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.