Browsing by Author "Marín Vigueras, José María"

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  • Anticipating the financial crisis: evidence from insider trading in banks
    Akin, Ozlem; Marín Vigueras, José María; Peydró, José-Luis (Oxford University Press, 2020)
    Banking crises are recurrent phenomena, often induced by excessive bank risk-taking, which may be due to behavioural reasons (over-optimistic banks neglecting risks) and to conflicts of interest between bank shareholders/managers ...
  • Costs and benefits of the use of derivatives
    Rangel Hilt, Thomas Alexander (Universitat Pompeu Fabra, 2007-09-14)
    Se ha escrito mucho sobre la valoración de derivados financieros, pero no se ha estudiado tanto las razones, los costes, las ventajas y el impacto económico de su uso. Esto es sorprendente dada la importancia económica de ...
  • Essays in information and asset pricing
    Sangiorgi, Francesco (Universitat Pompeu Fabra, 2007-07-13)
    Esta tesis estudia las características de la formación y del equilibrio de los precios de los activos financieros cuando los agentes que participan en los mercados están informados de forma asimétrica. En el primer capítulo ...
  • Essays on the behavior and regulation of insiders
    Sureda Gomila, Antoni (Universitat Pompeu Fabra, 2010-10-28)
    This thesis consists of three essays on the behavior of corporate insiders and the optimal regulation of insider trading. The first of these three essays examines the welfare effects of insider trading and its attributes ...
  • Lessons from times of crisis: Anticipation, risk taking and portfolio management
    Akin, Ozlem (Universitat Pompeu Fabra, 2013-07-11)
    This thesis consists of three essays. In the first essay, we analyze bank insiders' trading in the securities of their own bank in the run-up to the 2007-08 financial crisis. We show that on average ex-ante bank insiders' ...
  • Three Essays in Finance
    Golez, Benjamin (Universitat Pompeu Fabra, 2011-05-11)
    This thesis consists of three essays. In the first essay, I show that information about dividends implied in derivative markets predicts future dividend growth and thereby improves the forecasts of short-run returns on the ...