Esther Del Brio

University of Salamanca - Administration and Business Economics

Campus Miguel de Unamuno

Salamanca, ES-37007

Spain

SCHOLARLY PAPERS

8

DOWNLOADS

297

SSRN CITATIONS
Rank 35,724

SSRN RANKINGS

Top 35,724

in Total Papers Citations

2

CROSSREF CITATIONS

17

Scholarly Papers (8)

1.

Insider Trading Around Dividend Announcements: The Spanish Evidence

Number of pages: 23 Posted: 27 Jan 2004
Esther Del Brio
University of Salamanca - Administration and Business Economics
Downloads 157 (203,688)
Citation 2

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dividend payment, insider trading, signaling

2.

Positive Definiteness of Multivariate Densities Based on Hermite Polynomials

Number of pages: 34 Posted: 24 Feb 2005
Javier Perote and Esther Del Brio
Universidad Rey Juan Carlos - Department Economia and University of Salamanca - Administration and Business Economics
Downloads 94 (297,970)
Citation 1

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Gram-Charlier and Edgeworth expansions, conditional heterosckedasticity and kurtosis, financial data

3.

Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience

Journal of Business Finance & Accounting, Vol. 30, pp. 715-747, June 2003
Number of pages: 34 Posted: 04 Jan 2004
Esther Del Brio, Javier Perote and Julio Pindado
University of Salamanca - Administration and Business Economics, Universidad Rey Juan Carlos - Department Economia and University of Salamanca - Administration and Business Economics
Downloads 31 (498,351)
Citation 1
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4.

Forecasting Market Crashes: Does Density Specification Matter?

Applied Econometrics and International Development, Vol. 8, No. 1, 2008
Number of pages: 6 Posted: 01 Dec 2008
Esther Del Brio and Javier Perote
University of Salamanca - Administration and Business Economics and Universidad Rey Juan Carlos - Department Economia
Downloads 8 (641,900)

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Confidence intervals, Edgeworth-Sargan, Student's t

5.

Dividends and Market Signalling: An Analysis of Corporate Insider Trading

European Financial Management, Vol. 16, Issue 3, pp. 480-497, June 2010
Number of pages: 18 Posted: 04 Jun 2010
Esther Del Brio and Alberto De Miguel
University of Salamanca - Administration and Business Economics and University of Salamanca - Administration and Business Economics
Downloads 6 (655,903)
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6.

Shareholder Heterogeneity and Conflicting Goals: Strategic Investments in the Japanese Electronics Industry

Journal of Management Studies, Vol. 48, Issue 3, pp. 591-618, 2011
Number of pages: 28 Posted: 30 Mar 2011
Kyoto University - Graduate School of Management, Singapore Management University - Lee Kong Chian School of Business, Kyoto University and University of Salamanca - Administration and Business Economics
Downloads 1 (700,660)
Citation 1
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7.

Ownership Structure and Diversification in a Scenario of Weak Shareholder Protection

Posted: 28 Jul 2008
Elida Maia-Ramires, Alberto De Miguel and Esther Del Brio
University of Salamanca - Department of Economics and Economic History, University of Salamanca - Administration and Business Economics and University of Salamanca - Administration and Business Economics

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Diversification, Corporate governance, Ownership Structure, Expropriation, Panel Data.

8.

Measuring Value at Risk Under the Conditional Edgeworth-Sargan Distribution

Finance Letters, Vol. 1, No. 3, 2003
Posted: 10 Oct 2003
Javier Perote and Esther Del Brio
Universidad Rey Juan Carlos - Department Economia and University of Salamanca - Administration and Business Economics

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Value at Risk, Multivariate Densities, Edgeworth-Sargan Density, GARCH Models