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Waves and determinants in the activity of Mergers and Acquisitions: The Case of Latin America
Cortés, Lina M.; Agudelo, Diego A.; Mongrut, Samuel - UNIVERSIDAD EAFIT - 2012
for M&As, but not for the misvaluation effect. For this purpose, a Prais-Winsten data model with panel corrected standard … errors (PCSE) is used, and the results are confirmed through a negative binomial panel data estimation. …
Persistent link: https://www.econbiz.de/10010762815
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¿Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)? Evaluación empírica 2008-2016
Luna-Ramírez, Susana; Agudelo, Diego A. - In: Revista de Métodos Cuantitativos para la Economía y … 27 (2019), pp. 55-73
The Black-Litterman (BL) model has been proposed as an alternative to Markowitz's average-variance model for the structuring of financial asset portfolios, allowing the incorporation of perspectives of fundamental analysts and guaranteeing a high degree of diversification. This model is applied...
Persistent link: https://www.econbiz.de/10014494386
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Asimetría En La Información Y Su Efecto En Los Rendimientos En Los Mercados Accionarios Latinoamericanos (Information Assymetry Effects on Latin American Stock Markets)
Villarraga, Edwin F. - 2014
Spanish Abstract: En este estudio se estima la probabilidad de transacciones informadas comportamiento y sus efectos en los rendimientos diarios e intradiarios en Latinoamérica. Calculando la probabilidad diaria dinámica de transacciones informadas (Easley, Engle, O'Hara y Wu, 2008), como una...
Persistent link: https://www.econbiz.de/10013058188
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Liquidez En Los Mercados Accionarios Latinoamericanos : Estimando El Efecto Del Mercado Integrado Latinoamericano (MILA) (Stock Market Liquidity in Latin America: Estimating the Ef...
Agudelo, Diego A. - 2014
, mediante un modelo de datos de panel, se identificó que existe una relación negativa entre los costos de transacción asociados … lower transaction costs associated with liquidity than Peru, Argentina and Colombia. Moreover, using a panel data model we …
Persistent link: https://www.econbiz.de/10013058190
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¿Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)? : evaluación empírica 2008-2016
Luna-Ramírez, Susana; Agudelo, Diego A. - In: Revista de métodos cuantitativos para la economía y … 27 (2019), pp. 55-73
The Black-Litterman (BL) model has been proposed as an alternative to Markowitz's average-variance model for the structuring of financial asset portfolios, allowing the incorporation of perspectives of fundamental analysts and guaranteeing a high degree of diversification. This model is applied...
Persistent link: https://www.econbiz.de/10012063136
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Liquidez en los Mercados Accionarios Latinoamericanos: Estimando el efecto del Mercado Integrado Latinoamericano (MILA)
Castro, María Isabel; Agudelo, Diego A.; Barraza, … - UNIVERSIDAD EAFIT - 2012
un modelo de datos de panel, se identificó que existe una relación negativa entre los costos de transacción asociados a … Peru, Argentina and Colombia. Moreover, using a panel data model we identified that there is a negative relationship …
Persistent link: https://www.econbiz.de/10010762818
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Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets
Agudelo, Diego A.; Villaraga, Edwin; Giraldo, Santiago - UNIVERSIDAD EAFIT - 2011
Peru. We use panel data models to test for the relation between PIN, as a measure of information asymmetry, bid-ask spreads …
Persistent link: https://www.econbiz.de/10011123732