Papers (published and in SSRN)

ResearchID: K-6105-2012 (not all published paper are listed here)

On Information

On High Frequency Trading and Market Microstructure
  • Algorithmic and High-Frequency Trading, with Alvaro Cartea and Sebastian Jaimungal [2015] Cambridge University Press ISBN-10: 1107091144 ISBN-13: 978-1107091146
  • Where is the value in High Frequency Trading?  with Alvaro Cartea [2012] Quarterly Journal of Finance, Volume 02, Issue 03, September 2012
  • Ultra-Fast Activity and Market Quality, SSRN [2018]
  • Revisiting Tick Size: Implications from the SEC Tick Size Pilot, SSRN [2017]
  • A non-technical overview of High Frequency Trading (July 2011) (divulgación)
  • Post en nadaesgratis sobre HFTs "HFTs: ¿El Principio de una Larga Enemistad?" (Abril 2014) (divulgación)
On Financial Intermediation

On Law and Economics
  • Product liability should reward firm transparency, with Fernando Gómez and Juanjo Ganuza [2018]
  • Problemas de concepto, valoración y cuantificación del daño moral, con Fernando Gómez [2015] en "El daño moral y su cuantificación", Gómez Pomar, F. y Marín García, I., Editorial: Wolters Kluwer ISBN: 978-84-9090-020-8
On Insurance
  • Tort Reform and the Theory of Coordinating Tort and Insurance, with Fernando Gómez [2015] International Review of Law and Economics, vol. 43 

On Game Theory
On Industrial Organization
  • Chapter: Experimental Finance, with Debrah Meloso, in Experimental Economics: Economic Applications Volume II  (Pablo Brañas-Garza  and Antonio Cabrales, editors). Publisher Palgrave MacMillan