UC3M Business - Professor Mikel Tapia

email:
mtapia@emp.uc3m.es

address / office:
C/ Madrid, 126 - 28903 Getafe (Madrid) Spain / 6.0.40

phone / fax:
(34) 91 624 96 39 / (34) 91 624 96 07

Personal web site

Google Scholar

BUSINESS UC3M

@UC3M_BUSINESS

MIKEL TAPIA

Professor of Finance

Education

1996. PhD Economics. Universidad del País Vasco.

1992. MA in Economics. Universidad del País Vasco.

1990. BA in Economics. Universidad del País Vasco.

Research interests

Market Microstructure, Liquidity, Algo and High Frequency Trading

Selected publications

Martinez, M.A. & Tapia, M. Voluntary pre-trade anonymity and market liquidity, Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad, 2021, 1-19.

Cartea, A, Payne, R., Penalva, J. & Tapia, M. Ultra-Fast Activity and Intraday Market Quality, Journal of Banking and Finance vol. 99, 2019, 157-181.

Platania, E., Serrano, P & Tapia, M. Modeling the shape of the limit order book, Quantitative Finance vol. 18 (9), 2018, 1575-1597.

Tapia, M. Fragmentation vs. consolidation in Spanish Stock Exchange. A note, The Spanish Review of Financial Economics, vol 15 (1), 2017, 33-39.

Gibbs, M. Tapia, M. & Warzynski, F. Globalization, Superstars, and Reputation: Theory & Evidence from the Wine Industry. Journal of Wine Economics, 4(1), 2009, 46-61.

Martínez. M.A., Nieto, B., Rubio, G & Tapia, M. Asset Pricing and Systematic Liquidity Risk: an Empirical Investigation of the Spanish Stock Market, International Review of Economics & Finance vol. 14 (1), 2005, 81-103.

Espinosa, M., Tapia, M. & Trombetta M. Disclosure and liquidity in a driven by orders market : empirical evidence from panel data. Investigaciones económicas, v. 32, n. 3, 2008, pp. 339-369

Tapia, M., Pascual, R. & Escribano, A.: "Adverse Selection Costs, Trading Activity and Liquidity in the NYSE: An Empirical Analysis", Journal of Banking and Finance vol. 28 (1), Enero 2004, 107-128.

+ BIO

Mikel Tapia is Professor of Finance at UC3M. His research and teaching activities have focused on the study of the market design in liquidity and asset prices. His results has been published in journals such as the Journal of Banking and Finance or Quantitative Finance

+ Publications

Tapia, M., Cartea, A, Payne, R. & Penalva, J.: "Ultra-Fast Activity and Intraday Market Quality", Journal of Banking and Finance vol. 99 (C), 2019, 157-181.

Tapia, M., Platania, E. & Serrano, P.: "Modeling the shape of the limit order book", Quantitative Finance vol. 18 (9), 2018, 1575-1597.

Tapia, M. "Fragmentation vs. consolidation in Spanish Stock Exchange. A note", The Spanish Review of Financial Economics vol. 15 (1), Enero-Junio 2017, 33–39.

Tapia, M., Gibbs, M. & Warzynski, F. "Globalization, Superstars, and Reputation: Theory & Evidence from the Wine Industry", Journal of Wine Economics, 4 (1), Primavera 2009, 50–65.

Tapia, M., Espinosa, M. & Trombetta, M.: "Disclosure and Liquidity in a Driven by Orders Market: Empirical Evidence from Panel Data", Investigaciones Económicas vol. 32, 2008, 339-370.

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

Tapia, M., Martínez. M.A., Nieto, B. & Rubio, G.: "Asset Pricing and Systematic Liquidity Risk: an Empirical Investigation of the Spanish Stock Market", International Review of Economics & Finance vol. 14 (1), 2005, 81-103.

Tapia, M., Pascual, R. & Escribano, A.: "Adverse Selection Costs, Trading Activity and Liquidity in the NYSE: An Empirical Analysis", Journal of Banking and Finance vol. 28 (1), Enero 2004, 107-128.