**Publicaciones/Publications**  
\\
\\
* Abad, D., M. Massot, S. Nawn, R. Pascual, and J. Yagüe (2025). Message traffic and short-term illiquidity in high-speed markets. //Emerging Markets Review//, 65, 101251.

* Sánchez-Ballesta, J.P. and J. Yagüe (2024). Does tax avoidance affect productivity in SMEs? //Management Decision//, 62 (10), 3261- 3285.

* Menkveld, A.J., A. Dreber, F. Holzmeister, J. Huber, M. Johannesson, M. Kirchler, S. Neusüss, M. Razen, U. Weitzel et al. (2024). Nonstandard errors. //The Journal of Finance//, 79 (3), 2339- 2390. ([[https://doi.org/10.1111/jofi.13337]]) 

* Martínez-Serna, M.I., J.S. Baixauli-Soler, M. Belda-Ruiz, and J. Yagüe (2024). The effect of online class attendance on academic performance in finance education. // The International Journal of Management Education//, 22 (3), 101023. 

* Sánchez-Ballesta, J.P. and J. Yagüe (2024). Tax avoidance and debt maturity in SMEs. //Journal of International Financial Management & Accounting//, 35 (2), 429-464.

* Sánchez-Ballesta, J.P. and J. Yagüe (2023). Tax avoidance and the cost of debt for SMEs: Evidence from Spain. //Journal of Contemporary Accounting & Economics//, 19 (2), 100362. 

* Sánchez-Ballesta, J.P. and J. Yagüe (2022). Social capital and earnings management in small and medium firms. //Accounting Forum//, 46 (2), 191-214. 

* Sánchez-Ballesta, J.P. and J. Yagüe (2021). Financial reporting incentives, earnings management, and tax avoidance in SMEs. //Journal of Business Finance & Accounting//, 48 (7-8), 1404-1433. 

* Abad, D., M.F. Cutillas-Gomariz, J.P. Sánchez-Ballesta, and J. Yagüe (2018). Real earnings management and information asymmetry in the equity market. //European Accounting Review//, 27 (2), 209-235.  

* Abad, D., M.F. Cutillas-Gomariz, J.P. Sánchez-Ballesta, and J. Yagüe (2018). Does IFRS mandatory adoption affect information asymmetry in the stock market? //Australian Accounting Review//, 28 (1), 61-78. 

* Abad, D., J.P. Sánchez-Ballesta, and J. Yagüe (2017). The short-term debt choice under asymmetric information. //SERIEs - Journal of the Spanish Economic Association//, 8 (3), 261-285. 

* Abad, D., M.E. Lucas-Pérez, A. Minguez-Vera, and J. Yagüe (2017). Does gender diversity on corporate boards reduce information asymmetry in equity markets? // BRQ Business Research Quarterly//, 20 (3), 192-205. 

* Abad, D., J.P. Sánchez-Ballesta, and J. Yagüe (2017). Audit opinions and information asymmetry in the stock market. //Accounting and Finance//, 57 (2), 565-595. 

* Cutillas-Gomariz, M.F., J.P. Sánchez-Ballesta, and J. Yagüe (2016). The effects of IFRS on net income and earnings components: value relevance, persistence and predictive value. //Spanish Journal of Finance and Accounting-REFC//, 45 (3), 365-388. 


* Abad, D. and J. Yagüe (2012). From PIN to VPIN: An introduction to order flow toxicity. //The Spanish Review of Financial Economics//, 10 (2), 74-83.

* Martínez-Solano, P., J. Yagüe-Guirao, and F. López-Martínez (2009). Asset securitization: Effects on value of banking institutions. //The European Journal of Finance//, 15 (2), 119-136. 

* Yagüe, J., J.C. Gómez-Sala, and F. Poveda-Fuentes (2009). Stock split size, signaling  and earnings management: Evidence from the Spanish market. //Global Finance Journal//, 20 (1), 31-47. 

* Abad, D., S. Sanabria, and J. Yagüe (2009). Strategic timing of annual earnings announcements: Evidence from an order-driven market. //Review of Quantitative Finance and Accounting//, 32 (3), 287-308. 

* Kim, Y.H, J. Yagüe, and J.J. Yang (2008). Relative performance of trading halts and price limits: Evidence from the Spanish Stock Exchange. //International Review of Economics and Finance//, 17 (2), 197-215. 

* Martínez Solano, P., J. Yagüe Guirao y F. López Martínez (2007). ¿Afecta la titulización de activos al valor de las entidades de crédito? //Análisis Financiero//, 105, 16-24.

* Yagüe, J. and J.C. Gómez Sala (2005). Price and tick size preferences in trading activity changes around split executions. //Spanish Economic Review//, 7 (2), 111-138. 

* Yagüe Guirao, J. (2004). Errores de medida, actividad de negociación y volatilidad tras los desdoblamientos de acciones. //Revista de Economía Financiera//, 3, 4-25.

* Abad Díaz, D., S. Sanabria García y J. Yagüe Guirao (2004). Liquidez e información alrededor del anuncio de beneficios: Análisis intradiario en el mercado español. //Bolsa de Madrid//, 131, 70-74.

* Yagüe Guirao, J. y J.C. Gómez-Sala (2002). Distribuciones gratuitas de acciones: Motivaciones de los directivos españoles para aumentar el número de títulos en circulación. //Análisis Financiero//, 87, 12-25.

* Yagüe Guirao, J. (2001). El efecto de las ampliaciones liberadas en el valor de las acciones. //Revista Española de Financiación y Contabilidad//, 30 (107), 11-38.

* Llor Sánchez, A., M.I. Martínez Serna y J. Yagüe Guirao (2000). Análisis empírico del efecto día de la semana en la Bolsa de Madrid. //Revista Europea de Dirección y Economía de la Empresa//, 9 (1), 105-118.