Julio A. Crego

Tilburg University

Assistant Professor

P.O. Box 90153

Tilburg, DC Noord-Brabant 5000 LE

Netherlands

  • Tilburg University

SCHOLARLY PAPERS

4

DOWNLOADS

245

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

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1.

Trades by Insiders and the Informativeness of Earnings Announcements

Number of pages: 43 Posted: 15 Apr 2020 Last Revised: 10 Feb 2021
Julio A. Crego and Jasmin Gider
Tilburg University and Tilburg University - Tilburg University School of Economics and Management
Downloads 133 (250,974)

Abstract:

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Insider Trading, Informed Trading, Public Information, Earnings Announcements

2.

Why Does Public News Augment Information Asymmetries?

Number of pages: 48 Posted: 14 May 2018 Last Revised: 10 Jul 2019
Julio A. Crego
Tilburg University
Downloads 71 (378,323)
Citation 2

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Public Information, News Release, Asymmetric Information, Liquidity

3.

Cyclical Dependence and Timing in Market Neutral Hedge Funds

Number of pages: 41 Posted: 29 May 2018
Julio A. Crego and Julio Galvez
Tilburg University and Centre for Monetary and Financial Studies (CEMFI)
Downloads 39 (495,215)

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Hedge funds, market neutrality, state timing, tail dependence, risk management

4.

Heterogeneous Health Groups and the Dynamics of the Elderly

Number of pages: 40 Posted: 19 Aug 2019
Dante Amengual, Jesus Bueren and Julio A. Crego
Centre for Monetary and Financial Studies (CEMFI), European University Institute and Tilburg University
Downloads 2 (734,027)
Citation 1

Abstract:

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Latent groups, Frailty, Long-Term Care, Medical expenses