JESÚS DAVID MORENO
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email:
jdmoreno@emp.uc3m.es
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address / office:
C/ Madrid, 126 - 28903 Getafe (Madrid) Spain / 6.0.47
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phone / fax:
(34) 91 624 57 94 / (34) 91 624 96 07
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BUSINESS UC3M
@UC3M_BUSINESS

JESÚS DAVID MORENO

Associate Professor of Finance

Selected publications

Moreno, J.D., Rodríguez, R. & Zambrana, R.: "Management Sub-Advising in the Mutual Fund Industry", Journal of Financial Economicsvol. 127 (3), March 2018, 567-587

Moreno, J.D., Rodríguez, R. & Malagón, J.: “The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?”, Journal of Banking and Finance, vol. 60, November 2015, 224-238

Moreno, J.D., Matallín-Sáez, J.C. & Rodríguez, R.: “Why is timing perverse?”, The European Journal of Finance, vol. 21, 2015, 1334-1356

Moreno, J.D., Rodríguez, R. & Malagón, J.: Time horizon trading and the idiosyncratic risk puzzle”, Quantitative Finance, vol. 15 (2), 2015, 327-343

David Moreno is an Associate Professor of Finance in the Department of Business Administration at the University Carlos III. He holds a PhD. in Economics and a B.A. degree in Economics from the University of Alcala (Madrid, Spain). He is the Director of MSc in Finance (www.uc3m.es/masterfinance) ranked among the Top 45 worldwide.

He teaches Financial Economics and Corporate Finance to undergrads and Portfolio Theory and Fixed Income Assets to Masters and Doctorate.

David’s research interests center on Mutual Funds Performance Evaluation and several issues around Asset Pricing.

His research examines issues as the effect of outsourcing in mutual fund industry, the idiosyncratic risk puzzle. He has published in international journals, such as the  Journal Financial Economics, Journal of Banking and Finance, Quantitative Finance, or European Journal of Operational Research among others. And also in national journals as Revista Española de Financiación y Contabilidad. David also provides service as anonymous referee to several academic journals: European Journal of Operational Research, IEEE Transactions on Evolutionary Computation, Moneda y Crédito, Revista de Economía Financiera among others.

Moreno, J.D., Rodríguez, R. & Zambrana, R.: "Management Sub-Advising in the Mutual Fund Industry", Journal of Financial Economicsvol. 127 (3), March 2018, 567-587

Moreno, J.D., Rodríguez, R. & Malagón, J.: "Idiosyncratic volatility, conditional liquidity and stock returns", International Review of Economics and Finance vol. 53, January 2018, 118-132 

Moreno, J.D., Rodríguez, R. & Malagón, J.: “The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?”, Journal of Banking and Finance, vol. 60, November 2015, 224-23

Moreno, J.D., Matallín-Sáez, J.C. & Rodríguez, R.: “Why is timing perverse?”, The European Journal of Finance, vol. 21, 2015, 1334-1356

Moreno, J.D., Rodríguez, R. & Malagón, J.: “Time horizon trading and the idiosyncratic risk puzzle”, Quantitative Finance, vol. 15 (2), 2015, 327-343

Moreno, J.D., Cáceres, E. & Rodríguez, R.: “A study on short-selling constraints: total ban versus partial ban”, Applied Economics Letters, vol. 22 (2), 2015, 99-103.

Moreno, J.D., Wang, C. & Rodríguez, R.:“Accurately Measuring Gold Mutual Fund Performance”, Applied Economics Letters, vol. 21 (4), 2014, 268-271.

Moreno, J.D. & Rodríguez, R.: "Optimal Diversification across Mutual Funds", Applied Financial Economics, vol. 23 (2), 2013, 199-203.

Moreno, J.D. & Rodríguez, R.: "The value of coskewness in mutual fund performance evaluation", Journal of Banking & Finance, vol. 33, 2009, 1664–1676.

Moreno, J.D., Gil, J. & Tapia, M. : “Price Dynamics, Informational Efficiency and Wealth Distribution in Continuous Double Auction Markets”, Computational Intelligence, vol. 23 (2), 2007, 176-196.

Moreno, J.D., Gil, J. & Tapia, M. : “Formación de precios en un mercado artificial de doble subasta continua”, Revista Española de Financiación y Contabilidad, vol. 36 (134), 2007, 235-260.

Moreno, J.D. & Olmedo, I.: "Is the predictability of emerging and developed stock markets really exploitable?", European Journal of Operational Research, 182 (1), 2007, 436-454.

Moreno, J.D., Marco, P. & Olmeda, I.: "Self-Organizing Maps could improve the classification of Spanish Mutual Funds", European Journal of Operational Research, 174, 2006, 1039-1054.

Moreno, J.D. & Rodríguez, R.: "Performance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework", Managerial Finance, 32 (4), 2006, 375-392

Moreno, J.D., Marco, P. & Olmeda, I.: "Risk Forecasting Models and Optimal Portfolio Selection", Applied Economics, vol. 37, 2005, 1267-1281.