Lina Cortes

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

Carrera 49 No. 7 South - 50

Bogotá

Colombia

SCHOLARLY PAPERS

15

DOWNLOADS

805

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (15)

1.

Effects of Mergers and Acquisitions on Shareholder Wealth: Event Study for Latin American Airlines

Center for Research in Economics and Finance (CIEF), Working Papers, No. 15-02
Number of pages: 32 Posted: 27 Jan 2015
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Downloads 254 (152,052)

Abstract:

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Mergers and acquisitions, Event study, Airlines, Latin America

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
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), 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 112 (305,001)
Citation 1

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

3.

Aplicación Del Modelo Gravitacional Al Impacto Del Gobierno Corporativo En Las Fusiones Y Adquisiciones En Latinoamérica (Applying the Gravity Model to Analysis of Corporate Governance in Mergers and Acquisitions in Latin America)

Center for Research in Economics and Finance (CIEF), Working Papers, No. 12-23
Number of pages: 26 Posted: 25 Feb 2014
EAFIT UniversityUniversidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Prince Sultan University
Downloads 82 (372,734)

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Mergers and Acquisitions, Corporate Governance, Gravity Model.

4.

The Stock Market Reaction to Mergers and Acquisitions: Evidence from the Banking Industry

Number of pages: 30 Posted: 29 Feb 2020
Juan M. Lozada, Lina Cortes and Daniel Velasquez
Universidad EAFIT, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Maastricht University
Downloads 80 (378,238)

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Emerging Markets; GARCH event study; Latin America; Banking industry

5.

Mergers and Acquisitions in Latin America: Industrial Productivity and Corporate Governance

Center for Research in Economics and Finance (CIEF), Working Papers, No. 16-06
Number of pages: 32 Posted: 20 Mar 2016
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Prince Sultan University, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Downloads 44 (505,252)

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Mergers and Acquisitions, Industry Productivity, Corporate Governance

Implicit Probability Distribution for WTI Options: The Black Scholes vs. The Semi-Nonparametric Approach

Center for Research in Economics and Finance (CIEF), Working Papers, No. 17-23
Number of pages: 26 Posted: 25 Jun 2018
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad de los Andes, Colombia - School of Management and University of Salamanca
Downloads 25 (625,522)

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Oil prices, option pricing, risk neutral density, semi-nonparametric approach

Implicit Probability Distribution for WTI Options: The Black Scholes vs. The Semi-Nonparametric Approach

Center for Research in Economics and Finance (CIEF), Working Papers, No. 17-23
Number of pages: 26 Posted: 25 Jan 2018
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad de los Andes, Colombia - School of Management and University of Salamanca
Downloads 15 (703,069)

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Oil prices, option pricing, risk neutral density, semi-nonparametric approach

7.

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
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and EAFIT UniversityUniversidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Downloads 33 (559,605)

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

8.

The Productivity of Top Researchers: A Semi-Nonparametric Approach

Center for Research in Economics and Finance (CIEF), Working Papers, No. 16-05
Number of pages: 23 Posted: 20 Mar 2016
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), University of Salamanca and Universidad de los Andes, Colombia - School of Management
Downloads 31 (570,605)
Citation 2

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Research evaluation, Research productivity, Heavy tail distributions, Semi- nonparametric modeling

9.

Measuring Firm Size Distribution with Semi-Nonparametric Densities

Center for Research in Economics and Finance (CIEF), Working Papers, No. 17-01
Number of pages: 25 Posted: 25 Jan 2017
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad de los Andes, Colombia - School of Management and University of Salamanca
Downloads 25 (607,595)

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Firms size distribution, Heavy tail distributions, Semi-nonparametric modeling, Bivariate distributions

10.

Modelización de la demanda de energía eléctrica: más allá de la normalidad (Modeling of Electrical Energy Demand: Beyond Normality)

Center for Research in Economics and Finance (CIEF), Working Papers, No. 19-06 (2019)
Number of pages: 18 Posted: 10 Jul 2019
University Institution ITM, Colombia, University Institution ITM, Colombia, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and University Institution ITM, Colombia
Downloads 23 (621,183)

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Energy demand, Semi-nonparametric modeling, Energy market

11.

Uncertainty in Electricity Markets from a Seminonparametric Approach

Center for Research in Economics and Finance (CIEF), Working Papers, No. 19-05, 2019
Number of pages: 26 Posted: 11 Jun 2019
University Institution ITM, Colombia, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and University of Salamanca
Downloads 23 (621,183)
Citation 1

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Electricity market, SNP modeling, Risk management

12.

Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging With Forward Contracts

Number of pages: 38 Posted: 01 Jul 2020
University Institution ITM, Colombia, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and University of Salamanca
Downloads 20 (642,218)

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Semi-nonparametric approach; multivariate distribution; electricity market; hedging; forward contracts

13.

Determining the Banking Solvency Risk in Times of COVID-19 through Gram-Charlier Expansions

Number of pages: 23 Posted: 22 Sep 2021
Juan F. Rendón, Lina Cortes and Javier Perote
University Institution ITM, Colombia, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and University of Salamanca
Downloads 14 (686,212)

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Solvency risk, Quantile Risk Metrics, Semi-nonparametric approach, Gram-Charlier expansions, COVID-19

14.

Firm Size and Economic Concentration: An Analysis From Lognormal Expansion

CIEF No. 20-16
Number of pages: 32 Posted: 11 Jun 2020
Lina Cortes, Juan M. Lozada and Javier Perote
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad EAFIT and University of Salamanca
Downloads 14 (686,212)

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Firm growth, Firms size, Gini index, Semi-nonparametric approach

15.

Modeling the Electricity Spot Price with Switching Regime Semi-Nonparametric Distributions

Center for Research in Economics and Finance (CIEF), Working Papers, No. 19-14, 2019
Number of pages: 28 Posted: 02 Dec 2019
University Institution ITM, Colombia, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and University of Salamanca
Downloads 10 (717,526)

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electricity markets, Gram-Charlier series, switching regime models, Ornstein-Uhlembeck process