Concepedia

Lidia Sanchis‐Marco

LS

4

Publications

108

Citations

4

H-Index

2012

Active since

Affiliations

University of Castilla-La Mancha(Current)

University of Alicante

Lidia Sanchis‐Marco is an author at University of Castilla-La Mancha specializing in business, economics, and finance.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EconomicsMarket MicrostructureFinancial CrisisEconomic AnalysisTradeLiquidity

Publications per year

2012–2022

4

Publications

4

On downside risk predictability through liquidity and trading activity: A dynamic quantile approach

Antonio Rubia, Lidia Sanchis‐Marco · International Journal of Forecasting · 2012 · 53 citations

Market Microstructure, Empirical Finance, Economics +7

Extreme downside risk co-movement in commodity markets during distress periods: a multidimensional scaling approach

Gema Fernández‐Avilés, José‐María Montero, Lidia Sanchis‐Marco · European Journal of Finance · 2020 · 25 citations

Financial Risk Management, Commodity Market, Market Microstructure +21

Spillover effects between commodity and stock markets: A SDSES approach

Laura Garcia‐Jorcano, Lidia Sanchis‐Marco · Resources Policy · 2022 · 17 citations

Market Microstructure, Economics, Financial Economics +8

Market frictions and the pricing of sovereign credit default swaps

Antonio Rubia, Lidia Sanchis‐Marco, Pedro Serrano · Journal of International Money and Finance · 2015 · 13 citations

Economics, Market Frictions, Financial Economics +10

Rows per page

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