BUSINESS UC3M

@UC3M_BUSINESS

Mikel Tapia

Catedrático de Economía Financiera

Educación

  1. Doctor en Economía por la Universidad del País Vasco.
  2. Licenciatura en Economía por la Universidad del País Vasco.

Intereses de Investigación

Microestructura de mercados, Liquidez, Algo y  High Frequency Trading

Publicaciones seleccionadas

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. 

Mikel Tapia es catedrático de Finanzas en la UC3M. Su docencia y su investigación se han centrado en el estudio de las consecuencias del diseño del mercado tanto en valoración como en distintas características de los activos financieros. El resultado es la publicación de distintos trabajos en revistas como el Journal of Banking and Finance o Quantitative Finance.
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. 

BUSINESS UC3M

@UC3M_BUSINESS

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