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Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos
(Universidad EAFIT, 2012-12-15)
Attention-based vs information-based trading around announcements. Evidence from an emerging market
(Universidad EAFIT, 2017-12-15)
We investigate who trades around new releases associate with large price changes in the Colombian Stock Exchange. We take advantage of two unique datasets: a transaction database with investor ids and a database of news ...
Muddying the waters: Who Induces Volatility in an Emerging Market?
(Universidad EAFIT, 2018-11)
Do all investor types contribute equally to volatility formation? Although stock volatility should ideally originate only from fundamental innovations, it is embedded into prices through the trading process. We compare the ...