ROSA RODRÍGUEZ
e-mail
email:
rosa.rodriguez@uc3m.es
telefono
address / office:
C/ Madrid, 126 - 28903 Getafe (Madrid) Spain / 6.0.43
telefono
phone / fax:
(34) 91 624 86 41 /
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BUSINESS UC3M
@UC3M_BUSINESS

ROSA RODRÍGUEZ

Associate Professor of Finance

Selected publications

Rosa Rodríguez is an Associate Professor of Finance at the Department of Business Administration at Carlos III University. She holds a Ph. D. in Economics from the Carlos III University and a Bachelor degree in business and economics from the Complutense University (Madrid - Spain). She teaches financial economics, asset pricing and risk management to undergraduates and graduates.

Rosa's research interests center on asset pricing, risk management and mutual funds evaluation. Her research examines the effects of macroeconomic factors on equity returns. She has published in international leading journals, such as the Journal of International Money and Finance and also in domestic journals, such as the Spanish Economic Review and Investigaciones Económicas.

In addition to her teaching and research, Rosa has served as ad hoc reviewer of journals as International Review of Economics and Finance, Investigaciones Economicas, Moneda y Crédito, Revista de Economía Aplicada and Revista de Economía Financiera.

  • Default supply auctions in electricity markets: Challenges and proposals (2018) (with Iván Blanco and Juan Ignacio Peña) Energy Policy, 122, pages 142-151. https://doi.org/10.1016/j.enpol.2018.07.031
  • Idiosyncratic volatility, conditional liquidity and stock returns” (2018)  (with Juliana Malagón and David Moreno) International Review of Economics and Finance, 53, pages 118-132. https://doi.org/10.1016/j.iref.2017.10.011
  •  Modelling Electricity Swaps with Stochastic Forward Premium Models (2018) (with Iván Blanco and Juan Ignacio Peña) The Energy Journal , 39, n.2.
  • Management sub-advising in the mutual fund industry” (2018) (with David Moreno and Rafael Zambrana) Journal Financial Economics, 127 pp. 567-587.
  • Time-Zero Efficiency of European Power Derivatives Markets” (2016) (with Ignacio Peña) Energy Policy, 95, pages 253-268 http://dx.doi.org/10.1016/j.enpol.2016.05.010
  • “Teaching Quality and Academic Research” (2016)
    ( with Gonzalo Rubio ) International Review of Economics Education, 23,
    pages 10-27 http://dx.doi.org/10.1016/j.iree.2016.06.003
  • The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?” (2015)  (with Juliana Malagón and David Moreno) Journal of Banking and Finance, vol 60 , pages 224-238  http://dx.doi.org/10.1016/j.jbankfin.2015.08.014
  • Corporate stock and bond return correlations and dynamic adjustments of capital structure ” (2015)  (with Belen Nieto ) Journal of Business Finance and Accounting, Vol 42, Issue 5-6, pages 705–746 http://dx.doi.org/10.111/jce.12114
  • “Why is timing perverse?” (2015) (with Juan Carlos Matallín-Sáez and David Moreno). The European Journal of Finance.
  • “Time horizon trading and the idiosyncratic risk puzzle” (2015) (with Juliana Malagón and David Moreno), Quantitative Finance , Vol 15 (2)
  • “A study on short-selling constraints: total ban versus partial ban” (2015) (with Esther Cáceres and David Moreno) Applied Economics Letters, Vol 22 (2)
  • “Accurately Measuring Gold Mutual Fund Performance” (2014) (with David Moreno and Chieh Wang) Applied Economics Letters, Vol 21(04), pages 268-271
  • “Optimal diversification across mutual funds” (2013) (with David Moreno ) Applied Financial Economics Vol 23, pages 119-122. DOI:10.1080/09603107.2012.711939
  • "The
    value of coskewness in mutual fund performance evaluation" (2009) (with
    David Moreno). Journal of Banking & Finance, Vol 33: 1664–1676.
  • "The
    Economic Link between asset prices and real activity” (2007) (with I.
    Peña). Journal of Business Finance and Accounting,Vol 34 Issue 5-6 Page
    889 June/July
  • "The consumption-wealth and Book-to Market ratios
    in a Dynamic asset-pricing context" (2006) (with Belén Nieto). Spanish
    Economic Review , Vol.9.
  • "The Performance Evaluation Considering
    the Coskewness a Stochastic Discount Factor Framework” (2006) (with
    David Moreno). Managerial Finance, Vol. 4.
  • "Can Fundamentals
    Explain Cross-Country Correlations of Asset Returns? ” (2006) (with
    Fernando Restoy). Review of World Economics, Vol 142(3).
  • "Los
    Modelos de Valoración de Activos Condicionales: un Panorama Comparativo
    Ilustrado con Datos Españoles" (2005) (with Belén Nieto).
    Investigaciones Económicas, Vol. 29 (1).
  • "Can Output Explain the
    Predictability and Volatility of Stock Returns?" (2002) (with Fernando
    Restoy and Ignacio Peña ). Journal of International Money and Finance,
    Vol. 21: 163-18