“Time-Zero Efficiency of European Power Derivatives Markets” (2016) (with Ignacio Peña) Energy Policy http://dx.doi.org/10.1016/j.enpol.2016.05.010
"Teaching Quality and Academic Research" (2016) (with Gonzalo Rubio) International Review of Economic Research, vol 23: 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. DOI: 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. DOI: 10.1111/jbfa.12114
"Why is timing perverse?" (2015) (with Juan Carlos Matallín-Sáez and David Moreno). The European Journal of Finance. DOI:10.1080/1351847X.2014.935870
"Time horizon trading and the idiosyncratic risk puzzle" (2015) (with Juliana Malagón and David Moreno). Quantitative Finance, Vol 15 (2), DOI:10.1080/14697688.2012.755560.
"A study on short-selling constraints: total ban versus partial ban" (2015) (with Esther Cáceres and David Moreno). Applied Economics Letters, Vol 22 (2), DOI:10.1080/13504851.2014.927564
“Accurately Measuring Gold Mutual Fund Performance” (2014) (with David Moreno and Chieh Wang). Applied Economics Letters, Vol 21 (4): 268-271, DOI:10.1080/13504851.2013.854295.
"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 contex" (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: 163-182.