Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market MA Martınez, B Nieto, G Rubio, M Tapia International Review of Economics & Finance 14 (1), 81-103, 2005 | 256 | 2005 |
Adverse selection, volume and transactions around dividend announcements in a continuous auction system G Rubio, M Tapia European Financial Management 2 (1), 39-67, 1996 | 58 | 1996 |
Disclosure and liquidity in a driven by orders market: Empirical evidence from panel data M Espinosa, M Tapia, M Trombetta investigaciones económicas 32 (3), 339-370, 2008 | 57* | 2008 |
Globalization, superstars, and reputation: Theory & evidence from the wine industry M Gibbs, M Tapia, F Warzynski Journal of Wine Economics 4 (1), 46-61, 2009 | 56 | 2009 |
On the bi-dimensionality of liquidity R Pascual, Á Escribano, M Tapia The European Journal of Finance 10 (6), 542-566, 2004 | 32* | 2004 |
Ultra-fast activity and intraday market quality A Cartea, R Payne, J Penalva, M Tapia Journal of Banking & Finance 99, 157-181, 2019 | 27* | 2019 |
PRICE DYNAMICS, INFORMATIONAL EFFICIENCY, AND WEALTH DISTRIBUTION IN CONTINUOUS DOUBLE‐AUCTION MARKETS J Gil‐Bazo, D Moreno, M Tapia Computational Intelligence 23 (2), 176-196, 2007 | 25 | 2007 |
Understanding the ex-ante cost of liquidity in the limit order book: A note MA Martinez, G Rubio, M Tapia Revista de Economía Aplicada, 2005, 2001 | 21* | 2001 |
The liquidity premium in equity pricing under a continuous auction system G Rubio, M Tapia The European Journal of Finance 4 (1), 1-28, 1998 | 21 | 1998 |
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis R Pascual, A Escribano, M Tapia Journal of banking & finance 28 (1), 107-128, 2004 | 18 | 2004 |
Heterogeneity and Competition in Fragmented Markets: Fees Vs Speed JS Penalva, M Tapia Applied Mathematical Finance 28 (2), 143-177, 2021 | 15* | 2021 |
Price discovery in the pre-opening period. theory and evidence from the madrid stock exchange S Brusco, C Manzano, M Tapia Open Access publications from Universidad Carlos III de Madrid, 2003 | 14 | 2003 |
Liquidez en los mercados financieros y selección adversa: problemas de estimación y comprensión M Tapia Revista española de financiación y contabilidad, 201-220, 1999 | 12 | 1999 |
RESULTADOS PRELIMINARES SOBRE IA ESTACIONALIDAD DE LA PRIMA POR LIQUIDEZ EN ESPAÑA: EFECTOS FISCALES MT Torres Información Comercial Española, ICE: Revista de economía, 65-75, 1997 | 11 | 1997 |
Modelling the shape of the limit order book F Platania, P Serrano, M Tapia Quantitative Finance 18 (9), 1575-1597, 2018 | 9 | 2018 |
¿ Qué sabemos de la negociación de alta frecuencia B Alubankudi, M Tapia Revista innovación y tecnología. 4 (3). 48 52, 2014 | 8 | 2014 |
Information transmission around block trades on the Spanish stock exchange MA Martínez*, M Tapia, J Yzaguirre Applied Financial Economics 15 (3), 173-186, 2005 | 8* | 2005 |
Formación de precios en un mercado financiero con creador de mercado informado M Tapia Spanish Economic Review 13 (1), 141-155, 1996 | 6 | 1996 |
Ensayos sobre microestructura: información, riesgo y liquidez M Tapia Tesis doctoral. Universidad del País Vasco, 1995 | 6 | 1995 |
Operate, Not Amputate: A Surgical Approach to Dealing with Toxic Short Selling O H Florindo, J Penalva, M Tapia Operate, Not Amputate: A Surgical Approach to Dealing with Toxic Short …, 2022 | 2 | 2022 |