Alejandro Bernales
Names
| first: |
Alejandro |
| last: |
Bernales |
Identifer
Contact
Affiliations
-
Universidad de Chile
/ Facultad de Economía y Negocios
Research profile
author of:
- The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings
Working papers, Banque de France (2014)
by A. Bernales
(ReDIF-paper, bfr:banfra:495) - Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013
Bulletin de la Banque de France, Banque de France (2014)
by Bernales, A. & Dugast, J.
(ReDIF-article, bfr:bullbf:2014:195:05) - International workshop on algorithmic and high-frequency trading:a brief summary
Quarterly selection of articles - Bulletin de la Banque de France, Banque de France (2014)
by A. Bernales. & J. Dugast.
(ReDIF-article, bfr:quarte:2014:33:03) - The effect of environmental policies on risk reductions in energy generation
Journal of Economic Dynamics and Control, Elsevier (2021)
by Acevedo, Giancarlo & Bernales, Alejandro & Flores, Andrés & Inzunza, Andrés & Moreno, Rodrigo
(ReDIF-article, eee:dyncon:v:126:y:2021:i:c:s0165188920301950) - Learning and forecasts about option returns through the volatility risk premium
Journal of Economic Dynamics and Control, Elsevier (2017)
by Bernales, Alejandro & Chen, Louisa & Valenzuela, Marcela
(ReDIF-article, eee:dyncon:v:82:y:2017:i:c:p:312-330) - The success of option listings
Journal of Empirical Finance, Elsevier (2017)
by Bernales, Alejandro
(ReDIF-article, eee:empfin:v:40:y:2017:i:c:p:139-161) - CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation
Energy Economics, Elsevier (2016)
by Inzunza, Andrés & Moreno, Rodrigo & Bernales, Alejandro & Rudnick, Hugh
(ReDIF-article, eee:eneeco:v:59:y:2016:i:c:p:104-117) - Bid–ask spread and liquidity searching behaviour of informed investors in option markets
Finance Research Letters, Elsevier (2018)
by Bernales, Alejandro & Cañón, Carlos & Verousis, Thanos
(ReDIF-article, eee:finlet:v:25:y:2018:i:c:p:96-102) - Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
Journal of Financial Markets, Elsevier (2015)
by Bernales, Alejandro & Guidolin, Massimo
(ReDIF-article, eee:finmar:v:26:y:2015:i:c:p:1-37) - Make-take decisions under high-frequency trading competition
Journal of Financial Markets, Elsevier (2019)
by Bernales, Alejandro
(ReDIF-article, eee:finmar:v:45:y:2019:i:c:p:1-18) - Do investors follow the herd in option markets?
Journal of Banking & Finance, Elsevier (2020)
by Bernales, Alejandro & Verousis, Thanos & Voukelatos, Nikolaos
(ReDIF-article, eee:jbfina:v:119:y:2020:i:c:s0378426616000406) - Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
Journal of Banking & Finance, Elsevier (2014)
by Bernales, Alejandro & Guidolin, Massimo
(ReDIF-article, eee:jbfina:v:46:y:2014:i:c:p:326-342) - 50 Years of Money and Finance: Lessons and Challenges
SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges, SUERF - The European Money and Finance Forum (2013)
by Niels C. Thygesen & Robert N. McCauley & Guonan Ma & William R. White & Jakob de Haan & Willem van den End & Jon Frost & Christiaan Pattipeilohy & Mostafa Tabbae & Ernest Gnan & Morten Balling & Paul
(ReDIF-book, erf:erffft:1) - The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps
SUERF 50th Anniversary Volume Chapters, SUERF - The European Money and Finance Forum (2013)
by William Arrata & Alejandro Bernales & Virginie Coudert
(ReDIF-chapter, erf:erfftc:1-13) - Effects of Information Overload on Financial Markets: How Much Is Too Much?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Alejandro Bernales & Marcela Valenzuela & Ilknur Zer
(ReDIF-paper, fip:fedgif:1372) - The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps
Post-Print, HAL (2013)
by William Arrata & Alejandro Bernales & Virginie Coudert
(ReDIF-paper, hal:journl:hal-01410748) - Risk Management with Thinly Traded Securities: Methodology and Implementation
IDB Publications (Working Papers), Inter-American Development Bank (2013)
by Cortazar, Gonzalo & Beuermann, Diether & Bernales, Alejandro
(ReDIF-paper, idb:brikps:4647) - Blue-Collar Crime and Finance
IDB Publications (Working Papers), Inter-American Development Bank (2022)
by Bernales, Alejandro & Beuermann, Diether & Cumming, Douglas & Olid, Christian
(ReDIF-paper, idb:brikps:9678) - Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests
Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2012)
by Alejandro Bernales & Massimo Guidolin
(ReDIF-paper, igi:igierp:456) - The Effects of Information Asymmetries on the Success of Stock Option Listings
Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2013)
by Alejandro Bernales & Massimo Guidolin
(ReDIF-paper, igi:igierp:484) - Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2015)
by Alejandro Bernales & Massimo Guidolin
(ReDIF-paper, igi:igierp:565) - Learning and Index Option Returns
Journal of Business & Economic Statistics, Taylor & Francis Journals (2020)
by Alejandro Bernales & Gonzalo Cortazar & Luka Salamunic & George Skiadopoulos
(ReDIF-article, taf:jnlbes:v:38:y:2020:i:2:p:327-339) - Thinly traded securities and risk management
Estudios de Economia, University of Chile, Department of Economics (2014)
by Alejandro Bernales & Diether W. Beuermann & Gonzalo Cortazar
(ReDIF-article, udc:esteco:v:41:y:2014:i:1:p:5-48) - What do we know about individual equity options?
Journal of Futures Markets, John Wiley & Sons, Ltd. (2020)
by Alejandro Bernales & Thanos Verousis & Nikolaos Voukelatos & Mengyu Zhang
(ReDIF-article, wly:jfutmk:v:40:y:2020:i:1:p:67-91) - Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2020)
by Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian
(ReDIF-paper, zbw:safewp:234)