatility
Physica A: Statistical Mechanics and its Applications, Vol. 316, Núm. 1-4, pp. 469-482
2001
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Long-range power-law correlations in stock returns
Physica A: Statistical Mechanics and its Applications, Vol. 299, Núm. 3-4, pp. 521-527