Diego Alonso Agudelo : Citation Profile


Are you Diego Alonso Agudelo?

Universidad EAFIT

3

H index

0

i10 index

27

Citations

RESEARCH PRODUCTION:

8

Articles

32

Papers

RESEARCH ACTIVITY:

   12 years (2006 - 2018). See details.
   Cites by year: 2
   Journals where Diego Alonso Agudelo has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 7 (20.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pag122
   Updated: 2020-02-08    RAS profile: 2019-01-11    
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Relations with other researchers


Works with:

Cortés, Lina (2)

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)

GIDIGBI, MATTHEW (2)

METAXAS, THEODORE (2)

VUONG, Quan Hoang (1)

Gaitan Riaño, Sandra (1)

Canh, Nguyen (1)

Allen, David (1)

Goh, Kim-Leng (1)

Cortés, Lina (1)

Cites to:

Roll, Richard (16)

Easley, David (15)

Stulz, René (15)

Subrahmanyam, Avanidhar (14)

Bekaert, Geert (13)

Shleifer, Andrei (12)

Harvey, Campbell (10)

Liu, Yu-Jane (9)

Milgrom, Paul (8)

Lee, Yi-Tsung (8)

Cao, Huining (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 (2019 and 2018)


YearTitle of citing document
2017How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016944.

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2018Concentración de la propiedad y su efecto sobre la liquidez de las acciones del mercado bursátil colombiano, periodo 2010-2016. (2018). Garcia, Erdwin Fernando. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016928.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2018Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100.

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2019How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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2018Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486.

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2019Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets. (2019). Canh, Nguyen ; Schinckus, Christophe ; Vu, Thai ; Nguyen, Canh Phuc. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:137-147.

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2017Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:220-234.

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2018Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management. (2018). McAleer, Michael ; Allen, David. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:7:p:1627-:d:153801.

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2019When the Poor Buy the Rich: New Evidence on Wealth Effects of Cross-Border Acquisitions. (2019). VUONG, Quan Hoang ; Dao, Ngoc-Tien. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:102-:d:241287.

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2017Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis. (2017). Gencer, Hatice Gaye ; Hurata, Mehmet Yasin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:110-129.

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2019Circuit breakers as market stability levers: A survey of research, praxis, and challenges. (2019). Sifat, Imtiaz Mohammad ; Mohamad, Azhar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:3:p:1130-1169.

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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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paper1
2008Actividad bursátil en los mercados accionarios colombianos: Determinantes y evolución 1997-2007 In: Documentos de Trabajo CIEF.
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paper0
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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paper0
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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paper5
2010Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 años? 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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paper0
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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This paper has another version. Agregated cites: 0
article
2012Liquidez en los Mercados Accionarios Latinoamericanos: Estimando el efecto del Mercado Integrado Latinoamericano (MILA) In: Documentos de Trabajo CIEF.
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paper0
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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paper0
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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paper2
2012Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos In: Documentos de Trabajo CIEF.
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paper0
2011Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets In: Documentos de Trabajo CIEF.
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paper0
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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paper0
2015Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis In: Documentos de Trabajo CIEF.
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paper8
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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This paper has another version. Agregated cites: 8
article
2015Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets In: Documentos de Trabajo CIEF.
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paper0
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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paper0
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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This paper has another version. Agregated cites: 0
paper
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: 0
paper
2018Muddying the waters: Who Induces Volatility in an Emerging Market? In: Documentos de Trabajo CIEF.
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paper1
2018Measuring the effectiveness of volatility auctions In: Documentos de Trabajo CIEF.
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paper0
2016Are foreigners the vectors of Contagion? A study of six emerging markets In: Documentos de Trabajo CIEF.
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paper0
2017How does information disclosure affect liquidity?Evidence from an Emerging Market In: Documentos de Trabajo CIEF.
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paper0
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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article1
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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article3
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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paper2
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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article0
2017Waves and Determinants in Mergers and Acquisitions: The Case of Latin America In: Emerging Markets Finance and Trade.
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article0
2018Determinantes y pronostico de la actividad bursátil del mercado accionario colombiano In: Journal of Economics, Finance and Administrative Science.
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