Author

Jose A. Gutierrez

Observed name: Jose Gutierrez

Institution: Sam Houston State University

Observed institutions: Sam Houston State University, The University of Texas at San Antonio

ORCID: 0000-0002-4894-2975

Observed ORCID: 0000-0002-4894-2975

OpenAlex ID: A5043637240

Where does return and volatility come from? The case of Asian ETFs

2009 · Jose A. Gutierrez, Valeria Martinez, et al. · International Review of Economics & Finance · 51

Has Ebola Infected the Market: A Contagious Reaction to a (Media) Health Care Crisis?

2016 · Mary Funck, Jose A. Gutierrez · SSRN Electronic Journal · 14

Illuminating the Profitability of Pairs Trading:A Test ofthe Relative Pricing Efficiency of Markets for WaterUtility Stocks

2011 · Jose A. Gutierrez, Yiuman Tse · The Journal of Trading · 9

NYSE execution quality subsequent to migration to hybrid

2008 · Jose A. Gutierrez, Yiuman Tse · Review of Quantitative Finance and Accounting · 7

Has Ebola Infected The Market: A Contagious Reaction To A (Media) Health Care Crisis?

1970 · Jose Gutierrez, Mary Funck · Journal of Business Strategies · 5

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Mad Money: Does the combination of stock recommendation and show segment matter?

2015 · Jose Gutierrez, Robert Stretcher · Journal of Behavioral and Experimental Finance · 3

A Synthesized Model of Short Selling Constraints and Their Impact on Stock Returns

2016 · Jose Gutierrez, Steve Johnson, et al. · Journal of Economics and Finance · 2

Reversal of 3-Day Losers and Continuation of 3-Day Winners on the NASDAQ

2016 · Jose Gutierrez · Review of Financial Economics · 2

Stock Performance Subsequent to Combinations in Quarterly Revenue Surprise, Earnings Surprise, Guidance, Valuation, and Report Time

2019 · Jose I. Alvarado, Lindsay C. Clark, et al. · Journal of Economics and Finance · 1

Illuminating the Profitability of Pairs Trading: A Test of the Relative Pricing Efficiency of Markets for Water Utility Stocks

2012 · Jose A. Gutierrez, Yiuman Tse · SSRN Electronic Journal · 1

Short-Selling Constraints: The Asymmetric Role of Institutional Ownership, Relative Short Interest, Options and Dividends

2012 · Jose A. Gutierrez, Steve Johnson, et al. · SSRN Electronic Journal · 1

Short-Selling Spillovers Around Firm-Specific Trading Halts: Information Transmission and Cross-Security Trading

2026 · Jose A. Gutierrez, Mary Funck · SSRN Electronic Journal

Beta Divergence in a Concentrated Index: One-Year Changes in the Betas of S&P 500 Constituents

2026 · Nicholas Moody, Jose A. Gutierrez, et al. · SSRN Electronic Journal

Market quality at the intersection of short selling and trading halts

2025 · Mary Funck, Jose A. Gutierrez · SSRN Electronic Journal

Does Short Seller Informativeness Extend to Trading Halts?

2024 · Jose A. Gutierrez, Mary Funck · SSRN Electronic Journal

Illustrating Multiple IRRs Using Excel and Financial Calculator iPhone Applications

2023 · Jose Gutierrez, Robert Stretcher · Journal of Instructional Techniques in Finance

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Implied Risk Premia in Online Financial Data

2023 · Jonathan Breazeale, Mary Funck, et al. · SSRN Electronic Journal

Illustrating Non-Constant Marginal Cost of Capital and the Interdependency of Independent Projects

2013 · Robert Stretcher, Jose A. Gutierrez, et al. · SSRN Electronic Journal

Short-Selling Constraints: The Asymmetric Role of Institutional Ownership, Relative Short Interest, Options and Dividends

2012 · Jose A. Gutierrez, Steve Johnson, et al. · SSRN Electronic Journal

Where does Volatility and Return Come From? The Case of Asian ETFs

2009 · Yiuman Tse, Jose A. Gutierrez · RePEc: Research Papers in Economics

Works count: 20

Citation count: 96

H-index: 5

I10-index: 2