• Measuring the effectiveness of volatility auctions 

    Agudelo, Diego A.; Preciado, Sergio; Castro, Carlos (Universidad EAFIT; Escuela de Economía y Finanzas, 2018-11)
    We propose a method for event studies based on synthetic portfolios that provides a robust data-driven approach to build a credible counterfactual. The method is used to evaluate the effectiveness of volatility auctions ...