Diego Alonso Agudelo : Citation Profile


Are you Diego Alonso Agudelo?

Universidad EAFIT

4

H index

1

i10 index

39

Citations

RESEARCH PRODUCTION:

8

Articles

32

Papers

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 3
   Journals where Diego Alonso Agudelo has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 7 (15.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pag122
   Updated: 2021-03-27    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)

AKANEGBU, BENEDICT (2)

GIDIGBI, MATTHEW (2)

Kechagia, Polyxeny (1)

Gaitan Riaño, Sandra (1)

Lau, Wee Yeap (1)

Besarria, Cássio (1)

Ho, Tung (1)

Allen, David (1)

VUONG, Quan Hoang (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 (2021 and 2020)


YearTitle of citing document
2020Volatility Transmission between Oil Prices and Stock Prices as a New Source of Instability: Lessons from the UK Experience. (2020). Of, Dundee University ; Robertson, John . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:217-223.

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2020Volatility spillover of energy stocks in different periods and clusters based on structural break recognition and network method. (2020). Lian, Peng ; Qi, Yajie ; Guo, Sui ; Sun, Bowen ; Zhou, Jinsheng. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322807.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2020Costly index investing in foreign markets. (2020). Pulga, Fredy ; Pedraza, Alvaro ; Vasquez, Jose. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119300485.

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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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2020Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market. (2020). Agudelo, Diego A ; Hincapie-Salazar, Juliana. In: Global Finance Journal. RePEc:eee:glofin:v:46:y:2020:i:c:s1044028319301632.

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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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2020Measuring the effectiveness of volatility auctions. (2020). Agudelo, Diego A ; Castro, Carlos ; Preciado, Sergio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:566-581.

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2020Liquidity and Corporate Governance. (2020). Berglund, Tom. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:54-:d:330712.

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2020Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:148-:d:381691.

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2020The Influence of Internet Finance on the Sustainable Development of the Financial Ecosystem in China. (2020). Liu, Xinghua ; Wang, Chongren. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2365-:d:333850.

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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
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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paper6
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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paper1
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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paper14
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: 14
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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paper1
2015Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals In: Documentos de Trabajo CIEF.
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paper0
2017Attention-based vs information-based trading around announcements. Evidence from an emerging market In: Documentos de Trabajo CIEF.
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paper0
2018Behavioral Finance. Una introducción a los conceptos y aplicaciones In: Documentos de Trabajo CIEF.
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paper0
2018Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)? In: Documentos de Trabajo CIEF.
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paper0
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
2008La curva de rendimientos a plazo y las expectativas de tasas de interés en el mercado de renta fija en Colombia, 2002-2007 In: Revista Lecturas de Economía.
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article0
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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article5
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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article4
2006The Gravity of Globalization In: Working Papers.
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paper1
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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article0

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