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Mikel Tapia

Observed names: M. Tapia, Tapia Torres, Miguel Ángel, Tapia, Mikel
Institution: IE University
ORCID: 0000-0002-4720-0224
Observed ORCID: 0000-0002-4720-0224
OpenAlex ID: A5009822347
Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market
2004 · Miguel A. Martı́nez, Belén Nieto, et al. · International Review of Economics & Finance · 167
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Globalization, Superstars, and Reputation: Theory & Evidence from the Wine Industry
2009 · Michael Gibbs, Mikel Tapia, et al. · Journal of Wine Economics · 37
Adverse selection, volume and transactions around dividend announcements in a continuous auction system
1996 · Gonzalo Rubio, Mikel Tapia · European Financial Management · 29
Price Dynamics, Informational Efficiency, and Wealth Distribution in Continuous Double‐auction Markets
2007 · Javier Gil‐Bazo, David Moreno, et al. · Computational Intelligence · 22
Disclosure and Liquidity in a Driven by Orders Market: Empirical Evidence From Panel Data
2008 · Mónica Espinosa, Mikel Tapia, et al. · RePEc: Research Papers in Economics · 21
Ultra-Fast Activity and Market Quality
2015 · Álvaro Cartea, Richard Payne, et al. · Journal of Banking & Finance · 20
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis
2003 · Roberto Pascual, Alvaro Escribano, et al. · Journal of Banking & Finance · 19
The liquidity premium in equity pricing under a continuous auction system
1998 · Gonzalo Rubio, Mikel Tapia · European Journal of Finance · 15
On the bi-dimensionality of liquidity
2004 · Roberto Pascual, Alvaro Escribano, et al. · European Journal of Finance · 14
Revisiting Tick Size: Implications from the SEC Tick Size Pilot
2017 · José Penalva, Mikel Tapia · SSRN Electronic Journal · 13
Price Discovery in the Pre-opening Period. Theory and Evidence From the Madrid Stock Exchange
2003 · Sandro Brusco, Carolina Manzano, et al. · LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas) · 7
Understanding the Ex-ante Cost of Liquidity in the Limit Order Book: a Note *
2005 · Miguel Ángel Martínez Sedano, Gonzalo Rubio, et al. · LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas) · 6
Understanding liquidity: a closer look at the limit order book
2000 · Gonzalo Rubio, Mikel Tapia, et al. · RePEc: Research Papers in Economics · 6
Modelling the shape of the limit order book
2018 · Federico Platania, Pedro Serrano, et al. · Quantitative Finance · 5
Disclosure and Liquidity in a Driven by Orders Market: Empirical Evidence from Panel Data
2008 · Mónica Espinosa Blasco, Mikel Tapia, et al. · SSRN Electronic Journal · 5
Heterogeneity and Competition in Fragmented Markets: Fees Vs Speed
2021 · Jose S. Penalva, Mikel Tapia · Applied Mathematical Finance · 4
Resultados preliminares sobre la estacionalidad de la prima por liquidez en España: efectos fiscales
1997 · Mikel Tapia · RePEc: Research Papers in Economics · 4
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Information transmission around block trades on the Spanish stock exchange
2005 · M. A. Martínez *, M. Tapia, et al. · Applied Financial Economics · 3
Liquidez en los mercados financieros y selección adversa: problemas de estimación y comprensión
1999 · Mikel Tapia · e-Archivo (Carlos III University of Madrid) · 3
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Formación de precios en un mercado financiero con creador de mercado informado
1996 · Mikel Tapia · LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas) · 3
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Operate, Not Amputate: Rule 201 as an Example of a Surgical Approach to Dealing with Toxic Short Selling
2025 · Oscar H. Florindo, José Penalva, et al. · SSRN Electronic Journal · 2
Operate, Not Amputate: Rule 201 as an Example of a Surgical Approach to Dealing with Toxic Short Selling
2022 · Oscar H. Florindo, José Penalva, et al. · SSRN Electronic Journal · 2
Fragmentation vs. Consolidation in Spanish Stock Exchange. A Note
2016 · Mikel Tapia · The Spanish Review of Financial Economics · 2
Understanding the ex-ante cost of liquidity in the limit order book: A note
2002 · Gonzalo Rubio Irigoyen, Miguel Ángel Martínez Sedano, et al. · RePEc: Research Papers in Economics · 2
Changes in the Turnover Ratio and Liquidity in International Equity Markets
2026 · Jose S. Penalva, Mikel Tapia · European Financial Management · 1
Works count: 60
Citation count: 435
H-index: 11
I10-index: 11
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