Diego A. Agudelo Rueda

Publicaciones/Publications

  Múnera, D.J., & Agudelo, D. A. (2022). Who Moved My Liquidity? Liquidity Evaporation in Emerging Markets in Periods of Financial Uncertainty. Journal of International Money and Finance, 129, 102723. https://www.sciencedirect.com/science/article/pii/S0261560622001267   

Castro, C., Agudelo, D. A., & Preciado, S. (2020) Measuring the effectiveness of volatility auctions (2019). International Review of Economics & Finance, 70, pp. 566-581.
https://www.sciencedirect.com/science/article/pii/S1059056020301374  

Hincapié-Salazar, J., & Agudelo, D. A. (2020). Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market.  Global Finance Journal, 46, 100508. 
https://www.sciencedirect.com/science/article/abs/pii/S1044028319301632 

 Agudelo, D.A., Byder, J., & Yepes-Henao P. (2019) Performance and Informed trading. Comparing Foreigners, Institutions and Individuals in a small emerging market. Journal of International Money and Finance, 90, pp. 187-203. https://www.sciencedirect.com/science/article/pii/S0261560618302961  

Arango, I., & Agudelo, D. A. (2019). How does information disclosure affect liquidity? Evidence from an Emerging Market. North American Journal of Economics and Finance., 50, 100997.
https://www.sciencedirect.com/science/article/abs/pii/S1062940818306259   

Byder, J., Agudelo, D. A., & Arango, I. (2019). Gender matters most. The impact on short‐term risk aversion following a financial crash. Review of Financial Economics, 37(1), 106-117. 
https://onlinelibrary.wiley.com/doi/abs/10.1002/rfe.1038  

Luna, S., & Agudelo, D.A. (2019) Agrega valor el modelo Black-Litterman en la gestión activa de portafolios del MILA?. Evaluación empírica 2008-2016. Revista de Métodos Cuantitativos para la Economía y la Empresa, 27, 55-73. https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2809  

Agudelo, D., Agudelo D.A., & Peláez, J. (2018). Determinantes y pronóstico de la actividad bursátil del mercado accionario colombiano. Journal of Economics, Finance and Administrative Studies. Vol 23(44), pp. 4-28. https://www.emerald.com/insight/content/doi/10.1108/JEFAS-06-2017-0068/full/html  

Cortés, L., Agudelo, D.A., & Mongrut, S. (2017). Waves and Determinants in M&As: The Case of Latin America. Emerging Markets Finance and Trade, 53(7), 1667-1690. https://www.tandfonline.com/doi/full/10.1080/1540496X.2016.1262254  

Cardona, L, Gutiérrez, M., & Agudelo, D.A., (2017). Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis. Research in International Business and Finance, 39 (A) pp. 115-117. http://www.sciencedirect.com/science/article/pii/S0275531916301465  

Agudelo, D. A., Giraldo, S., & Villarraga, E. (2015). Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets. International Review of Economics & Finance, 39, pp. 149–161. http://www.sciencedirect.com/science/article/pii/S1059056015000659   

Agudelo, D.A., Gutiérrez, A., & Múnera, N. (2014). Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange. Academia, 27, pp. 324-330.  http://www.emeraldinsight.com/doi/abs/10.1108/ARLA-04-2013-0033 

Villarraga, E., Giraldo, S., &Agudelo, D.A., (2012) Asimetría en la información y su efecto en los rendimientos de mercados accionarios latinoamericanos, Academia, 50, pp. 100-117. https://www.redalyc.org/pdf/716/71624352008.pdf     

Agudelo, D.A., & Gutiérrez, A. (2011). Anuncios Macroeconómicos y mercados accionarios: El caso Latinoamericano. Academia, 48, pp. 126-139.  https://core.ac.uk/download/pdf/47251158.pdf  

Agudelo, D.A. (2011). Medidas Intradiarias de Liquidez en el Mercado Accionario Colombiano. Cuadernos de Administración, 24(42), pp. 13-38. 
http://www.scielo.org.co/scielo.php?pid=S0120-35922011000100002&script=sci_abstract&tlng=pt 

Agudelo, D.A., & Castaño M. (2011) Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six LA countries 1999-2008. Innovar, 21 (39), pp. 131-148.
https://revistas.unal.edu.co/index.php/innovar/article/view/35089/35351 }

Agudelo, D.A. (2010) “Friend or Foe? Foreign Investors and the Liquidity of Six Asian Markets”. Asia-Pacific Journal of Financial Studies, 39, pp. 261–300. 
https://onlinelibrary.wiley.com/doi/full/10.1111/j.2041-6156.2010.01012.x  

Agudelo, D.A. (2010) “Liquidez en los mercados Colombianos. Cuánto hemos avanzado en los últimos 10 años?” Cuadernos de Administración. 23(40) pp. 239-269.
https://revistas.javeriana.edu.co/index.php/cuadernos_admon/article/view/3629/ 

Libros

Agudelo, D.A., & Fernández A.F. (2019) “Matemáticas Financieras. Conceptos y Aplicaciones” Ed- Pearson.  
https://dclearningstore.com/producto/matematicas-financieras-ebook-3  

Agudelo, D.A. (2014) “Inversiones en Renta Variable. Conceptos y aplicaciones al mercado accionario Colombiano”. Fondo editorial EAFIT. 
https://www.digitaliapublishing.com/a/67661/inversiones-en-renta-variable.-fundamentos-y-aplicaciones-al-mercado-accionario-colombiano