José Penalva
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Associate Professor of Finance
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About
José Penalva is an Associate Professor of Finance at Universidad Carlos III de Madrid. His research primarily focuses on cointegration, information transmission, and the lead-lag effect between industry portfolios and the stock market. He contributes to the understanding of financial markets through his analysis and recent publications.
Recent Grants
Grant: Close
Trading Algorítmico: Integración o Disrupción
Open Date: 2020-06-01
Close Date: 2023-05-01
Grant: Close
Instituciones y cambio tecnológico: lecciones de la crisis sobre valoración de activos, gestión de inversiones y regulación
Open Date: 2016-01-01
Close Date: 2019-12-01
Grant: Close
Innovación financiera, calidad de mercado y el tamaño del TICK
Open Date: 2014-12-01
Close Date: 2015-12-01
Articles (1)
Year:
2021
Collaborators (3)
Dominik Wied
Professor
University of Cologne
VICTOR TROSTER
Profesor Titular de Universidad
Universitat de les Illes Balears
Abderrahim Taamouti
Professor and Chair in Applied Econometrics
University of Liverpool Management School
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