Diego Alonso Agudelo : Citation Profile

Are you Diego Alonso Agudelo?

Universidad EAFIT

4

H index

2

i10 index

72

Citations

RESEARCH PRODUCTION:

8

Articles

32

Papers

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 5
   Journals where Diego Alonso Agudelo has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 7 (8.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pag122
   Updated: 2023-11-04    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)

Kechagia, Polyxeny (2)

AKANEGBU, BENEDICT (2)

Hooy, Chee-Wooi (2)

METAXAS, THEODORE (2)

GIDIGBI, MATTHEW (2)

Pulga, Fredy (1)

Nguyen, Canh (1)

Demirer, Riza (1)

Gaitan Riaño, Sandra (1)

Delgado, Carlos (1)

Cites to:

Stulz, René (16)

Roll, Richard (16)

Bekaert, Geert (15)

Easley, David (15)

Subrahmanyam, Avanidhar (14)

Shleifer, Andrei (13)

Harvey, Campbell (12)

Liu, Yu-Jane (9)

Milgrom, Paul (8)

Cao, Huining (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 (2023 and 2022)

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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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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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2022Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty. (2022). Agudelo, Diego A ; Munera, Daimer J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001267.

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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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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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2022Do emerging stock markets offer an illiquidity premium for local or global investors?. (2022). Suleman, Muhammad Tahir ; Sadaqat, Mohsin ; Demirer, Riza ; Butt, Hilal Anwar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:502-515.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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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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2022Exchange Markets and Stock Markets Integration in Latin-America. (2022). Cornejo, Edinson Edgardo ; Delgado, Carlos Leandro ; Sepulveda, Sandra Maria ; Veloso, Carmen Lissette ; Muoz, Jorge Andres . In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:17:y:2022:i:3:a:8.

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2023Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach. (2023). Ferilli, Guido ; Sacco, Pier Luigi ; Massini, Giulia ; della Torre, Francesca ; Buscema, Paolo Massimo. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10267-1.

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2023Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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2022Contagion or decoupling? Evidence from emerging stock markets. (2022). Ndiweni, Zinzile Lorna ; Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:115170.

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2023Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). Dragotă, Victor ; Iordache, Andreea ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00415-9.

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Works by Diego Alonso Agudelo:

YearTitleTypeCited
2017Measuring the effectiveness of volatility call auctions In: Documentos de Trabajo.
[Full Text][Citation analysis]		paper2
2008Actividad bursátil en los mercados accionarios colombianos: Determinantes y evolución 1997-2007 In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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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2009¿Realidad o sofisma? Poniendo a prueba el análisis técnico en las acciones colombianas In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2010Friend or Foe? Foreign investors and the liquidity of six Asian markets In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper8
2010Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 anos? In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper1
2009Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2012Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente: caso colombiano 1999-2007 In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper1
2012Waves and determinants in the activity of Mergers and Acquisitions: The Case of Latin America In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper1
2013Calidad de mercado y reformas al sistema transaccional. El Caso de X-Stream en el Mercado accionario colombiano In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2011Anuncios macroeconómicos y mercados Accionarios: El caso Latinoamericano In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper1
2011Medidas intradiarias de liquidez y de costos de transacción asociados en la Bolsa de Valores de Colombia In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2011Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008 In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper2
2012Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2011Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2007Do Local or Foreign traders know more in an emerging market? A possible solution of the puzzle. In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2015Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper26
2017Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis.(2017) In: Research in International Business and Finance.
[Full Text][Citation analysis]
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2015Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper1
2015Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2017Attention-based vs information-based trading around announcements. Evidence from an emerging market In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2018Behavioral Finance. Una introducción a los conceptos y aplicaciones In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2018Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)? In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper1
2017Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?.(2017) In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]
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2017Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?.(2017) In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Muddying the waters: Who Induces Volatility in an Emerging Market? In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper1
2018Measuring the effectiveness of volatility auctions In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2016Are foreigners the vectors of Contagion? A study of six emerging markets In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper0
2017How does information disclosure affect liquidity?Evidence from an Emerging Market In: Documentos de Trabajo CIEF.
[Full Text][Citation analysis]		paper1
2019Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article12
2015Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2006The Gravity of Globalization In: Working Papers.
[Full Text][Citation analysis]		paper1
2006A South American Perspective: Regional versus Global Trade Patterns In: Working Papers.
[Full Text][Citation analysis]		paper2
2008The Yield Curve and the Interest Rates Expectations on Fixed Income Market in Colombia Between 2002 and 2007 In: Lecturas de Economía.
[Full Text][Citation analysis]		article0
2017Waves and Determinants in Mergers and Acquisitions: The Case of Latin America In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2018Determinantes y pronostico de la actividad bursátil del mercado accionario colombiano In: Journal of Economics, Finance and Administrative Science.
[Full Text][Citation analysis]		article0

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