| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... | 48 | 2021 |
| Integration and arbitrage in the Spanish financial markets: An empirical approach A Balbás, IR Longarela, Á Pardo Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000 | 30 | 2000 |
| Integration and arbitrage in the Spanish financial markets: An empirical approach A Balbás, IR Longarela, Á Pardo Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000 | 30 | 2000 |
| How financial theory applies to catastrophe-linked derivatives. An empirical test of several pricing models A Balbas, IR Longarela, JJ Lucia Journal of Risk and Insurance, 551-581, 1999 | 29 | 1999 |
| Explaining vertical gender segregation: a research agenda IR Longarela Work, employment and society 31 (5), 861-871, 2017 | 28 | 2017 |
| A characterization of the SSD-efficient frontier of portfolio weights by means of a set of mixed-integer linear constraints IR Longarela Management Science 62 (12), 3549-3554, 2016 | 23 | 2016 |
| Risk arbitrage opportunities for stock index options T Post, IR Longarela Operations Research 69 (1), 100-113, 2021 | 20 | 2021 |
| A simple linear programming approach to gain, loss and asset pricing I Rodríguez Longarela The BE Journal of Theoretical Economics 2 (1), 20021012, 2003 | 14 | 2003 |
| A general framework for the derivation of asset price bounds: an application to stochastic volatility option models O Bondarenko, IR Longarela Review of Derivatives Research 12, 81-107, 2009 | 12 | 2009 |
| Capital market inefficiencies, credit rationing and lending relationships in SME's C Cardone, I Longarela, D Camino Universidad Carlos III de Madrid, 1998 | 11 | 1998 |
| Benchmark good-deal bounds: An application to stochastic volatility models of option pricing O Bondarenko, IR Longarela preprint, Stockholm School of Economics, 2004 | 8 | 2004 |
| A new approach to the derivation of asset price bounds IR Longarela SSE/EFI Working Paper Series in Economics and Finance, 2001 | 3 | 2001 |
| Gain, loss, and asset pricing: It is much easier; a note IR Longarela SSE/EFI Working Paper Series in Economics and Finance, 2000 | 3 | 2000 |
| An Extension of Good–Deal Asset Price Bounds IR Longarela SSE/EFI Working Papers Series in Economics and Finance, 2001 | 2 | 2001 |
| Measuring engagement and attention by means of electronic response systems I Rodríguez-Longarela Available at SSRN 3632766, 2020 | 1 | 2020 |
| Quote inefficiency in options markets IR Longarela, S Mayoral Journal of Banking & Finance 55, 23-36, 2015 | 1 | 2015 |
| A Theory of Inefficient Quotes: Empirical Evidence in Options Markets I Rodríguez-Longarela, S Mayoral EFA 2007 Ljubljana Meetings Paper, 2007 | 1 | 2007 |
| Capital market inefficiencies, credit rationing and lending relationship in SME's C Cardone Riportella, IR Longarela, D Camino Blasco | 1 | 1998 |
| Price Discovery for Competing Currency Numeraires I Rodríguez-Longarela, GH Bjonnes Available at SSRN 4022550, 2022 | | 2022 |
| Online vs. Classroom: Course Engagement and Attention with Large Groups of Students I Rodríguez-Longarela Classroom: Course Engagement and Attention with Large Groups of Students …, 2021 | | 2021 |
