Alejandro Bernales

  • Profesor Asociado
    Formación Académica
  • Ph.D. en Finanzas, The Univerisity of Manchester, Manchester, Inglaterra
    Magister en Ciencias de la Ingeniería, Pontificia Universidad Católica, Santiago, Chile
    Ingeniero Civil Industrial, Pontificia Universidad Católica, Santiago, Chile

    Biografía
  • Ingeniero Civil Industrial, Pontificia Universidad Católica, Santiago, Chile
    Profesor Asociado, Departamento de Administración, Facultad de Economía y Negocios de la Universidad de Chile. Sus áreas de Especilización son: Valorización de Activos, Derivados, Microestructura, Macro Finanzas y Economía de la Energía.

    Campos de Investigación
  • Valorización de Activos, Derivados, Microestructura, Macro Finanzas y Economía de la Energía.
Publicaciones en Revistas con Comité Editorial
2022 (Forthcoming) / Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk / JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS -
2021 / The effect of environmental policies on risk reductions in energy generation / JOURNAL OF ECONOMIC DYNAMICS AND CONTROL - Vol. 126
2020 / What do we know about individual equity options? / JOURNAL OF FUTURES MARKETS - Vol. 40, No. 1
2020 / Learning and Index Option Returns / Journal of Business & Economic Statistics - Vol. 38, No. 2
2020 / Do investors follow the herd in option markets? / JOURNAL OF BANKING & FINANCE - Vol. 119
2019 / Make-Take Decisions under High-Frequency Trading Competition / JOURNAL OF FINANCIAL MARKETS - Vol. 45
2017 / The success of option listings / Journal of Empirical Finance - Vol. 40
2017 / Learning and forecasts about option returns through the volatility risk premium / JOURNAL OF ECONOMIC DYNAMICS AND CONTROL - Vol. 82
2014 / Thinly Traded Securities and Risk Management / Estudios de Economia - Vol. 41, No. 1
Capítulos de libros
Research Monographs
2013 / The Effects of Asymmetric Information on the Adoption of Equity Options / No. 484
2012 / Learning How to Smile: Can Rational Learning Explain the Predictable Dynamics in the Implied Volatility Surface?
2012 / Risk Management with Thinly Traded Securities: Methodology and Implementation
2012 / Can We Forecast the Implied Volatility Surface Dynamics for CBOE Equity Options? / Vol. 456
2011 / Diffusion of the Financial Innovation and Learning dynamics with Asymmetric Information: The Case of Stock Option Listings
2009 / Value-at-Risk in Emerging Fixed-Income Markets with Incomplete Panels of Prices: A No-Arbitrage Term-Structure Model Approach
Columna de Opinión