J
Javier Perote
Researcher at University of Salamanca
Publications - 93
Citations - 1433
Javier Perote is an academic researcher from University of Salamanca. The author has contributed to research in topics: Multivariate statistics & Portfolio. The author has an hindex of 18, co-authored 83 publications receiving 1183 citations. Previous affiliations of Javier Perote include EAFIT University & King Juan Carlos University.
Papers
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Selfish-biased conditional cooperation : On the decline of contributions in repeated public goods experiments
TL;DR: In this paper, the authors present results of an experiment that has been designed to evaluate several competing hypotheses to explain the stylized fact of declining contributions in repeated public goods experiments, and the data favor the hypothesis of selfish-biased conditional cooperation as the source for the declining contributions over the competing hypotheses.
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An investigation of insider trading profits in the Spanish stock market
TL;DR: In this article, the authors investigated the profitability and information content of insider trading in the Spanish stock market and found that insiders earn excess profits when investing on corporate nonpublic information, while outsiders mimicking them fail to obtain those excess returns.
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Strategy-proof estimators for simple regression
TL;DR: A whole class of estimators (clockwise repeated median estimators or CRM) for the simple regression model that are immune to strategic manipulation by the agents generating the data are introduced.
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Testing densities with financial data: an empirical comparison of the EdgeworthSargan density to the Students t
Ignacio Mauleón,Javier Perote +1 more
TL;DR: In this article, the Edgeworth-Sargan density has been compared with other empirical regularities, most notably to the Student Density, in order to test the existence of moments.
Posted Content
Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience
TL;DR: In this paper, the authors bring together three disparate strands of literature to develop a comprehensive empirical framework to examine the efficiency of security analysts' earnings forecasts in Singapore, focusing specifically on how the increased uncertainty and the negative market sentiment during the period of the Asian crisis affected the quality of earnings forecasts.