| Economía financiera JM Marín, G Rubio Antoni Bosch editor, 2001 | 294 | 2001 |
| Autoregresive conditional volatility, skewness and kurtosis Á León, G Rubio, G Serna The Quarterly Review of Economics and Finance 45 (4-5), 599-618, 2005 | 275 | 2005 |
| Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market MA Martınez, B Nieto, G Rubio, M Tapia International Review of Economics & Finance 14 (1), 81-103, 2005 | 257 | 2005 |
| Why do we smile? On the determinants of the implied volatility function I Pena, G Rubio, G Serna Journal of Banking & Finance 23 (8), 1151-1179, 1999 | 256 | 1999 |
| Overreaction in the Spanish equity market A Alonso, G Rubio Journal of Banking & Finance 14 (2-3), 469-481, 1990 | 197 | 1990 |
| Further international evidence on asset pricing: The case of the Spanish capital market G Rubio Journal of Banking & Finance 12 (2), 221-242, 1988 | 128 | 1988 |
| The relationship between risk and expected return in Europe A León, JM Nave, G Rubio Journal of Banking & Finance 31 (2), 495-512, 2007 | 122 | 2007 |
| Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market G Fiorentini, A Leon, G Rubio Journal of empirical Finance 9 (2), 225-255, 2002 | 78 | 2002 |
| Macroeconomic determinants of stock market betas M González, J Nave, G Rubio Journal of Empirical Finance 45, 26-44, 2018 | 61 | 2018 |
| Adverse selection, volume and transactions around dividend announcements in a continuous auction system G Rubio, M Tapia European Financial Management 2 (1), 39-67, 1996 | 59 | 1996 |
| Arbitrage pricing with macroeconomic variables: an empirical investigation using Spanish data MA Martinez, G Rubio Working Chapter, Universidad del Pais Vasco, 1989 | 52 | 1989 |
| Nonsimultaneous prices and the evaluation of managed portfolios in Spain B Basarrate, G Rubio Applied Financial Economics 9 (3), 273-281, 1999 | 47 | 1999 |
| La imposición sobre plusvalías y minusvalías: sus efectos sobre el comportamiento estacional del mercado de valores GR Irigoyen, B Barrasate Revista Española de Economía 11 (2), 247-277, 1994 | 47 | 1994 |
| Performance measurement of managed portfolios: A survey G Rubio Investigaciones Económicas 17 (1), 3-41, 1993 | 47 | 1993 |
| The cross-sectional variation of volatility risk premia A González-Urteaga, G Rubio Journal of Financial Economics 119 (2), 353-370, 2016 | 46 | 2016 |
| Economic sentiment and yield spreads in Europe E Ferreira, MI Martínez Serna, E Navarro, G Rubio European Financial Management 14 (2), 206-221, 2008 | 46 | 2008 |
| Further evidence on performance evaluation: Portfolio holdings, recommendations, and turnover costs G Rubio Review of Quantitative Finance and Accounting 5, 127-153, 1995 | 45 | 1995 |
| La evaluación de los fondos de inversión en España X Freixas, JM Marín, MA Martínez, G Rubio Universitat Pompeu Fabra, 1996 | 40 | 1996 |
| El modelo de valoración con cartera de mercado: una nueva especificación del coeficiente beta B Nieto, G Rubio Spanish Journal of Finance and Accounting/Revista Española de Financiación y …, 2002 | 36 | 2002 |
| Smiles, bid‐ask spreads and option pricing I Peña, G Rubio, G Serna European Financial Management 7 (3), 351-374, 2001 | 36 | 2001 |
