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

ROSA RODRÍGUEZ

Associate Professor of Finance

Selected publications

  • "Idiosyncratic volatility, conditional liquidity and stock returns" (2018) (Forthcoming) (with Juliana Malagón and David Moreno) International Review of Economics and Finance.
  • "Management Sub-Advising in the Mutual Fund Industry“ (2018)  (Forthcoming) (with David Moreno and Rafael Zambrana) Journal of Financial Economics
  • "Modelling Electricity Swaps with Stochastic Forward Premium Models” (2017) (with Ivan Blanco and Ignacio Peña) The Energy Journal, v 39, 2
  • "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
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.
  • "Idiosyncratic volatility, conditional liquidity and stock returns" (2018) (Forthcoming) (with Juliana Malagón and David Moreno) International Review of Economics and Finance.
  • "Management Sub-Advising in the Mutual Fund Industry“ (2018)  (Forthcoming) (with David Moreno and Rafael Zambrana) Journal of Financial Economics
  • "Modelling Electricity Swaps with Stochastic Forward Premium Models” (2017) (with Ivan Blanco and Ignacio Peña) The Energy Journal, v 39, 2
  • "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, 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, 22 (2), DOI:10.1080/13504851.2014.927564
  • "Accurately Measuring Gold Mutual Fund Performance” (2014) (with David Moreno and Chieh Wang). Applied Economics Letters,21 (4): 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 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: 163-182.