Esther del Brío

University of Salamanca

Campus Miguel de Unamuno

37008 Salamanca, Salamanca 23007

Spain

  • University of Salamanca

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    • Tel: 34-923-294640
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SCHOLARLY PAPERS

4

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Rank 39,150

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Top 39,150

in Total Papers Downloads

2,716

TOTAL CITATIONS

5

Scholarly Papers (4)

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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 1,058 (44,640)

Abstract:

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Firm investment, Value creation, Panel data

2.

Insider Trading in the Spanish Stock Market

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 816 (63,887)
Citation 2

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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 546 (107,069)

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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

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 296 (215,375)
Citation 3

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