Lago-Balsalobre, Rubén ; Rojo-Suárez, Javier ; Alonso-Conde, Ana B Rubén Lago-Balsalobre, Javier Rojo-Suárez, Ana B. Alonso-Conde, Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion, The North American Journal of Economics and Finance, Volume 66, 2023, 101909, ISSN 1062-9408, https://doi.org/10.1016/j.najef.2023.101909.
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2023
Rojo-Suárez, Javier ; Alonso-Conde, Ana B ; Lago-Balsalobre, Rubén Javier Rojo-Suárez, Ana B. Alonso-Conde, Rubén Lago-Balsalobre, Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences, International Review of Economics & Finance, Volume 89, Part A, 2024, Pages 1156-1169, ISSN 1059-0560, https://doi.org/10.1016/j.iref.2023.07.086.
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2023
Rojo-Suárez, Javier ; Alonso-Conde, Ana B Javier Rojo-Suárez, Ana B. Alonso-Conde, Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms, Economic Analysis and Policy, Volume 77, 2023, Pages 599-616, ISSN 0313-5926, https://doi.org/10.1016/j.eap.2022.12.017.
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2022
Galicia-Sanguino, Luc?a ; Rojo-Su?rez, Javier ; Alonso-Conde, Ana B. Luc?a Galicia-Sanguino, Javier Rojo-Su?rez, Ana B. Alonso-Conde, M. Victoria L?pez-P?rez, Trade integration and research and development investment as a proxy for idiosyncratic risk in the cross-section of stock returns, Pacific-Basin Finance Journal, Volume 68, 2021, 101623, ISSN 0927-538X, https://doi.org/10.1016/j.pacfin.2021.101623.
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2021