Lina Cortes

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

Carrera 49 No. 7 South - 50

Bogotá

Colombia

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

SCHOLARLY PAPERS

15

DOWNLOADS

1,302

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (15)

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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
Lina Cortes, John Garcia and David Agudelo Velásquez
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 278 (176,178)

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Mergers and acquisitions, Event study, Airlines, Latin America

2.

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 164 (288,007)

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

3.

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 Cortes, Diego A. Agudelo and Samuel A. Mongrut
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 affiliation not provided to SSRN
Downloads 148 (313,737)
Citation 1

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

4.

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

Downloads 101 (416,487)

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
Lina Cortes, Andrés Mora-Valencia and Javier Perote
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 58 (581,319)

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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
Lina Cortes, Andrés Mora-Valencia and Javier Perote
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 43 (665,265)

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

5.

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
Mateo Vasco, Mateo Vasco, Lina Cortes, Sandra Constanza Gaitan Riaño and Ivan Duran
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 98 (425,123)

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Mergers and Acquisitions, Corporate Governance, Gravity Model.

6.

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 89 (451,921)

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

7.

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
Lina Cortes, Ivan Duran, Sandra Constanza Gaitan Riaño and Mateo Vasco
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 57 (576,323)

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Mergers and Acquisitions, Industry Productivity, Corporate Governance

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
Lina Cortes, Javier Perote and Andrés Mora-Valencia
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 57 (576,323)
Citation 2

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

9.

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 Cortes, Mateo Vasco and Mateo Vasco
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 54 (590,755)

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

10.

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
Lina Cortes, Andrés Mora-Valencia and Javier Perote
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 51 (606,178)

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

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
Alfredo Trespalacios, 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 50 (611,442)
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
Alfredo Trespalacios, 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 45 (638,443)

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

13.

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
Juan F. Rendón, Alfredo Trespalacios, Lina Cortes and Hernán D. Villada
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 43 (650,063)

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Energy demand, Semi-nonparametric modeling, Energy market

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 34 (706,339)

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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
Alfredo Trespalacios, 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 33 (713,066)

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