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Friend or foe? : foreign investors and the liquidity of six Asian markets

Agudelo, Diego A. - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 261-300

Persistent link: https://www.econbiz.de/10009230523

Friend or foe? : foreign investors and the liquidity of six Asian markets

Agudelo, Diego A. - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 261-300

Persistent link: https://www.econbiz.de/10009958518

Gender matters most. The impact on short-term risk aversion following a financial crash

Byder, James; Agudelo, Diego A.; Arango, Ignacio - In: Review of Financial Economics 37 (2019) 1, pp. 106-117

Persistent link: https://www.econbiz.de/10012084587

¿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

Performance and informed trading : comparing foreigners, institutions and individuals in an emerging stock market

Agudelo, Diego A.; Byder, James; Yepes-Henao, Paula - In: Journal of international money and finance 90 (2019), pp. 187-203

Persistent link: https://www.econbiz.de/10012133952

¿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

Persistent link: https://www.econbiz.de/10012063136

How does information disclosure affect liquidity? : Evidence from an emerging market

Arango, Ignacio; Agudelo, Diego A. - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012203067

Waves and determinants in mergers and acquisitions : the case of Latin America

Cortés, Lina M.; Agudelo, Diego A.; Mongrut, Samuel - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1667-1690

Persistent link: https://www.econbiz.de/10011824402

Volatility transmission between US and Latin American stock markets : testing the decoupling hypothesis

Cardona, Laura; Gutiérrez, Marcela; Agudelo, Diego A. - In: Research in international business and finance 39 (2017), pp. 115-127

Persistent link: https://www.econbiz.de/10011876451

Who are the vectors of contagion? : Evidence from emerging markets

Agudelo, Diego A.; Múnera, Daimer J. - In: International review of financial analysis 87 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014457739