| 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 | 262 | 2005 |
| Evaluating multi-beta pricing models: An empirical analysis with Spanish market data B Nieto Revista de Economía Financiera 2, 80-108, 2004 | 42 | 2004 |
| Los modelos multifactoriales de valoración de activos: un análisis empírico comparativo B Nieto Instituto Valenciano de Investigaciones Económicas, 2001 | 41 | 2001 |
| 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 |
| Modelos de valoración de activos condicionales: Un panorama comparativo B Nieto, R Rodríguez Investigaciones económicas 29 (1), 33-71, 2005 | 35 | 2005 |
| Time-varying market beta: does the estimation methodology matter? B Nieto, S Orbe, A Zarraga Institut d'Estadística de Catalunya, 2014 | 27 | 2014 |
| La valoración intertemporal de activos: un análisis empírico para el mercado español de valores B Nieto investigaciones económicas 26 (3), 2002 | 23 | 2002 |
| Screening rules and portfolio performance A León, L Navarro, B Nieto The North American Journal of Economics and Finance 48, 642-662, 2019 | 22 | 2019 |
| Bid–ask spread estimator from high and low daily prices: Practical implementation for corporate bonds B Nieto Journal of Empirical Finance 48, 36-57, 2018 | 19 | 2018 |
| Macroeconomic and financial determinants of the volatility of corporate bond returns B Nieto, A Novales, G Rubio Quarterly Journal of Finance 5 (04), 1550021, 2015 | 19 | 2015 |
| Corporate stock and bond return correlations and dynamic adjustments of capital structure B Nieto, R Rodriguez Journal of Business Finance & Accounting 42 (5-6), 705-746, 2015 | 18 | 2015 |
| Stock returns with consumption and illiquidity risks E Márquez, B Nieto, G Rubio International Review of Economics & Finance 29, 57-74, 2014 | 16 | 2014 |
| The consumption-wealth and book-to-market ratios in a dynamic asset pricing context B Nieto, R Rodríguez Instituto Valenciano de Investigaciones Económicas, 2002 | 15* | 2002 |
| The volatility of consumption-based stochastic discount factors and economic cycles B Nieto, G Rubio Journal of Banking & Finance 35 (9), 2197-2216, 2011 | 14 | 2011 |
| Un modelo de valoración intertemporal de activos sin consumo: análisis empírico para el mercado español de valores B Nieto Instituto Valenciano de Investigaciones Económicas, 2001 | 14 | 2001 |
| Analysing bank-issued option pricing D Abad, B Nieto The European Journal of Finance 17 (1), 49-65, 2011 | 12 | 2011 |
| The relationship between risk and expected returns with incomplete information G Lopez, J Marhuenda, B Nieto investigaciones económicas 33 (1), 69-96, 2009 | 12 | 2009 |
| Variance swaps, non-normality and macroeconomic and financial risks B Nieto, A Novales, G Rubio The Quarterly Review of Economics and Finance 54 (2), 257-270, 2014 | 10 | 2014 |
| The effects of the COVID-19 crisis on risk factors and option-implied expected market risk premia: an international perspective B Nieto, G Rubio Journal of Risk and Financial Management 15 (1), 13, 2022 | 9 | 2022 |
| La valoración de activos B Nieto Bolsas y Mercados Españoles, 2011 | 9 | 2011 |
