Rosa Rodríguez

Universidad Carlos III de Madrid - Department of Business Administration

Calle Madrid 126

Getafe, Madrid, Madrid 28903

Spain

http://www.business.uc3m.es/en/faculty/profesor/perfil/42

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 33,185

SSRN RANKINGS

Top 33,185

in Total Papers Downloads

1,787

SSRN CITATIONS

6

CROSSREF CITATIONS

3

Scholarly Papers (9)

1.

Management Sub-Advising in the Mutual Fund Industry

Journal of Financial Economics (JFE), Vol. 127, No. 3, 2018
Number of pages: 62 Posted: 31 Aug 2012 Last Revised: 05 Mar 2021
David Moreno, Rosa Rodríguez and Rafael Zambrana
Universidad Carlos III de Madrid - Department of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and University of Notre Dame - Mendoza College of Business
Downloads 513 (67,390)
Citation 1

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Outsourcing, Sub-advisor, Mutual Funds, Management Company, Incentive Contracts, Fund Performance, Market Share, Agency Issue.

2.

Correlation between Individual Stock and Corporate Bond Returns

Number of pages: 53 Posted: 29 Jan 2014
Belen Nieto and Rosa Rodríguez
University of Alicante and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 359 (102,846)
Citation 1

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individual corporate bonds, stock–bond return correlation, idiosyncratic risk, economic cycles

3.

Time Horizon Trading and the Idiosyncratic Risk Puzzle

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 22 Jul 2011 Last Revised: 13 Apr 2013
Juliana Malagon, David Moreno and Rosa Rodríguez
Universidad de los Andes, Colombia - School of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 327 (114,089)
Citation 3

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idiosyncratic risk, wavelets, time-scaling risk

4.

Modelling Electricity Swaps with Stochastic Forward Premium Models

The Energy Journal, Forthcoming
Number of pages: 76 Posted: 20 Dec 2016 Last Revised: 15 May 2017
Iván Blanco, Juan Ignacio Peña and Rosa Rodríguez
CUNEF, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 163 (223,055)

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Electricity swaps, Stochastic forward premium, Multivariate Normal Inverse Gaussian distribution, Lévy processes

5.

Idiosyncratic Volatility, Conditional Liquidity and Stock Returns

Number of pages: 32 Posted: 19 Jan 2016
Juliana Malagon, David Moreno and Rosa Rodríguez
Universidad de los Andes, Colombia - School of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 128 (270,720)
Citation 1

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Idiosyncratic risk, idiosyncratic volatility anomaly, regime switching model, flight to liquidity

On the Economic Link between Asset Prices and Real Activity

Number of pages: 33 Posted: 31 Jul 2010
Juan Ignacio Peña and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 105 (313,649)

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Stock market, Interest rates, Economic growth

On the Economic Link Between Asset Prices and Real Activity

Journal of Business Finance & Accounting, Vol. 34, Nos. 5-6, pp. 889-916, June/July 2007
Number of pages: 28 Posted: 11 Jul 2007
Juan Ignacio Peña and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 13 (704,394)
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7.

Diversificating the Undiversified Mutual Fund World

Number of pages: 32 Posted: 24 Feb 2012 Last Revised: 21 Feb 2016
David Moreno and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 93 (337,297)

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Mutual Funds, Diversification, Downside Risk

8.

Why is Timing Perverse?

Number of pages: 30 Posted: 16 Jan 2011
Universitat Jaume I, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 86 (354,073)

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Mutual Funds, Asymmetric Correlations, Market Timing

9.

Corporate Stock and Bond Return Correlations and Dynamic Adjustments of Capital Structure

Journal of Business Finance & Accounting, Vol. 42, Issue 5-6, pp. 705-746, 2015
Number of pages: 42 Posted: 17 Jul 2015
Belen Nieto and Rosa Rodríguez
University of Alicante and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 0 (794,597)
Citation 1
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individual stock‐bond correlation, leverage, idiosyncratic risk, economic cycles, speed of adjustment, target capital structure