Alejandro Bernales Silva
Ph.D. en Finanzas, The Univerisity of Manchester, Manchester, Inglaterra
abernales@fen.uchile.cl
+562 29783705
Biografía:
- Magister en Ciencias de la Ingeniería, Pontificia Universidad Católica, Santiago, Chile.
- Ingeniero Civil Industrial, Pontificia Universidad Católica, Santiago, Chile.
- Director del programa de Magíster en Finanzas (Evening) Departamento de Administración, Facultad de Economía y Negocios de la Universidad de Chile.
- Miembro del Comité Académico del Magíster en Finanzas, Departamento de Administración, Facultad de Economía y Negocios de la Universidad de Chile.
Publicaciones Destacadas
- 2023 - Blue-Collar Crime And Finance. Christian Olid, Douglas Cumming, Diether Beuermann, Alejandro Bernales S. Journal of International Financial Markets Institutions and Money.
- 2022 - Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk. Christian Westheide, Marcela Valenzuela, Satchit Sagade, Nicolás Garrido, Alejandro Bernales S. Journal of Financial and Quantitative Analysis.
- 2021 - The effect of environmental policies on risk reductions in energy generation. Giancarlo Acevedo, Rodrigo Moreno, Andrés Flores, Andrés Inzunza, Alejandro Bernales S. Journal of Economic Dynamics and Control.Volume 126, 104027. https://doi.org/10.1016/j.jedc.2020.104027
- 2020 - Speculative bubbles under supply constraints, background risk and investment fraud in the art market. Víctor Valdenegro, Lorenzo Reus, Alejandro Bernales S. Journal of Corporate Finance.
- 2020 - What do we know about individual equity options?. Mengyu Zhang, Nikolaos Voukelatos, Thanos Verousis, Alejandro Bernales S. Journal of Futures Markets.Vol 40(1). Pp 67-91. https://doi.org/10.1002/fut.22066
2023 -
Blue-Collar Crime And Finance
Christian Olid, Douglas Cumming, Diether Beuermann, Alejandro Bernales S. Journal of International Financial Markets Institutions and Money.
2022 -
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk
Christian Westheide, Marcela Valenzuela, Satchit Sagade, Nicolás Garrido, Alejandro Bernales S. Journal of Financial and Quantitative Analysis.
2021 -
The effect of environmental policies on risk reductions in energy generation
Giancarlo Acevedo, Rodrigo Moreno, Andrés Flores, Andrés Inzunza, Alejandro Bernales S. Journal of Economic Dynamics and Control.
2020 -
Speculative bubbles under supply constraints, background risk and investment fraud in the art market
Víctor Valdenegro, Lorenzo Reus, Alejandro Bernales S. Journal of Corporate Finance.
2020 -
What do we know about individual equity options?
Mengyu Zhang, Nikolaos Voukelatos, Thanos Verousis, Alejandro Bernales S. Journal of Futures Markets.
2020 -
Learning and Index Option Returns
George Skiadopoulos, Luka Salamunic, Gonzalo Cortazar, Alejandro Bernales S. Journal of Business & Economic Statistics.
2020 -
Do investors follow the herd in option markets?
Nikolaos Voukelatos, Thanos Verousis, Alejandro Bernales S. Journal of Banking & Finance.
2019 -
Make-Take Decisions under High-Frequency Trading Competition
Alejandro Bernales S. Journal of Financial Markets.
2018 -
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Thanos Verousis, Carlos Cañón, Alejandro Bernales S. Finance Research Letters.
2017 -
The success of option listings
Alejandro Bernales S. Journal of Empirical Finance.
2017 -
Learning and forecasts about option returns through the volatility risk premium
Marcela Valenzuela, Louisa Chen, Alejandro Bernales S. Journal of Economic Dynamics and Control.
2016 -
CVaR Constrained Planning of Renewable Generation with Consideration of System Inertial Response, Reserve Services and Demand Participation
Hugh Rudnick, Rodrigo Moreno, Andrés Inzunza, Alejandro Bernales S. Energy Economics.
2015 -
Learning to Smile: Can Rational Learning Explain the Predictable Dynamics in the Implied Volatility Surface?
Massimo Guidolin , Alejandro Bernales S. Journal of Financial Markets.
2014 -
Thinly Traded Securities and Risk Management
Gonzalo Cortazar, Diether Beuermann, Alejandro Bernales S. Estudios de Econom.
2014 -
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
Massimo Guidolin , Alejandro Bernales S. Journal of Banking & Finance.
