Juliana Malagon Penen

Facultad de Administración

Email: j.malagon@uniandes.edu.co

Extensión 3071

Ubicación SD_939

Academic Background

  • Ph.D in Finance
    Doctoral degree

    Universidad Carlos III de Madrid, Spain. 2013

  • Master in Business Administration and Quantitative Methods
    Master degree

    Universidad Carlos III de Madrid, Spain. 2009

  • B.Sc. in Economics

    Bachelor degree

    Escuela Colombiana de Ingeniería "Julio Garavito", Bogota, Colombia. 2007

 Area

  • Finance

down Curriculum Vitae
 

 Research interests

Asset Valuation, Stock Markets, Idiosyncratic Volatility, Bitcoin

 

 



 

 Projects 

    Research  

Aplicación de herramientas innovadoras de medición de riesgo a estudios empíricos sobre riesgo sistemático y características de los mercados financieros (2017-2020) FUNDED BY INTERNAL GRANT

Research group in Financial Economics Financed by Comunidad de Madrid – UC3M. Principal researcher: David Moreno Muñoz

RESEARCH PROJECTS

Idiosyncratic volatility, conditional liquidity and stock returns

Malagon J, Moreno D, Rodríguez R. (2018) Idiosyncratic volatility, conditional liquidity and stock returns. International Review of Economics & Finance (ISSN 1059-0560) 53 (-), pp. 118-132.

2018


The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?

Malagon J, Moreno D, Rodríguez R. (2015) The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?. Journal of Banking and Finance (ISSN 0378-4266) 60 (-), pp. 224-238.

2015


Time horizon trading and the idiosyncratic risk puzzle

Malagon J, Moreno D, Rodríguez R. (2015) Time horizon trading and the idiosyncratic risk puzzle. Quantitative Finance (ISSN 1469-7688) 15 (2), pp. 327-343.

2015