Publications (33) DAVID ABAD DÍAZ publications

2023

  1. Evaluación continua basada en prácticas individualizadas en el área de contabilidad/finanzas

    Proceedings 2nd international congress: education and knowledge

  2. Evaluación continua en el área de contabilidad/finanzas

    Educación y sociedad: claves interdisciplinares (Octaedro), pp. 3-16

  3. Market-wide illiquidity and the distribution of non-parametric stochastic discount factors

    International Review of Financial Analysis, Vol. 87

2022

  1. Evaluación continua basada en prácticas individualizadas en el área de contabilidad / finanzas

    Memorias del Programa de Redes de investigación en docencia universitaria: Convocatoria 2021-22 (Instituto de Ciencias de la Educación), pp. 829-875

2018

  1. Does IFRS Mandatory Adoption Affect Information Asymmetry in the Stock Market?

    Australian Accounting Review, Vol. 28, Núm. 1, pp. 61-78

  2. Evaluating VPIN as a trigger for single-stock circuit breakers

    Journal of Banking and Finance, Vol. 86, pp. 21-36

  3. Real Earnings Management and Information Asymmetry in the Equity Market

    European Accounting Review, Vol. 27, Núm. 2, pp. 209-235

2017

  1. Audit opinions and information asymmetry in the stock market

    Accounting and Finance, Vol. 57, Núm. 2, pp. 565-595

  2. Does gender diversity on corporate boards reduce information aymmetry in equity markets?

    Business Research Quarterly, Vol. 20, Núm. 3, pp. 192-205

  3. The short-term debt choice under asymmetric information

    SERIEs : Journal of the Spanish Economic Association, Vol. 8, Núm. 3, pp. 261-285

2015

  1. The friction-free weighted price contribution

    International Review of Economics and Finance, Vol. 37, pp. 226-239

2013

  1. Holding Back Volatility Circuit Breakers, Price Limits, and Trading Halts

    MARKET MICROSTRUCTURE IN EMERGING AND DEVELOPED MARKETS: PRICE DISCOVERY, INFORMATION FLOWS, AND TRANSACTION COSTS (BLACKWELL SCIENCE PUBL), pp. 303-324

2012

  1. From PIN to VPIN: An introduction to order flow toxicity

    The Spanish Review of Financial Economics, Vol. 10, Núm. 2, pp. 74-83

2011

  1. Analysing bank-issued option pricing

    European Journal of Finance, Vol. 17, Núm. 1, pp. 49-65

  2. Lecciones de finanzas corporativas: valoración de proyectos y empresas

    Taller Digital

2010

  1. Switching to a temporary call auction in times of high uncertainty

    Journal of Financial Research, Vol. 33, Núm. 1, pp. 45-75

2009

  1. Strategic timing of annual earnings announcements: Evidence from an order-driven market

    Review of Quantitative Finance and Accounting, Vol. 32, Núm. 3, pp. 287-308

2008

  1. Understanding Warrants Pricing: A case study of the financial market in Spain

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

2007

  1. On the magnet effect of price limits

    European Financial Management, Vol. 13, Núm. 5, pp. 833-852

2005

  1. Agresividad de las órdenes introducidas en el mercado español: estrategias, determinantes y medidas de performance

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]