Publicaciones Recientes

Boado-Penas, M.C., Nave, J.M. and Toscano, D. (2023) Financial Market Participation and Retirement Age of the UK Population. International Journal of Financial Studies 11 (1), 37.

Boado-Penas, M.C, Brinker, L.V, Eisenberg, J. and Korn R. (2023). Managing Reputational Risk in the Decumulation Phase of a Pension Fund. Insurance: Mathematics and Economics, 109, 52-68. https://doi.org/10.1016/j.insmatheco.2022.12.005.

Boado-Penas, M.C, Haberman, S. and Naka, P. (2022). Fairness and annuity divisors for notional defined contribution pension schemes. Journal of Pension Economics & Finance, 21(2), 143-167. doi:10.1017/s1474747220000311

Boado-Penas, M.C., Eisenberg, J. and Krühner, P. (2022). Maximising with-profit pensions without guarantees. Applied Stochastic Models in Business and Industry. Published online: Dec 2021. doi: 10.1002/asmb.2661

Boado-Penas, M.C, Eisenberg, J. and Korn R. (2021). Transforming public pensions: A mixed scheme with a credit granted by the state. Insurance: Mathematics and Economics, 96, 140-152. https://doi.org/10.1016/j.insmatheco.2020.11.005.

Fullana, O., González-Sánchez, M. and Toscano, D. (2021). The Role of Assumptions in Ohlson Model Performance: Lessons for Improving Equity-Value Modeling. Mathematics, 9(513): 1-11. DOI: 10.3390/math9050513.

Fullana, O., González-Sánchez, M. and Toscano, D. (2021). IFRS adoption and unconditional conservatism: an accrual-based analysis. International Journal of Accounting & Information Management, 29(5): 848-866. DOI: 10.1108/IJAIM-05-2021-0093.

Fullana, O., Ruiz, J. and Toscano, D. (2021). Stock market bubbles and monetary policy effectiveness. The European Journal of Finance, 27(10), 963-975.

Fullana, O., and Ruiz, J. (2021). Accounting information systems in the blockchain era. International Journal of Intellectual Property Management, 11(1), 63-80.

Fullana, O., Priego, A.M. and Toscano, D. (2022). The role of financial performance of Eurostoxx listed hotel companies in determining CEO compensation. International Journal of Hospitality Management, 104, 103242

Garvey, A.M., Pérez-Salamero González, J.M., Ventura-Marco, M. and Vidal-Meliá, C. (2022). Transforming the supplementary table on pension liabilities (table 29) into an actuarial balance sheet. Public Money and Management. Published online (17-Nov-2022).

Garvey, A.M., Ventura-Marco, M., Vidal-Meliá, C. (2021). The Importance of Reporting a Pension System’s Income Statement and Budgeted Variances in a Fair and Sustainable Scheme. In: Corazza, M., Gilli, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer, Cham.

Garvey, A.M., Jimeno García, I., Otal Franco, S.H. and Mir Fernández, C. (2021). The Psychological Impact of Strict and Prolonged Confinement on Business Students during the COVID-19 Pandemic at a Spanish University. Int. J. Environ. Res. Public Health18, 1710. https://doi.org/10.3390/ijerph18041710

Garvey, A.M., Parte, L., McNally, B. and Gonzalo-Angulo, J.A. (2021). True and Fair Override: Accounting Expert Opinions, Explanations from Behavioural Theories, and Discussions for Sustainability Accounting. Sustainability13, 1928.

González-Sánchez, M. and Rodríguez-Sánchez, S. (2021). Comparative analysis of interest rate term structures in the Solvency II environment. The Journal of Risk Finance, 22(1): 16-33. DOI: 10.1108/JRF-04-2020-0067.

González-Sánchez, M. (2021). Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets. Finance Research Letters, 38: 101510. DOI: 10.1016/j.frl.2020.101510.

González-Sánchez, M. and Morales de Vega, M. E. (2021). Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector. Mathematics, 9(237): 1-21. DOI: 10.3390/math9040297.

González-Sánchez, M. (2021). The influence of Google search index on stock markets: an analysis of causality in-mean and variance. Review of Behavioral Finance, 13(2): 202-226. DOI 10.1108/RBF-01-2020-0011.

González-Sánchez, M., Ibáñez Jiménez, E.M. and Segovia San Juan, A.I. (2021). Market and Liquidity Risks Using Transaction-by-Transaction Information. Mathematics, 9(1678): 1-14. DOI: 10.3390/math9141678.

González-Sánchez, M., Ibáñez Jiménez, E.M. and Segovia San Juan, A.I. (2021). Remuneration, Employee Costs, and Layoffs: Evidence from España. Sustainability, 13(7518): 1-10. DOI: 10.3390/su13147518.

González-Sánchez, M. (2022). Term structure of risk factor premiums used for pricing asset: Emerging vs. Developed markets. Emerging Markets Finance and Trade, 58(5): 1339-1358. DOI: 10.1080/1540496X.2021.1873128

González-Sánchez, M. (2022). Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor. Finance Research Letters, 46(B): 102394. DOI: 10.1016/j.frl.2021.102394.

González-Sánchez, M. (2022). Factorial asset pricing models using statistical anomalies. Research in International Business and Finance, 60: 101595. DOI: 10.1016/j.ribaf.2021.101595.

González-Sánchez, M., Jiménez, E.M.I. and Segovia San Juan, A.I. (2022). Market and model risks: a feasible joint estimate methodology. Risk Management, 24: 187–213. DOI: 10.1057/s41283-022-00090-1.

González-Sánchez, M., Jiménez, E.M.I. and Segovia San Juan, A.I. (2022). Causes of country-specific effect related to the value relevance of cash flows and earnings: evidence from France, Germany, Italy and España. Cogent Business & Management, 9(1): 2121225. DOI: 10.1080/23311975.2022.2121225

González-Sánchez, M. and Nave Pineda, J. M. (2023). Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. International Review of Financial Analysis, 86: 102512. DOI: 10.1016/j.irfa.2023.102512.

González-Sánchez, M., Jiménez, E.M.I. and Segovia San Juan, A.I. (2023). Comparison of the effects of earnings management on the financial cost between companies in developed and emerging European countries. Journal of Corporate Accounting and Finance, 35: 1-16. DOI: 10.1002/jcaf.22622.

Guzmán-Raja, I., González-Sánchez, M., Rúa Alonso de Corrales, E. and Sánchez-García, F. (2021). Audit quality and fees: Evidence from España. Spanish Journal of Finance and Accounting, 50(4): 469-492. DOI: 10.1080/02102412.2021.19.

Jimeno García, I., Garvey, A.M. (2022). Economic and Social Interactions in Business Students during COVID-19 Confinement: Relationship with Sleep Disturbance. Behav. Sci, 12, 100.

Parte, L., Garvey, A.M., McNally, B. and Gonzalo Angulo, J.A. (2022). True and fair view/fair presentation as a nexus between conventional accounting, sustainability accounting and Islamic accounting: unifying three frameworks?, Economic ResearchEkonomska Istraživanja.

Pérez-Salamero González, J.M., Regúlez Castillo, M., Ventura Marco, M. and Vidal Meliá, C. (2022). Mortality and life expectancy trends in España by pension income level for male pensioners in the general regime retiring at the statutory age, 2005-2018. International Journal for Equity in Health, 21, (96):1-21. https://doi.org/10.1186/s12939-022-01697-2