Diego A Agudelo

Universidad EAFIT

Carrera 49 N° 7 sur – 50

Bogotá, Antioquia 00000

Colombia

Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)

Carrera 49 No. 7 South - 50

Bogotá

Colombia

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SCHOLARLY PAPERS

25

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CITATIONS

1

Scholarly Papers (25)

1.

Does Information Asymmetry Matter in Emerging Markets? Evidence from Six Latin American Stock Markets

Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-20
Number of pages: 20 Posted: 09 Mar 2014
Universidad EAFIT, Independent and Independent
Downloads 57 (236,119)

Abstract:

information asymmetry, liquidity, PIN models, transaction cost, Probability of informed trading, emerging markets, market microstructure

2.

Waves and Determinants in the Activity of Mergers and Acquisitions: The Case of Latin America

Center for Research in Economics and Finance (CIEF), Working Papers, No. 12-22
Number of pages: 29 Posted: 25 Feb 2014
Lina M. Cortes, Diego A Agudelo and Samuel A. Mongrut
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad EAFIT and Instituto Tecnologico y de Estudios Superiores de Monterrey (ITESM)
Downloads 52 (270,288)

Abstract:

Mergers and Acquisitions, Mergers and Acquisitions Waves, Latin American Economics, PCSE, Counting Models

3.

Liquidez En Los Mercados Accionarios Latinoamericanos: Estimando El Efecto Del Mercado Integrado Latinoamericano (MILA) (Stock Market Liquidity in Latin America: Estimating the Effect of the Integrated Latin American Market (MILA))

Center for Research in Economics and Finance (CIEF), Working Papers, No. 12-21
Number of pages: 44 Posted: 26 Feb 2014
Universidad EAFIT, University of San Andres, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Instituto Tecnologico y de Estudios Superiores de Monterrey (ITESM)
Downloads 46 (239,501)

Abstract:

Liquidez, costos de transacción, integración bursátil

4.

Rendimiento Ex-Dividendo Como Indicador De Eficiencia En Un Mercado Emergente: Caso Colombiano 1999-2007 (Ex-dividend Return as Indicator of Efficiency in a Emerging Stock Market: The Case of the Colombian Stock Market 1999-2007)

Journal of Economics, Finance & Administrative Science, Vol. 17, No. 33, 2012
Number of pages: 10 Posted: 05 Dec 2012
Diego A Agudelo and Elizabeth Arroyave
Universidad EAFIT and University of Medellin
Downloads 34 (362,599)

Abstract:

Mercados financieros, Eficiencia de mercado, Rendimiento ex-dividendo, Costos de transacción, Estrategias especulativas, Efectos impositivos, Microestructura de mercados

5.

Anuncios Macroeconómicos Y Mercados Accionarios: El Caso Latinoamericano (Macroeconomics and the Stock Market: The Case of Latin America)

Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-17
Number of pages: 21 Posted: 12 Mar 2014
Diego A Agudelo and Angelo Gutierrez
Universidad EAFIT and Universidad EAFIT
Downloads 18 (380,912)

Abstract:

Mercados accionarios, Anuncios macroeconómicos, Macroeconomía, Eficiencia de Mercado, Modelos ARCH-GARCH, modelos de serie de tiempo, mercados accionarios latinoamericanos

6.

Asimetría En La Información Y Su Efecto En Los Rendimientos En Los Mercados Accionarios Latinoamericanos (Information Assymetry Effects on Latin American Stock Markets)

Center for Research in Economics and Finance (CIEF), Working Papers, No. 12-19
Number of pages: 27 Posted: 26 Feb 2014
Edwin F. Villarraga, Santiago Giraldo and Diego A Agudelo
Independent, Independent and Universidad EAFIT
Downloads 18 (397,356)

Abstract:

Information asymmetry, Informed trading, PIN model, emerging markets, market efficiency, Latin-American stock markets, market microstructure

7.

Calidad De Mercado Y Reformas Al Sistema Transaccional. El Caso De X-Stream En El Mercado Accionario Colombiano (Market Quality and Structural Changes in the Trading System: The Case of X-Stream on the Colombian Stock Exchange)

Documentos de trabajo Economía y Finanzas No 13-7,
Number of pages: 31 Posted: 10 Feb 2014
Diego A Agudelo, Angelo Gutierrez and Nazly Munera Montoya
Universidad EAFIT, Universidad EAFIT and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Downloads 15 (401,732)

Abstract:

Market quality, liquidity, volatility, trading systems, trading activity, market microstructure

8.

La Curva De Rendimientos a Plazo Y Las Expectativas De Tasas De Interes En El Mercado De Renta Fija En Colombia 2002-2007 (Long Run Yield Curve and Fixed-Income Market Expected Interest Rates in Colombia 2002-2007)

Center for Research in Economics and Finance (CIEF), Working Papers, No. 08-11
Number of pages: 32 Posted: 01 Oct 2014
Diego A Agudelo and Mónica Andrea Arango Arango
Universidad EAFIT and Independent
Downloads 14 (397,356)

Abstract:

Hipótesis de Expectativas, Hipótesis de la prima por liquidez, Estructura temporal de la tasa de interés, Mercado de Capitales, Renta fija

9.

Realidad O Sofisma? Poniendo a Prueba El Análisis Técnico En Las Acciones Colombianas (Reality or Sophism? Testing Technical Analysis for Stocks in Colombia)

Center for Research in Economics and Finance (CIEF), Working Papers, No. 09-06
Number of pages: 45 Posted: 25 Apr 2014
Diego A Agudelo and Jorge Hernán Uribe
Universidad EAFIT and Universidad EAFIT
Downloads 14 (401,732)

Abstract:

Data snooping, análisis técnico, mercado accionario colombiano, eficiencia de mercado, Simulación, Bootstrapping

10.

Liquidez En Los Mercados Accionarios Colombianos: Cuánto Hemos Avanzado En Los Últimos 10 Años? (Liquid Funds in Colombian Stock Market: How Have We Improved in the Last 10 Years)

Center for Research in Economics and Finance (CIEF), Working Papers, No. 10-08
Number of pages: 43 Posted: 23 Apr 2014
Diego A Agudelo
Universidad EAFIT
Downloads 14 (441,253)

Abstract:

Liquidez, Mercado Accionario, Bolsa de Valores, Microestructura de mercados

11.

Friend or Foe? Foreign Investors and the Liquidity of Six Asian Markets

Center for Research in Economics and Finance (CIEF), Working Papers, No. 10-07
Number of pages: 38 Posted: 23 Apr 2014
Diego A Agudelo
Universidad EAFIT
Downloads 13 (446,531)
Citation 1

Abstract:

Liquiduty, markets, demand

12.

Do Local or Foreign Traders Know More in an Emerging Market? A Possible Solution of the Puzzle

Center for Research in Economics and Finance (CIEF), Working Papers, No. 07-06
Number of pages: 54 Posted: 17 Sep 2014
Diego A Agudelo
Universidad EAFIT
Downloads 12 (425,775)

Abstract:

international finance, information, investors, liquidity

13.

Medidas Intradiarias De Liquidez Y De Costos De Transacción Asociados En La Bolsa De Valores De Colombia (Intraday Liquidity Measures of Transaction Costs on the Colombian Stock Exchange)

Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-18
Number of pages: 24 Posted: 09 Mar 2014
Diego A Agudelo
Universidad EAFIT
Downloads 11 (461,917)

Abstract:

Liquidez, Actividad Bursátil, Bolsa de Valores, Microestructura de mercados, Costos de Transacción

14.

Do Foreign Portfolio Flows Increase Risk in Emerging Stock Markets? Evidence from Six Latin American Countries 1999-2008

Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-19
Number of pages: 38 Posted: 01 Oct 2014
Diego A Agudelo and Milena Maria Castaño
Universidad EAFIT and Independent
Downloads 10 (477,330)

Abstract:

Foreign portfolio flows, Emerging Markets, market risk, ARCH-GARCH, VAR

15.

Reacción De Los Mercados Accionarios Latinoamericanos a Los Anuncios Macroeconomicos (Latin-American Stock Market's Reaction to Macroeconomic Announcements )

Center for Research in Economics and Finance (CIEF), Working Papers, No. 09-07
Number of pages: 39 Posted: 25 Apr 2014
Diego A Agudelo, Marcela Alvarez and Yesica Osorno
Universidad EAFIT, Universidad EAFIT and Universidad EAFIT
Downloads 10 (482,554)

Abstract:

Mercados Emergentes; Mercados accionarios internacionales; Anuncios macroeconómicos; Eficiencia de mercado

16.

Rendimiento Ex-Dividendo Como Indicador De Eficiencia En Un Mercado Emergente: Caso Colombiano 1999-2007 (Ex-Dividend Return as Indicator of Efficiency in an Emerging Stock Market: The Case of the Colombian Stock Market 1999-2007.)

Center for Research in Economics and Finance (CIEF), Working Papers, No. 12-20
Number of pages: 37 Posted: 26 Feb 2014
Elizabeth Arroyave and Diego A Agudelo
University of Medellin and Universidad EAFIT
Downloads 7 (482,554)

Abstract:

Financial Markets, Market Efficiency, Ex-dividend return, speculative strategies, transaction costs, tax effects on returns, market microstructure

17.

Actividad Bursátil En Los Mercados Accionarios Colombianos: Determinantes Y Evolución 1997-2007 (Stock-Market Activity in Colombia: Determinants and Evolution 1997-2007)

Center for Research in Economics and Finance (CIEF), Working Papers, No. 09-05
Number of pages: 44 Posted: 25 Apr 2014
Diego A Agudelo
Universidad EAFIT
Downloads 3 (511,513)

Abstract:

Actividad bursátil, bolsa de valores, liquidez

18.

Are Foreigners the Vectors of Contagion? A Study of Seven Emerging Markets

Number of pages: 37 Posted: 31 Dec 2016 Last Revised: 28 Apr 2017
Diego A Agudelo and Damier J. Múnera
Universidad EAFIT and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Downloads 0 (487,691)

Abstract:

Contagion, Foreign flows, Institutional investors, Individual investors, Emerging Markets

19.

Are Foreigners the Vectors of Contagion? A Study of Seven Emerging Markets

Number of pages: 37 Posted: 31 Dec 2016
Diego A Agudelo and Damier J. Múnera
Universidad EAFIT and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Downloads 0 (524,847)

Abstract:

Contagion, Foreign flows, Institutional investors, Individual investors, Emerging Markets

20.

Market Quality and Structural Changes in the Trading System: The Case of X-Stream on the Colombian Stock Exchange

Center for Research in Economics and Finance (CIEF), Working Papers, No. 14-28
Number of pages: 20 Posted: 24 Feb 2016
Diego A Agudelo, Angelo Gutierrez and Nazly Munera Montoya
Universidad EAFIT, Universidad EAFIT and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Downloads 0 (492,696)

Abstract:

Liquidity, Volatility, Market microstructure, Market quality, Trading activity, Trading systems

21.

Who Knows Better in an Emerging Market? The Performance of Institutions, Foreigners and Individuals

Center for Research in Economics and Finance (CIEF), Working Papers, No. 15-25
Number of pages: 44 Posted: 24 Feb 2016 Last Revised: 29 Dec 2016
Diego A Agudelo, James Byder and Paula Yepes
Universidad EAFIT, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidad EAFIT
Downloads 0 (352,445)

Abstract:

Institutional investor, foreign investors, individual investors, Informed trading, bid-ask spread decomposition

22.

A History of Violence: The Impact of Early Violence Exposure on Financial Risk Preferences

Center for Research in Economics and Finance (CIEF), Working Papers, No. 15-24
Number of pages: 26 Posted: 24 Feb 2016
James Byder, Diego A Agudelo and Mateo Uribe Castro
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad EAFIT and Universidad EAFIT
Downloads 0 (380,912)

Abstract:

Risk aversion, mutual funds, early childhood, violence

23.

Volatility Transmission between US and Latin American Stock Markets: Testing the Decoupling Hypothesis

Center for Research in Economics and Finance (CIEF), Working Papers, No. 15-27
Number of pages: 34 Posted: 22 Feb 2016
Laura Cardona, Marcela Gutiérrez and Diego A Agudelo
Universidad EAFIT, Universidad EAFIT and Universidad EAFIT
Downloads 0 (446,531)

Abstract:

Volatility transmission, MGARCH, decoupling hypothesis, emerging markets, conditional correlation

24.

Liquidity Spillover Effects of Equity Offerings Over Dual-Class Shares

Center for Research in Economics and Finance (CIEF), Working Papers, No. 14-27
Number of pages: 13 Posted: 12 Feb 2016
Mateo Vasco and Diego A Agudelo
EAFIT University and Universidad EAFIT
Downloads 0 (420,665)

Abstract:

Stock liquidity, Equity offerings, Event studies, Emerging markets

25.

Do News Improve Liquidity Through Improved Information or Visibility? Evidence from Emerging Markets

Center for Research in Economics and Finance (CIEF), Working Papers, No. 13-37
Number of pages: 18 Posted: 10 Feb 2016
Diego A Agudelo, Lina M. Cortes and Mateo Vasco
Universidad EAFIT, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and EAFIT University
Downloads 0 (430,924)

Abstract:

Informed trading, liquidity, news, emerging markets, market microstructure