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Mikel Tapia
Mikel Tapia
Verified email at emp.uc3m.es
Title
Cited by
Cited by
Year
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
2562005
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
601996
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
562009
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
53*2008
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
Á Cartea, R Payne, J Penalva, M Tapia
Journal of Banking & Finance 99, 157-181, 2019
29*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
262007
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
211998
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
182004
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
132003
Liquidez en los mercados financieros y selección adversa: problemas de estimación y comprensión
M Tapia
Revista española de financiación y contabilidad, 201-220, 1999
121999
Resultados preliminares sobre la estacionalidad de la prima por liquidez en España: efectos fiscales
M Tapia
Ministerio de Industria, Comercio y Turismo, 1997
111997
Modelling the shape of the limit order book
F Platania, P Serrano, M Tapia
Quantitative Finance 18 (9), 1575-1597, 2018
92018
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
¿ Qué sabemos de la negociación de alta frecuencia
B Alubankudi, M Tapia
Revista innovación y tecnología. 4 (3). 48 52, 2014
72014
Formación de precios en un mercado financiero con creador de mercado informado
M Tapia
Instituto de Estudios Fiscales, 1996
61996
Ensayos sobre microestructura: información, riesgo y liquidez
M Tapia
Tesis doctoral. Universidad del País Vasco, 1995
51995
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
22022
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