Examinando por Autor "Agudelo Rueda, Diego Alonso"
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Ítem Actividad bursátil en los mercados accionarios colombianos: Determinantes y evolución 1997 - 2007(Universidad EAFIT, 2009-09-18) Agudelo Rueda, Diego AlonsoWe present evidence of the important improvement of the Colombian stock market in terms of trading activity in the last ten years. Indeed, the merger of the former three stock exchanges (Bogota, Medellín and Cali) into the Bolsa de Valores de Colombia in July 2001 can be associated, in an econometric model, to a significant improvement in number for trades for most of the individual stocks. We also explore the determinants and time series regularities of trading activity. Results show that trading activity is strongly positively related to contemporaneous and lagged returns, and is reduced before an macroeconomic announcement, portraying the Colombian stock market as a conservative yet not sophisticated one. Trading activity tend to be lower on Mondays and Fridays and before and after a holiday, and shows a positive end of the year effect. We discuss several explanations for this relations based on the theory and anecdotic observations.Ítem Costos de transacción asociados a la liquidez en la bolsa de valores de Colombia(Universidad Pontificia Javeriana, 2011) Agudelo Rueda, Diego Alonso; Universidad EAFIT, Medellín, Colombia; Economía y Finanzas; Finanzas; Grupo de Investigación Finanzas y BancaÍtem ¿Inversionistas o Especuladores? Evidencia de burbuja especulativa en el mercado accionario colombiano, 2004-2006(Universidad EAFIT, 2006) Agudelo Rueda, Diego Alonso; Departamento de Finanzas, Universidad EAFIT; Economía y Finanzas; Finanzas; Grupo de Investigación Finanzas y BancaÍtem Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 años?(Universidad EAFIT, 2010-08-15) Agudelo Rueda, Diego AlonsoHow to measure the liquidity of Colombian stocks and its recent evolution. In the context of market microstructure literature, we define and estimate a measure of liquidity for Colombian stocks and provide evidence of the large improvement of the Colombian stock market in terms of the overall market liquidity from 2001 to 2007. Moreover, the merger of the former three stock exchanges (Bogotá, Medellín and Cali) into the Bolsa de Valores de Colombia in July 2001 can be associated, in an econometric model, to a significant improvement in liquidity for most of the individual stocks.Ítem Liquidez en los mercados Colombianos. Cuánto hemos avanzado en los últimos 10 años?(Universidad Pontificia Javeriana, 2010) Agudelo Rueda, Diego Alonso; Departamento de Finanzas, Universidad EAFIT; Economía y Finanzas; Finanzas; Grupo de Investigación Finanzas y BancaÍtem Realidad o Sofisma? Poniendo a Prueba el análisis técnico en las acciones colombianas(Universidad Pontificia Javeriana, 2009) Agudelo Rueda, Diego Alonso; Uribe Estrada, Jorge Hernán; Unicersidad EAFIT; DUAL SAS, Medellín, Colombia; Economía y Finanzas; Finanzas; Grupo de Investigación Finanzas y Banca