Julio A. Crego
  
Julio A. Crego



    I am an Assistant Professor of Finance at Tilburg University. I received my PhD from CEMFI, Madrid in 2017.

    My research interests cover topcis in Market microstructure and Econometrics.




Curriculum Vitae

Teaching

Contact
jacrego (at) uvt (dot) nl

Tilburg University
Finance Department - Office I 502
Warandelaan 2
5037 AB Tilburg - The Netherlands



  
  


WORKING PAPERS

Why Does Public News Augment Information Asymmetries?  [Abstract]

Hedge Funds and Asset Markets: Tail or Two-state Dependence? [Abstract] with Julio Gálvez

Short Selling Ban and Intraday Dynamics  [Abstract][Codes]

Endogenous Health Groups and Heterogeneous Dynamics of the Elderly  [Abstract] with Dante Amengual and Jesús Bueren



  WORK IN PROGRESS

Speed Competition and Liquidity  [Abstract]

Early Birds and Second Mice in the Stock Market  [Abstract] with Jin Huang