Diego Alonso Agudelo : Citation Profile


Are you Diego Alonso Agudelo?

Universidad EAFIT

4

H index

1

i10 index

61

Citations

RESEARCH PRODUCTION:

8

Articles

32

Papers

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 4
   Journals where Diego Alonso Agudelo has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 7 (10.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pag122
   Updated: 2023-01-28    RAS profile: 2019-01-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Diego Alonso Agudelo.

Is cited by:

Lim, Kian-Ping (3)

Hooy, Chee-Wooi (2)

Kechagia, Polyxeny (2)

AKANEGBU, BENEDICT (2)

GIDIGBI, MATTHEW (2)

METAXAS, THEODORE (2)

McAleer, Michael (1)

Pombo, Carlos (1)

MOUGOUE, Mbodja (1)

Yousaf, Imran (1)

Ho, Tung (1)

Cites to:

Roll, Richard (16)

Stulz, René (16)

Easley, David (15)

Bekaert, Geert (15)

Subrahmanyam, Avanidhar (14)

Shleifer, Andrei (13)

Harvey, Campbell (12)

Liu, Yu-Jane (9)

Cao, Huining (8)

Milgrom, Paul (8)

Lee, Yi-Tsung (8)

Main data


Where Diego Alonso Agudelo has published?


Journals with more than one article published# docs
Journal of Economics, Finance and Administrative Science2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo CIEF / Universidad EAFIT29
Working Papers / Indiana University, Kelley School of Business, Department of Business Economics and Public Policy2

Recent works citing Diego Alonso Agudelo (2022 and 2021)


YearTitle of citing document
2022Multiple large shareholder coalitions, institutional ownership and investment decisions: Evidence from cross-border deals in Latin America. (2022). Pombo, Carlos ; Jara-Betin, Mauricio ; Pinto-Gutierrez, Cristian. In: Documentos CEDE. RePEc:col:000089:020333.

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2021COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Ma, Hongkun ; Bing, Tao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:384-396.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2022Insider trading and information asymmetry: Evidence from the Korea Exchange. (2022). Yu, Jinyoung ; Yang, Hee Jin ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000558.

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2022Dependence dynamics of stock markets during COVID-19. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115.

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2021Information disclosure and the default risk of online peer-to-peer lending platform. (2021). Su, Zhongnan ; Wang, Qian ; Chen, Xinyang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313716.

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2021Term structure of sentiment effect on investor trading behavior. (2021). Ryu, Doojin ; Kim, Karam. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000866.

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2021Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan. (2021). Wu, Ming-Hung ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030015x.

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2021Herding by corporates in the US and the Eurozone through different market conditions. (2021). Vioto, Davide ; Tunaru, Radu ; Duygun, Meryem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679.

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2021Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050.

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2021A new estimation of institutional informed trading and firm transparency: Evidence from China. (2021). Sharma, Susan Sunila ; Yu, Zhen ; Wang, Liangliang ; Ying, Shan ; Gu, Xin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000457.

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2021Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Gubareva, Mariya ; Riaz, Yasir ; Manel, Youssef ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706.

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2022Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000671.

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2021Correlations and volatility spillovers between China and Southeast Asian stock markets. (2021). Liu, Jiapeng ; Zhong, YI. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:57-69.

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2022Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35.

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2022Penalties for industrial accidents: the impact of the Deepwater Horizon accident on BP’s reputation and stock market returns. (2022). Prakash, Aseem ; Holtmaat, Ellen Alexandra. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115560.

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2021Afectaciones financieras en los principales países de América Latina con mayores registros de COVID-19. (2021). Olivares, Hctor Alonso. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:3:a:7.

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2021Insider trading in Brazils stock market. (2021). Marzago, Thiago. In: OSF Preprints. RePEc:osf:osfxxx:fu9mg.

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2021Transmisión de volatilidad en el Mercado Integrado Latinoamericano (MILA): una evidencia del grado de integración. || Transmission of volatility in the Latin American Integrated Market (MILA): evidenc. (2021). Barrera, Alejandro Pinilla ; Velez, Mariana Fuentes. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:31:y:2021:i:1:p:301-328.

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2021Return and volatility spillovers to African equity markets and their determinants. (2021). MOUGOUE, Mbodja ; Etoundi, Eric Martial. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01881-9.

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Works by Diego Alonso Agudelo:


YearTitleTypeCited
2017Measuring the effectiveness of volatility call auctions In: Documentos de Trabajo.
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paper2
2008Actividad bursátil en los mercados accionarios colombianos: Determinantes y evolución 1997-2007 In: Documentos de Trabajo CIEF.
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2008La curva de rendimientos a plazo y las expectativas de tasas de interes en el mercado de renta fija en colombia 2002-2007 In: Documentos de Trabajo CIEF.
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2008La curva de rendimientos a plazo y las expectativas de tasas de interés en el mercado de renta fija en Colombia, 2002-2007.(2008) In: Revista Lecturas de Economía.
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article
2009¿Realidad o sofisma? Poniendo a prueba el análisis técnico en las acciones colombianas In: Documentos de Trabajo CIEF.
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paper0
2010Friend or Foe? Foreign investors and the liquidity of six Asian markets In: Documentos de Trabajo CIEF.
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paper7
2010Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 anos? In: Documentos de Trabajo CIEF.
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paper1
2009Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos In: Documentos de Trabajo CIEF.
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paper0
2012Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente: caso colombiano 1999-2007 In: Documentos de Trabajo CIEF.
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2012Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente:caso colombiano 1999-2007.(2012) In: Journal of Economics, Finance and Administrative Science.
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article
2012Liquidez en los Mercados Accionarios Latinoamericanos: Estimando el efecto del Mercado Integrado Latinoamericano (MILA) In: Documentos de Trabajo CIEF.
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paper1
2012Waves and determinants in the activity of Mergers and Acquisitions: The Case of Latin America In: Documentos de Trabajo CIEF.
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paper1
2013Calidad de mercado y reformas al sistema transaccional. El Caso de X-Stream en el Mercado accionario colombiano In: Documentos de Trabajo CIEF.
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paper0
2011Anuncios macroeconómicos y mercados Accionarios: El caso Latinoamericano In: Documentos de Trabajo CIEF.
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paper1
2011Medidas intradiarias de liquidez y de costos de transacción asociados en la Bolsa de Valores de Colombia In: Documentos de Trabajo CIEF.
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2011Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008 In: Documentos de Trabajo CIEF.
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2012Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos In: Documentos de Trabajo CIEF.
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2011Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets In: Documentos de Trabajo CIEF.
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2007Do Local or Foreign traders know more in an emerging market? A possible solution of the puzzle. In: Documentos de Trabajo CIEF.
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2015Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis In: Documentos de Trabajo CIEF.
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2017Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis.(2017) In: Research in International Business and Finance.
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2015Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets In: Documentos de Trabajo CIEF.
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2014Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange In: Documentos de Trabajo CIEF.
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2015Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals In: Documentos de Trabajo CIEF.
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2017Attention-based vs information-based trading around announcements. Evidence from an emerging market In: Documentos de Trabajo CIEF.
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2018Behavioral Finance. Una introducción a los conceptos y aplicaciones In: Documentos de Trabajo CIEF.
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2018Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)? In: Documentos de Trabajo CIEF.
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2017Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?.(2017) In: Documentos de Trabajo CIEF.
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2017Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?.(2017) In: Documentos de Trabajo CIEF.
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This paper has another version. Agregated cites: 1
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2018Muddying the waters: Who Induces Volatility in an Emerging Market? In: Documentos de Trabajo CIEF.
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2018Measuring the effectiveness of volatility auctions In: Documentos de Trabajo CIEF.
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2016Are foreigners the vectors of Contagion? A study of six emerging markets In: Documentos de Trabajo CIEF.
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2017How does information disclosure affect liquidity?Evidence from an Emerging Market In: Documentos de Trabajo CIEF.
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2019Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market In: Journal of International Money and Finance.
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article9
2015Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets In: International Review of Economics & Finance.
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2006The Gravity of Globalization In: Working Papers.
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2006A South American Perspective: Regional versus Global Trade Patterns In: Working Papers.
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2008The Yield Curve and the Interest Rates Expectations on Fixed Income Market in Colombia Between 2002 and 2007 In: Lecturas de Economía.
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2017Waves and Determinants in Mergers and Acquisitions: The Case of Latin America In: Emerging Markets Finance and Trade.
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2018Determinantes y pronostico de la actividad bursátil del mercado accionario colombiano In: Journal of Economics, Finance and Administrative Science.
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