MARTA ESMERALDA
VIDAL GARCIA
PROFESOR ACREDITADO
Universidad Complutense de Madrid
Madrid, EspañaPublicaciones en colaboración con investigadores/as de Universidad Complutense de Madrid (12)
2023
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European market timing
Journal of Economic Asymmetries, Vol. 27
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On the short-term persistence of mutual fund performance in Europe
Research in International Business and Finance, Vol. 65
2022
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Short-term volatility timing: a cross-country study
Annals of Operations Research
2019
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Determinants of the acceptance of mobile learning as an element of human capital training in organisations
Technological Forecasting and Social Change, Vol. 149
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Idiosyncratic risk and mutual fund performance
Annals of Operations Research, Vol. 281, Núm. 1-2, pp. 349-372
2018
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The efficiency of mutual funds
Annals of Operations Research, Vol. 267, Núm. 1-2, pp. 555-584
2017
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Internet finance
Maximizing Business Performance and Efficiency Through Intelligent Systems (IGI Global), pp. 167-190
2016
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Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market
Review of Quantitative Finance and Accounting, Vol. 47, Núm. 2, pp. 213-247
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Online banking and finance
Online Banking Security Measures and Data Protection (IGI Global), pp. 1-26
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The short-term persistence of international mutual fund performance
Economic Modelling, Vol. 52, pp. 926-938
2015
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The relation between fees and return predictability in the mutual fund industry
Economic Modelling, Vol. 47, pp. 260-270
2014
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Seasonality and idiosyncratic risk in mutual fund performance
European Journal of Operational Research, Vol. 233, Núm. 3, pp. 613-624