Juan Samuel
Baixauli Soler
Catedraticos de Universidad
Susana
Alvarez Diez
Profesores Titulares de Universidad
Publications dans lesquelles il/elle collabore avec Susana Alvarez Diez (21)
2024
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Dividend announcement and the value of sentiment analysis
Journal of Management Analytics, Vol. 11, Núm. 2, pp. 161-181
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Impact of public guarantees on optimal debt levels following the COVID-19 pandemic: efficiency in their allocation
Revista española de financiación y contabilidad, Vol. 53, Núm. 2, pp. 176-202
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Subsidies for investing in energy efficiency measures: Applying a random forest model for unbalanced samples
Applied Energy, Vol. 359
2023
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Corporate social responsibility and financial performance: Does country sustainability matter?
Corporate Social Responsibility and Environmental Management, Vol. 30, Núm. 6, pp. 3075-3094
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Developing a country's sustainability indicator: An analysis of the effect on trade openness
Environmental and Sustainability Indicators, Vol. 19
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Variable selection for classification and forecasting of the family firm's socioemotional wealth
Journal of Forecasting, Vol. 42, Núm. 8, pp. 2063-2078
2021
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Empresas innovadoras y políticas públicas
Políticas públicas e innovación (Thomson Reuters Aranzadi), pp. 111-127
2019
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Co-movements between the British pound, the euro and the Japanese yen: the Brexit impact
Journal of Economic Studies, Vol. 46, Núm. 2, pp. 467-481
2016
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Early exercise behavior in performance-vested stock option grants
Annals of Economics and Finance, Vol. 17, Núm. 1, pp. 55-78
2015
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Determinantes, factores contextuales y personales de la Intención Emprendedora de los estudiantes de la Universidad de Murcia. 2015
Servicio de Publicaciones de la Universidad de Murcia
2014
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Are we using the wrong letters? An analysis of executive stock option Greeks
Central European Journal of Operations Research, Vol. 22, Núm. 2, pp. 237-262
2012
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Combining structural models and accounting-based models for measuring credit risk in real estate companies
International Journal of Managerial Finance, Vol. 8, Núm. 1, pp. 73-95
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Implied Severity Density Estimation: An Extended Semiparametric Method to Compute Credit Value at Risk
Computational Economics, Vol. 40, Núm. 2, pp. 115-129
2010
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Coverage properties of beta estimated prediction intervals for multimodal recovery rates
Journal of Statistical Computation and Simulation, Vol. 80, Núm. 1, pp. 111-117
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The role of market-implied severity modeling for credit VaR
Annals of Economics and Finance, Vol. 11, Núm. 2, pp. 337-353
2009
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El papel de modernizar la severidad implícita de mercado para calcular el valor en riesgo de crédito
Administrando en entornos inciertos = managing in uncertain environment
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On the accuracy of loss-given-default prediction intervals
Journal of Risk Finance, Vol. 10, Núm. 2, pp. 131-141
2006
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Evaluating effects of excess kurtosis on VaR estimates: Evidence for international stock indices
Review of Quantitative Finance and Accounting, Vol. 27, Núm. 1, pp. 27-46
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On the performance of recovery rate modeling
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
2004
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Analysis of the conditional stock-return distribution under incomplete specification
European Journal of Operational Research, Vol. 155, Núm. 2, pp. 276-283