Coordinació:
Dep. de Finances i Comptabilitat
Nombre de doctors: 11
Àrees d'aplicació:
Membres
| Direcció |
|---|
| Personal investigador | Dedicació al grup |
|---|---|
| 100 % | |
| 100 % | |
| 100 % | |
| 60 % | |
| 100 % | |
| 50 % | |
| 30 % | |
| 100 % | |
| 100 % | |
| 100 % |
Línies d'investigació
Projectes
| Organisme | Codi | Títol | Inici | Fi |
|---|---|---|---|---|
| AEI | PID2020-115450GB-I00 | EVALUACIÓN DE INSTITUCIONES EN LAS TRANSICIONES HACIA SOCIEDADES SOSTENIBLES: NUEVOS RETOS PARA LA GOBERNANZA DESDE UNA PERSPECTIVA MULTIDISCIPLINAR | 01/09/2021 | 31/08/2025 |
| UJI | UJI-B2020-48 | EVALUACIÓN DE LA GESTIÓN ECONÓMICO-FINANCIERA Y BUENAS PRÁCTICAS EN LAS ORGANIZACIONES: INSTITUCIONES FINANCIERAS Y SECTOR PÚBLICO | 01/01/2021 | 31/12/2023 |
Publicacions i Tesis
Articles en revistes
The time-varying risk–return trade-off and its explanatory and predictive factors Article
Nuria Alemany Palomo, Vicente Aragó Manzana, Enrique Salvador Aragó.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE; 68 pp. 1-36. (2023). ISSN: 1062-9408
Cost and performance of carbon risk in socially responsible mutual funds Article
Juan Carlos Matallín Sáez, Amparo Soler Domínguez.
QUANTITATIVE FINANCE AND ECONOMICS; 1 pp. 50-73. (2023). ISSN: 2573-0134
Revisiting the Silver Crisis Article
Don Bredin, Valerio Potì , Enrique Salvador Aragó.
JOURNAL OF COMMODITY MARKETS ; 30 pp. 1-13. (2023). ISSN: 2405-8513
Better Performance of Mutual Funds with Lower R2’s Does Not Suggest that Active Management Pays Article
Juan Carlos Matallín Sáez.
CRITICAL FINANCE REVIEW (ONLINE); 1-4 Special Issue on Volatility and Higher Moments pp. 367-387. (2023). ISSN: 2164-5760
Mutual fund performance and changes in factor exposure Article
Wolfgang Bessler, Thomas Conlon , Diego Víctor De Mingo López, Juan Carlos Matallín Sáez.
JOURNAL OF FINANCIAL RESEARCH; 1 pp. 17-52. (2022). ISSN: 0270-2592
Investor behavior and the demand for conventional and socially responsible mutual funds Article
Juan Carlos Matallín Sáez, Amparo Soler Domínguez, Salvador Navarro Montoliu, Diego Víctor De Mingo López.
CORPORATE SOCIAL RESPONSIBILITY AND ENVIRONMENTAL MANAGEMENT; 1 pp. 46-59. (2022). ISSN: 1535-3958
Food Prices, Ethics and Forms of Speculation Article
Don Bredin, Valerio Potì, Enrique Salvador Aragó.
JOURNAL OF BUSINESS ETHICS ; 2 pp. 495-509. (2022). ISSN: 0167-4544
Market risk aversion under volatility shifts: An experimental study Article
Vicente Aragó Manzana, Iván José Barreda Tarrazona, Adriana Breaban Vieru, Juan Carlos Matallín Sáez, Enrique Salvador Aragó.
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE; 80 pp. 552-568. (2022). ISSN: 1059-0560
Addresing mutual fund performance across investment styles Article
Diego Víctor De Mingo López, Juan Carlos Matallín Sáez, Amparo Soler Domínguez.
APPLIED ECONOMICS LETTERS ; 2 pp. 135-139. (2022). ISSN: 1350-4851
Quality of government and economic growth at the municipal level: Evidence from Spain Article
María Teresa Balaguer Coll, Isabel Narbón Perpiñá, Jesús Peiró Palomino, Emilio Tortosa Ausina.
JOURNAL OF REGIONAL SCIENCE ; 1 pp. 96-124. (2022). ISSN: 0022-4146
The non-linear trade-off between return and risk and its determinants Article
John Cotter, Enrique Salvador Aragó.
JOURNAL OF EMPIRICAL FINANCE; 67 pp. 100-132. (2022). ISSN: 0927-5398
On the stationairity of futures hedge ratios Article
Stavros Degiannakis, Christos Floros, Enrique Salvador Aragó, Dimitros Vougas.
OPERATIONAL RESEARCH; 3 pp. 2281-2303. (2022). ISSN: 1109-2858
The effects of the political environment on transparency: evidence from Spanish local governments Article
María Teresa Balaguer Coll, Maria Isabel Brun Martos.
POLICY STUDIES; 2 pp. 152-172. (2021). ISSN: 0144-2872
Looking for sustainable development. Socially responsible mutual funds and the low-carbon economy Article
Amparo Soler Domínguez, Juan Carlos Matallín Sáez, Diego Víctor De Mingo López, Emilio Tortosa Ausina.
BUSINESS STRATEGY AND THE ENVIRONMENT; 4 pp. 1751-1766. (2021). ISSN: 0964-4733
Searching for the optimal territorial structure: the case of Spanish provincial councils Article
Isabel Narbón Perpiñá, María Teresa Balaguer Coll, Diego Prior, Emilio Tortosa Ausina.
REGIONAL STUDIES; 4 pp. 645-664. (2021). ISSN: 0034-3404
Juan Carlos Matallín Sáez, Amparo Soler Domínguez, Diego Víctor De Mingo López.
Risk Management-An International Journal; 1-2 pp. 150-171. (2021). ISSN: 1460-3799
The impact of women's leadership in local governments: the case of Spain Article
María Teresa Balaguer Coll, Mariya Ivanova Toneva.
International Public Management Journal; 4 pp. 455-475. (2021). ISSN: 1096-7494
Cash management and performance of index mutual funds Article
Diego Víctor De Mingo López, Juan Carlos Matallín Sáez, Amparo Soler Domínguez.
ACADEMIA : REVISTA LATINOAMERICANA DE ADMINISTRACION; 3-4 pp. 549-565. (2020). ISSN: 1012-8255
The distribution of index futures realised volatility under seasonality and microstructure noise Article
Nuria Alemany Palomo, Vicente Aragó Manzana, Enrique Salvador Aragó.
ECONOMIC MODELLING; 93 pp. 398-414. (2020). ISSN: 0264-9993
Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data Article
Nuria Alemany Palomo, Vicente Aragó Manzana, Enrique Salvador Aragó.
JOURNAL OF PORTFOLIO MANAGEMENT ; 1 pp. 51-73. (2020). ISSN: 0095-4918
Nuria Alemany Palomo, Vicente Aragó Manzana, Enrique Salvador Aragó.
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE; 68 pp. 269-280. (2020). ISSN: 1059-0560
Explaining local governments' cost efficiency: Controllable and uncontrollable factors Article
Isabel Narbón Perpiñá, Ivan Arribas, María Teresa Balaguer Coll, Emilio Tortosa Ausina.
CITIES ; 100 pp. --. (2020). ISSN: 0264-2751
Which estimator to measure local governments' cost efficiency? The case of Spanish municipalities Article
Isabel Narbón Perpiñá, María Teresa Balaguer Coll, Marko Petrovic, Emilio Tortosa Ausina.
SERIES JOURNAL OF THE SPANISH ECONOMIC ASSOCIATION; 1 pp. 51-82. (2020). ISSN: 1869-4187
Juan Carlos Matallín Sáez, Amparo Soler Domínguez, Diego Víctor de Mingo López, Emilio Tortosa Ausina.
BUSINESS ETHICS : A EUROPEAN REVIEW; 1 pp. 71-98. (2019). ISSN: 0962-8770
Does active management add value? New evidence from a quantile regression approach Article
Juan Carlos Matallín Sáez, Amparo Soler Domínguez, Emilio Tortosa Ausina.
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY ; 10 pp. 1734-1751. (2019). ISSN: 0160-5682
La importancia de los efectos espaciales en la deuda municipal Article
María Teresa Balaguer Coll, Mariya Ivanova Toneva.
REVISTA DE CONTABILIDAD = SPANISH ACCOUNTING REVIEW; 1 pp. 61-72. (2019). ISSN: 1138-4891
Ethical strategy focus and mutual fund management: Performance and persistence Article
Juan Carlos Matallín Sáez, Amparo Soler Domínguez, Emilio Tortosa Ausina, Diego Víctor de Mingo López.
JOURNAL OF CLEANER PRODUCTION ; 213 pp. 618-633. (2019). ISSN: 0959-6526
The influence of intraday seasonality on volatility transmission pattern Article
Vicente Aragó Manzana, Enrique Salvador Aragó, Nuria Alemany Palomo.
QUANTITATIVE FINANCE; 7 pp. 1179-1197. (2019). ISSN: 1469-7688
Local government efficiency: determinants and spatial interdependence Article
María Teresa Balaguer Coll, María Isabel Brun Martos, Laura Márquez Ramos, Diego Prior.
APPLIED ECONOMICS; 14 pp. 1478-1494. (2019). ISSN: 0003-6846
The power of ethical investment in the context of political uncertainty Article
Lucía Morales, Amparo Soler Domínguez, James Hanly.
JOURNAL OF APPLIED ECONOMICS; 1 pp. 554-580. (2019). ISSN: 1514-0326
Evaluating local government performance in times of crisis Article
Isabel Narbón Perpiñá, María Teresa Balaguer Coll, Emilio Tortosa Ausina.
LOCAL GOVERNMENT STUDIES ; 1 pp. 64-100. (2019). ISSN: 0300-3930
Diego Víctor de Mingo López, Juan Carlos Matallín Sáez.
INVESTMENT ANALYSTS JOURNAL; 2 pp. 81-94. (2018). ISSN: 1029-3523
La elección del inversor entre fondos activos y fondos índice Article
Diego Víctor de Mingo López, Juan Carlos Matallín Sáez.
UCJC BUSINESS AND SOCIETY REVIEW ; 59 pp. 18-39. (2018). ISSN: 2659-3270
Mutual fund performance attribution and market timing using portfolio holdings Article
Laura Andreu, Juan Carlos Matallín Sáez, José Luis Sarto.
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE; 57 pp. 353-370. (2018). ISSN: 1059-0560
Active management and mutual fund performance Article
Juan Carlos Matallín Sáez, Amparo Soler Domínguez, Emilio Tortosa Ausina.
REVISTA DE ECONOMÍA APLICADA; 78 pp. 43-79. (2018). ISSN: 1133-455X
Capítols de llibres
El endeudamiento en las administraciones públicas españolas
María Teresa Balaguer Coll, Mariya Ivanova Toneva.
Retos de la contabilidad y la auditoría en la economía actual. Universitat de València, Valencia (España). (2018). ISBN: 9788491331575
Treballs presentats en congressos publicats
The importance of Spatial Effects in Municipal Debt
María Teresa Balaguer Coll, Mariya Ivanova Toneva.
XLIV Reunión de Estudios Regionales - V Jornades Valencianes d'Esudis Regionals - International Conference on Regional Science. València (España)
Autoeditado por Comité congreso, 2018. ISBN: 9788409056040
The distribution of index futures realized volatility undes seasonality and microestructue noise
Nuria Alemany Palomo, Vicente Aragó Manzana, Enrique Salvador Aragó.
VIII Jornadas de la Asociación Española de Contabilidad y Administración de Empresas (AECA) sobre sobre Valoración, Financiación y Gestión de Riesgos: Transparencia y Competitividad. Riesgos y Oportunidades para las Pymes Españolas. Toledo (España)
Asociación Española de Contabilidad y Administración de Empresas (AECAE), 2018. ISBN: 9788416286508
Tesis dirigides
Local government debt in Spain: Spatial effects and budgetary stability
Autoria: Ivanova Toneva, Mariya. Institució: Universitat Jaume I. Data lectura: 21/02/20
Direcció: Balaguer Coll, María Teresa
Demanda y gestión de fondos de inversión
Autoria: De Mingo López, Diego Víctor. Institució: Universitat Jaume I. Data lectura: 25/01/19
Direcció: Matallín Sáez, Juan Carlos
Analysis of high-frequency data on information transmission and optimal porfolio choice
Autoria: Alemany Palomo, Nuria. Institució: Universitat Jaume I. Data lectura: 11/04/18
Direcció: Aragó Manzana, Vicente; Salvador Aragó, Enrique
Serveis
Més informació
Paraules clau
Matallín Sáez, Juan Carlos