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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

Measuring the effectiveness of volatility auctions

Castro, Carlos; Agudelo, Diego A.; Preciado, Sergio - In: International review of economics & finance : IREF 70 (2020), pp. 566-581

Persistent link: https://www.econbiz.de/10012486837

Is the disposition effect in bonds as strong as in stocks? : evidence from an emerging market

Hincapié-Salazar, Juliana; Agudelo, Diego A. - In: Global finance journal 46 (2020)

Persistent link: https://www.econbiz.de/10012503434

Does PIN measure information? : informed trading effects on returns and liquidity in six emerging markets

Agudelo, Diego A.; Giraldo, Santiago; Villarraga, Edwin - In: International review of economics & finance : IREF 39 (2015), pp. 149-161

Persistent link: https://www.econbiz.de/10011572419

¿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

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

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

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

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

Who moved my liquidity? : liquidity evaporation in emerging markets in periods of financial uncertainty

Múnera, Daimer J.; Agudelo, Diego A. - In: Journal of international money and finance 129 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10013448950