Esther del Brío

University of Salamanca

Campus Miguel de Unamuno

37008 Salamanca, Salamanca 23007

Spain

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 20,213

in Total Papers Downloads

2,460

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Investment and Firm Value: An Analysis Using Panel Data

Number of pages: 33 Posted: 23 Jul 2001
Esther del Brío, Alberto de Miguel and Julio Pindado
University of Salamanca, University of Salamanca - Administration and Business Economics and University of Salamanca - Administration and Business Economics
Downloads 951 (24,286)

Abstract:

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Firm investment, Value creation, Panel data

2.

Insider Trading in the Spanish Stock Market

EFMA 2001 Lugano Meetings
Number of pages: 26 Posted: 16 Apr 2001
Esther del Brío, Alberto de Miguel and Javier Perote
University of Salamanca, University of Salamanca - Administration and Business Economics and Universidad Rey Juan Carlos - Department Economia
Downloads 756 (33,495)
Citation 1

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Insider trading, strong form of market efficiency, intensive trading criterion, daily returns, non-event-overlapping, GARCH and ARCH models, indirect transactions

3.

Measuring the Impact of Corporate Investment Announcements on Share Prices

Number of pages: 29 Posted: 10 Oct 2000
Esther del Brío, Javier Perote and Julio Pindado
University of Salamanca, Universidad Rey Juan Carlos - Department Economia and University of Salamanca - Administration and Business Economics
Downloads 502 (57,482)

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Corporate investment announcements, market response, Tobin's q, FCF, GARCH effects

4.

Measuring Value at Risk of Portfolios Under the Edgeworth-Sargan Distribution

EFMA 2002 London Meetings
Number of pages: 25 Posted: 20 Jun 2002
Javier Perote and Esther del Brío
Universidad Rey Juan Carlos - Department Economia and University of Salamanca
Downloads 251 (126,609)
Citation 3

Abstract:

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Value at Risk, portfolio choice, joint distribution, Edgeworth-Sargan distribution, GARCH models, optimal weighting