Juliana Malagon

Universidad de los Andes, Colombia - School of Business Administration

Assistant Professor

Bogota

Colombia

SCHOLARLY PAPERS

2

DOWNLOADS

430

CITATIONS

0

Scholarly Papers (2)

1.

Time Horizon Trading and the Idiosyncratic Risk Puzzle

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 22 Jul 2011 Last Revised: 13 Apr 2013
Juliana Malagon, David Moreno and Rosa Rodríguez
Universidad de los Andes, Colombia - School of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 316 (89,100)

Abstract:

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idiosyncratic risk, wavelets, time-scaling risk

2.

Idiosyncratic Volatility, Conditional Liquidity and Stock Returns

Number of pages: 32 Posted: 19 Jan 2016
Juliana Malagon, David Moreno and Rosa Rodríguez
Universidad de los Andes, Colombia - School of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 114 (227,481)

Abstract:

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Idiosyncratic risk, idiosyncratic volatility anomaly, regime switching model, flight to liquidity