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Nonsimultaneous prices and the evaluation of managed portfolios in Spain
Basarrate Urízar, Begoña; Rubio, Gonzalo - In: Applied financial economics 9 (1999) 3, pp. 273-281
Persistent link: https://www.econbiz.de/10001454515
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The liquidity premium in equity pricing under a continuous auction system
Rubio, Gonzalo - In: The European journal of finance 4 (1998) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001247522
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La valoración de los dividendos en relación a las ganancias de capital : un estudio del comportamiento del precio de las acciones en el día del pago del dividendo
Basarrate Urízar, Begoña - In: Herri - ekonomiaz (1989), pp. 31-52
Persistent link: https://www.econbiz.de/10001094544
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The cross section of expected returns with MIDAS betas
González, Mariano; Nave, Juan M.; Rubio, Gonzalo - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 115-135
Persistent link: https://www.econbiz.de/10009623141
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Consumption, liquidity and the cross-sectional variation of expected returns
Márquez De la Cruz, Elena; Nieto Domenech, Belen; … - 2010
Persistent link: https://www.econbiz.de/10009724980
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Stock returns with consumption and illiquidity risks
Márquez De la Cruz, Elena; Nieto, Belén; Rubio, Gonzalo - In: International review of economics & finance : IREF 29 (2014), pp. 57-74
Persistent link: https://www.econbiz.de/10010431504
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The relationship between risk and expected return in Europe
León Valle, Ángel Manuel; Nave, Juan M.; Rubio, Gonzalo - In: Journal of banking & finance 31 (2007) 2, pp. 495-512
Persistent link: https://www.econbiz.de/10003421299
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Macroeconomic and financial determinants of the volatility of corporate bond returns
Nieto Domenech, Belen; Novales, Alfonso; Rubio, Gonzalo - In: The quarterly journal of finance 5 (2015) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10011414145
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The joint cross-sectional variation of equity returns and volatilities
González-Urteaga, Ana; Rubio, Gonzalo - In: Journal of banking & finance 75 (2017), pp. 17-34
Persistent link: https://www.econbiz.de/10011742149
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The cross-sectional variation of volatility risk premia
González-Urteaga, Ana; Rubio, Gonzalo - In: Journal of financial economics 119 (2016) 2, pp. 353-370
Persistent link: https://www.econbiz.de/10011589865