| The value of coskewness in mutual fund performance evaluation D Moreno, R Rodríguez Journal of Banking & Finance 33 (9), 1664-1676, 2009 | 102 | 2009 |
| The idiosyncratic volatility anomaly: Corporate investment or investor mispricing? J Malagon, D Moreno, R Rodríguez Journal of Banking & Finance 60, 224-238, 2015 | 47 | 2015 |
| Can output explain the predictability and volatility of stock returns? R Rodriguez, F Restoy, JI Pena Journal of International Money and Finance 21 (2), 163-182, 2002 | 44 | 2002 |
| Time horizon trading and the idiosyncratic risk puzzle J Malagon, D Moreno, R Rodríguez Quantitative Finance 15 (2), 327-343, 2015 | 40 | 2015 |
| Are EU's Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices JI Peña, R Rodríguez Energy 183, 477-486, 2019 | 37 | 2019 |
| Modelos de valoración de activos condicionales: Un panorama comparativo B Nieto, R Rodríguez Investigaciones económicas 29 (1), 33-71, 2005 | 34 | 2005 |
| Management sub-advising in the mutual fund industry D Moreno, R Rodriguez, R Zambrana Journal of Financial Economics 127 (3), 567-587, 2018 | 31 | 2018 |
| Teaching quality and academic research R Rodríguez, G Rubio International review of economics education 23, 10-27, 2016 | 30 | 2016 |
| Cannibalization, depredation, and market remuneration of power plants JI Peña, R Rodriguez, S Mayoral Energy Policy 167, 113086, 2022 | 28 | 2022 |
| Idiosyncratic volatility, conditional liquidity and stock returns J Malagon, D Moreno, R Rodriguez International Review of Economics & Finance 53, 118-132, 2018 | 27 | 2018 |
| Corporate stock and bond return correlations and dynamic adjustments of capital structure B Nieto, R Rodriguez Journal of Business Finance & Accounting 42 (5-6), 705-746, 2015 | 18 | 2015 |
| On the economic link between asset prices and real activity JI Peña, R Rodríguez Journal of Business Finance & Accounting 34 (5‐6), 889-916, 2007 | 18 | 2007 |
| Modelos intertemporales de valoración de activos: Análisis empírico para el caso español RR LOpez Revista española de Economía 14 (2), 189-213, 1997 | 18 | 1997 |
| The consumption-wealth and book-to-market ratios in a dynamic asset pricing context B Nieto, R Rodríguez Instituto Valenciano de Investigaciones Económicas, 2002 | 15* | 2002 |
| Tail risk of electricity futures JI Peña, R Rodríguez, S Mayoral Energy Economics 91, 104886, 2020 | 13 | 2020 |
| Performance evaluation considering the coskewness: A stochastic discount factor framework D Moreno, R Rodríguez Managerial Finance 32 (4), 375-392, 2006 | 13 | 2006 |
| Optimal diversification across mutual funds D Moreno, R Rodríguez Applied financial economics 23 (2), 119-122, 2013 | 12 | 2013 |
| The coskewness factor: implications for performance evaluation D Moreno, R Rodríguez Journal of Banking and Finance 33 (9), 1664-1676, 2009 | 11 | 2009 |
| Default supply auctions in electricity markets: Challenges and proposals JI Peña, R Rodriguez Energy policy 122, 142-151, 2018 | 9 | 2018 |
| Accurately measuring gold mutual fund performance D Moreno, R Rodríguez, C Wang Applied Economics Letters 21 (4), 268-271, 2014 | 8 | 2014 |
DAVID MORENOUniversity Carlos III, Business DepartmentVerified email at emp.uc3m.es
