IDEAS home Printed from https://ideas.repec.org/f/ppe780.html
   My authors  Follow this author

Alvaro Pedraza

Personal Details

First Name:Alvaro
Middle Name:
Last Name:Pedraza
Suffix:
RePEc Short-ID:ppe780
[This author has chosen not to make the email address public]
https://sites.google.com/site/decrgalvaropedraza/

Affiliation

Economics Research
World Bank Group

Washington, District of Columbia (United States)
https://www.worldbank.org/en/about/unit/unit-dec
RePEc:edi:dvewbus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Asli Demirguc-Kunt & Alvaro Pedraza & Fredy Pulga & Claudia Ruiz-Ortega, 2023. "Global Bank Lending under Climate Policy," Working Papers 631, Center for Global Development.
  2. Demirguc-Kunt,Asli & Pedraza Morales,Alvaro Enrique & Ruiz Ortega,Claudia, 2020. "Banking Sector Performance During the COVID-19 Crisis," Policy Research Working Paper Series 9363, The World Bank.
  3. Escobar Pradilla,Laura Manuela & Pedraza Morales,Alvaro Enrique, 2019. "Active Trading and (Poor) Performance : The Social Transmission Channel," Policy Research Working Paper Series 8767, The World Bank.
  4. Haas Ornelas,Jose Renato & Pedraza Morales,Alvaro Enrique & Ruiz Ortega,Claudia & Silva,Thiago, 2019. "Winners and Losers When Private Banks Distribute Government Loans : Evidence from Earmarked Credit in Brazil," Policy Research Working Paper Series 8952, The World Bank.
  5. Pedraza Morales,Alvaro Enrique & Fuentes,Olga & Searle,Pamela & Stewart,Fiona Elizabeth, 2017. "Pension funds and the impact of switching regulation on long-term investment," Policy Research Working Paper Series 8143, The World Bank.
  6. Pedraza Morales,Alvaro Enrique & Pulga,Fredy & Vasquez,Jose & Pedraza Morales,Alvaro Enrique & Pulga,Fredy & Vasquez,Jose, 2017. "Do foreign investors underperform ? An empirical decomposition into style and flows," Policy Research Working Paper Series 8002, The World Bank.
  7. Leano,Miguel & Pedraza Morales,Alvaro Enrique, 2016. "Informed trading in business groups, ownership concentration, and market liquidity," Policy Research Working Paper Series 7688, The World Bank.
  8. Sushant Acharya & Alvaro Pedraza, 2015. "Natural Experiment Sheds Light on the Market Effects of Herding," Liberty Street Economics 20150930, Federal Reserve Bank of New York.
  9. Sushant Acharya & Alvaro Pedraza, 2015. "Asset price effects of peer benchmarking: evidence from a natural experiment," Staff Reports 727, Federal Reserve Bank of New York.
  10. Pedraza Morales, Alvaro, 2014. "Strategic information revelation and capital allocation," Policy Research Working Paper Series 6995, The World Bank.
  11. Morales, Alvaro Pedraza, 2014. "Strategic interactions and portfolio choice in money management : evidence from Colombian pension funds," Policy Research Working Paper Series 6994, The World Bank.
  12. Santiago Montenegro & Álvaro Pedraza, 2009. "Falling Kidnapping Rates and the Expansion of Mobile Phones in Colombia," Documentos CEDE 6652, Universidad de los Andes, Facultad de Economía, CEDE.

Articles

  1. Alvaro Pedraza, 2020. "Informed Trading in Business Groups," The World Bank Economic Review, World Bank, vol. 34(2), pages 351-370.
  2. Pedraza, Alvaro & Pulga, Fredy, 2019. "Asset price effects of peer benchmarking: Evidence from a natural experiment," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 53-65.
  3. Pedraza, Alvaro, 2019. "Strategic information aggregation and learning from prices," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 208-225.
  4. Leaño, Miguel & Pedraza, Alvaro, 2018. "Ownership concentration and market liquidity: Evidence from a natural experiment," Economics Letters, Elsevier, vol. 167(C), pages 56-59.
  5. Alvaro Pedraza, 2015. "Strategic Interactions and Portfolio Choice in Money Management: Theory and Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1531-1569, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Demirguc-Kunt,Asli & Pedraza Morales,Alvaro Enrique & Ruiz Ortega,Claudia, 2020. "Banking Sector Performance During the COVID-19 Crisis," Policy Research Working Paper Series 9363, The World Bank.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Economic consequences > Finance and credit

Working papers

  1. Demirguc-Kunt,Asli & Pedraza Morales,Alvaro Enrique & Ruiz Ortega,Claudia, 2020. "Banking Sector Performance During the COVID-19 Crisis," Policy Research Working Paper Series 9363, The World Bank.

    Cited by:

    1. Djimoudjiel, Djekonbe & T. Rostand, Dany Dombu & MBATINA NODJI, NDILENGAR, 2024. "What lessons does the COVID-19 pandemic teach us about banking liquidity and information share in the CEMAC zone?," MPRA Paper 119666, University Library of Munich, Germany, revised 17 Jan 2024.
    2. Berger,Allen N.,Demirguc-Kunt,Asli, 2021. "Banking Research in the Time of COVID-19," Policy Research Working Paper Series 9782, The World Bank.
    3. Chung, Hae Jin & Jhang, Hogyu & Ryu, Doojin, 2023. "Impacts of COVID-19 pandemic on corporate cash holdings: Evidence from Korea," Emerging Markets Review, Elsevier, vol. 56(C).
    4. Hamzeh F. Assous & Dania Al-Najjar, 2021. "Consequences of COVID-19 on Banking Sector Index: Artificial Neural Network Model," IJFS, MDPI, vol. 9(4), pages 1-16, December.
    5. MVK, Jagannath & Maitra, Debasish, 2023. "Do election cycles, political stability, and government effectiveness matter for the risk of banks? Evidence from Indian banks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
    6. Nurhuda Nizar & Ahmad Danial Zainudin & Siti Zaitun Saddam & Muhammad Ridzuan Abdul Aziz, 2023. "The utilization of CAMEL framework in analyzing the financial soundness of commercial banks in Malaysia: Pre and in the time of Covid 19," Information Management and Business Review, AMH International, vol. 15(2), pages 186-196.
    7. Feyen, Erik & Alonso Gispert, Tatiana & Kliatskova, Tatsiana & Mare, Davide S., 2021. "Financial Sector Policy Response to COVID-19 in Emerging Markets and Developing Economies," Journal of Banking & Finance, Elsevier, vol. 133(C).
    8. Simoens, Mathieu & Vander Vennet, Rudi, 2022. "Does diversification protect European banks’ market valuations in a pandemic?," Finance Research Letters, Elsevier, vol. 44(C).
    9. Ramlall, Indranarain, 2022. "Does geographical proximity matter in determining the profitability of banks?," Journal of Policy Modeling, Elsevier, vol. 44(6), pages 1251-1279.
    10. Ndwiga, David M., 2023. "Bank credit portfolio allocation in pre and post Covid times: The power of inherent risks," KBA Centre for Research on Financial Markets and Policy Working Paper Series 74, Kenya Bankers Association (KBA).
    11. Sakouvogui Kekoura & Guilavogui Mama Genevieve, 2022. "How are the United States Banks faring during the COVID-19 Pandemic? Evidence of Economic Efficiency Measures," Open Economics, De Gruyter, vol. 5(1), pages 11-29, January.
    12. Mohamed Albaity & Ray Saadaoui Mallek & Hasan Mustafa, 2022. "Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries," Risks, MDPI, vol. 10(2), pages 1-15, February.
    13. Ozili, Peterson Kitakogelu, 2021. "Financial regulation and bank supervision during a pandemic," MPRA Paper 105887, University Library of Munich, Germany.
    14. Duan, Yuejiao & El Ghoul, Sadok & Guedhami, Omrane & Li, Haoran & Li, Xinming, 2021. "Bank systemic risk around COVID-19: A cross-country analysis," Journal of Banking & Finance, Elsevier, vol. 133(C).
    15. Viral V. Acharya & Robert F. Engle III & Maximilian Jager & Sascha Steffen, 2021. "Why Did Bank Stocks Crash During COVID-19?," NBER Working Papers 28559, National Bureau of Economic Research, Inc.
    16. Gabriel Zsurkis, 2022. "Determinants of cost of equity for listed euro area banks," Working Papers w202209, Banco de Portugal, Economics and Research Department.
    17. Shabir, Mohsin & Jiang, Ping & Wang, Wenhao & Işık, Özcan, 2023. "COVID-19 pandemic impact on banking sector: A cross-country analysis," Journal of Multinational Financial Management, Elsevier, vol. 67(C).
    18. Amal Alabbad & Andrea Schertler, 2022. "COVID-19 and bank performance in dual-banking countries: an empirical analysis," Journal of Business Economics, Springer, vol. 92(9), pages 1511-1557, November.
    19. Mohammad Reza Farzanegan & Hassan F. Gholipour, 2021. "Covid-19 Fatalities and Internal Conflict: Does Government Economic Support Matter?," CESifo Working Paper Series 9352, CESifo.
    20. Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2023. "COVID-19 and bank branch lending: The moderating effect of digitalization," Journal of Banking & Finance, Elsevier, vol. 152(C).
    21. Orestis Delardas & Konstantinos S. Kechagias & Pantelis N. Pontikos & Panagiotis Giannos, 2022. "Socio-Economic Impacts and Challenges of the Coronavirus Pandemic (COVID-19): An Updated Review," Sustainability, MDPI, vol. 14(15), pages 1-13, August.
    22. Kryzanowski, Lawrence & Liu, Jinjing & Zhang, Jie, 2023. "Effect of COVID-19 on non-performing loans in China," Finance Research Letters, Elsevier, vol. 52(C).
    23. Tabak, Benjamin Miranda & Silva, Igor Bettanin Dalla Riva e & Silva, Thiago Christiano, 2022. "Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 324-336.
    24. Omrane Guedhami & April Knill & William L. Megginson & Lemma W. Senbet, 2022. "The dark side of globalization: Evidence from the impact of COVID-19 on multinational companies," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(8), pages 1603-1640, October.
    25. Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2023. "Stress relief? Funding structures and resilience to the covid shock," Journal of Monetary Economics, Elsevier, vol. 137(C), pages 47-81.
    26. Asror Nigmonov & Syed Shams, 2021. "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-28, December.
    27. Piotr Lasak, 2021. "The Commercial Banking Sector in Eurozone after the Pandemic: The Paths to Recovery," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1233-1246.
    28. Pancotto, Livia & ap Gwilym, Owain & Molyneux, Philip, 2023. "Deal! Market reactions to the agreement on the EU Covid-19 recovery fund," Journal of Financial Stability, Elsevier, vol. 67(C).
    29. Andreea Maura Bobiceanu & Ioana Georgiana Fä‚Rcaè˜ & Andreea Maria Pece, 2022. "Covid Crisis Effects On Lending In The Romanian Banking Marke," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 30, pages 39-52, December.
    30. Ousman Mohammed Yimam, 2024. "How do financial regulations and economic freedoms affect bank profitability? Empirical Evidence from the OIC Region," Financial Economics Letters, Anser Press, vol. 3(1), pages 1-27, January.
    31. Benbouzid, Nadia & Kumar, Abhishek & Mallick, Sushanta K. & Sousa, Ricardo M. & Stojanovic, Aleksandar, 2022. "Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer," LSE Research Online Documents on Economics 117539, London School of Economics and Political Science, LSE Library.
    32. Njeru, Andrew Kioi, 2022. "Asset quality assessment in the absence of quality data towards optimal credit intermediation," KBA Centre for Research on Financial Markets and Policy Working Paper Series 63, Kenya Bankers Association (KBA).
    33. Mateev, Miroslav & Bachvarov, Petko, 2021. "Regulation, ownership and bank performance in the MENA region: Evidence for Islamic and conventional banks," Emerging Markets Review, Elsevier, vol. 47(C).
    34. Igan, Deniz & Mirzaei, Ali & Moore, Tomoe, 2023. "A shot in the arm: Economic support packages and firm performance during COVID-19," Journal of Corporate Finance, Elsevier, vol. 78(C).
    35. Faisal Mohammed O. Almaslukh & Haliyana Khalid & Alaa Mahdi Sahi, 2022. "The Impact of Internal Marketing Practices on Employees’ Job Satisfaction during the COVID-19 Pandemic: The Case of the Saudi Arabian Banking Sector," Sustainability, MDPI, vol. 14(15), pages 1-15, July.
    36. Dung Viet Tran & M. Kabir Hassan & Ahmed W. Alam & Nam Dau, 2022. "Banks’ financial soundness during the COVID-19 pandemic," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 713-735, October.
    37. Allen, Kyle D. & Baig, Ahmed & Winters, Drew B., 2023. "The response of money market funds to the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 54(C).
    38. Gulati, Rachita & Charles, Vincent & Hassan, M. Kabir & Kumar, Sunil, 2023. "COVID-19 crisis and the efficiency of Indian banks: Have they weathered the storm?," Socio-Economic Planning Sciences, Elsevier, vol. 88(C).
    39. Mohammad Bitar & Amine Tarazi, 2022. "A note on regulatory responses to COVID-19 pandemic: Balancing banks' solvency and contribution to recovery," Post-Print hal-03684360, HAL.
    40. Rasha Istaiteyeh, 2024. "Short-and Long-run Influence of COVID-19 on Jordan's Economy," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 14(1), pages 1-1.
    41. Kakhkharov, Jakhongir & Bianchi, Robert J., 2022. "COVID-19 and policy responses: Early evidence in banks and FinTech stocks," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
    42. Krystyna Brzozowska & Małgorzata Gorzałczyńska-Koczkodaj & Elżbieta Ociepa-Kicińska & Przemysław Pluskota, 2023. "The Impact of the COVID-19 Pandemic on Financial Condition and Mortality in Polish Regions," Sustainability, MDPI, vol. 15(11), pages 1-18, June.
    43. Cristina Demma & Giovanni Ferri & Andrea Orame & Valerio Pesic & Valerio Vacca, 2024. "Banks' operational resilience during pandemics," Questioni di Economia e Finanza (Occasional Papers) 833, Bank of Italy, Economic Research and International Relations Area.
    44. Takashi Kanamura, 2023. "A difference in COVID-19 impact on bank stocks between Japan and the US," SN Business & Economics, Springer, vol. 3(7), pages 1-23, July.
    45. Sifat, Imtiaz & Zarei, Alireza & Hosseini, Seyedmehdi & Bouri, Elie, 2022. "Interbank liquidity risk transmission to large emerging markets in crisis periods," International Review of Financial Analysis, Elsevier, vol. 82(C).
    46. Tran, Dung Viet & Bui, Dien Giau & Nguyen, Cuong & Hoang, Huy Viet, 2023. "Bank liquidity hoarding during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 55(PB).
    47. Michał Bernardelli & Zbigniew Korzeb & Paweł Niedziółka, 2022. "Does Fossil Fuel Financing Affect Banks’ ESG Ratings?," Energies, MDPI, vol. 15(4), pages 1-19, February.
    48. Michal Bernardelli & Zbigniew Korzeb & Pawel Niedziolka, 2021. "The banking sector as the absorber of the COVID-19 crisis’ economic consequences: perception of WSE investors," Oeconomia Copernicana, Institute of Economic Research, vol. 12(2), pages 335-374, June.
    49. Huang, Wenli & Lan, Cheng & Xu, Yueling & Zhang, Zhaonan & Zeng, Haijian, 2022. "Does COVID-19 matter for systemic financial risks? Evidence from China's financial and real estate sectors," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
    50. DOBRESCU, Edith Mihaela & DOBRESCU, Emilian M., 2021. "Banking Policies In 2020 - 2021," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 9(1), pages 86-89, October.
    51. Li, Xiang, 2022. "The role of state-owned banks in crises: Evidence from German banks during COVID-19," IWH Discussion Papers 6/2022, Halle Institute for Economic Research (IWH), revised 2022.
    52. Zbigniew Korzeb & Paweł Niedziółka, 2021. "Determinants of Differentiation of Cost of Risk (CoR) among Polish Banks during COVID-19 Pandemic," JRFM, MDPI, vol. 14(3), pages 1-12, March.
    53. TSURUTA Daisuke, 2024. "Determinants and Consequences of Bank Borrowings of Small Businesses: Is the COVID-19 crisis special?," Discussion papers 24007, Research Institute of Economy, Trade and Industry (RIETI).
    54. Giuseppe Orlando & Edward Bace, 2021. "Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA)," Administrative Sciences, MDPI, vol. 11(3), pages 1-28, June.
    55. Deniz Igan & Ali Mirzaei & Tomoe Moore, 2022. "A shot in the arm: stimulus packages and firm performance during Covid-19," BIS Working Papers 1014, Bank for International Settlements.
    56. Ozili, Peterson K, 2022. "Bank income smoothing during the COVID-19 pandemic: Evidence from UK Banks," MPRA Paper 115782, University Library of Munich, Germany.
    57. Degryse, Hans & Huylebroek, Cédric, 2023. "Fiscal support and banks’ loan loss provisions during the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 67(C).
    58. Li, Shanshan, 2022. "COVID-19 and A-share banks' stock price volatility: From the perspective of the epidemic evolution in China and the US," Global Finance Journal, Elsevier, vol. 54(C).
    59. Gao, Haoyu & Li, Jinxuan & Wen, Huiyu, 2023. "Bank funding costs during the COVID-19 pandemic: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    60. Chen, Ruoyu & Iqbal, Najaf & Irfan, Muhammad & Shahzad, Farrukh & Fareed, Zeeshan, 2022. "Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model," Resources Policy, Elsevier, vol. 77(C).
    61. Chibane, Messaoud & Kuhanathan, Ano, 2023. "Is the fed failing to re-anchor expectations? An analysis of jumps in inflation swaps," Finance Research Letters, Elsevier, vol. 55(PB).
    62. George ANTON & Cosmin-Octavian CEPOI & Cătălin-Emilian HUIDUMAC-PETRESCU, 2022. "Estimating Probability of Default for Systemically Important Financial Institutions during Covid-19 Pandemic. Evidence from Europe and USA," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 44-53, April.

  2. Escobar Pradilla,Laura Manuela & Pedraza Morales,Alvaro Enrique, 2019. "Active Trading and (Poor) Performance : The Social Transmission Channel," Policy Research Working Paper Series 8767, The World Bank.

    Cited by:

    1. Chen, Hailiang & Hwang, Byoung-Hyoun, 2022. "Listening in on investors’ thoughts and conversations," Journal of Financial Economics, Elsevier, vol. 145(2), pages 426-444.
    2. Steiger, Sören & Pelster, Matthias, 2020. "Social interactions and asset pricing bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 503-522.
    3. Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021. "The rate of communication," LSE Research Online Documents on Economics 105870, London School of Economics and Political Science, LSE Library.
    4. Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021. "The rate of communication," Journal of Financial Economics, Elsevier, vol. 141(2), pages 533-550.

  3. Haas Ornelas,Jose Renato & Pedraza Morales,Alvaro Enrique & Ruiz Ortega,Claudia & Silva,Thiago, 2019. "Winners and Losers When Private Banks Distribute Government Loans : Evidence from Earmarked Credit in Brazil," Policy Research Working Paper Series 8952, The World Bank.

    Cited by:

    1. Demirgüç-Kunt, Asli & Pedraza, Alvaro & Ruiz-Ortega, Claudia, 2021. "Banking sector performance during the COVID-19 crisis," Journal of Banking & Finance, Elsevier, vol. 133(C).

  4. Pedraza Morales,Alvaro Enrique & Fuentes,Olga & Searle,Pamela & Stewart,Fiona Elizabeth, 2017. "Pension funds and the impact of switching regulation on long-term investment," Policy Research Working Paper Series 8143, The World Bank.

    Cited by:

    1. Mario Holzner & Stefan Jestl & David Pichler, 2019. "Public and Private Pension Systems and Macroeconomic Volatility in OECD Countries," wiiw Working Papers 172, The Vienna Institute for International Economic Studies, wiiw.
    2. Dr Sidney Kawimbe & Ms Buumba Banda, 2023. "Qualitative Analysis of Early Pension Withdrawal in Defined Benefit Schemes: A Case National Pension Scheme Authority (NAPSA)," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 7(12), pages 1839-1860, December.
    3. Cuevas, Conrado & Bernhardt, Dan, 2023. "When financial advice rocks the market," Emerging Markets Review, Elsevier, vol. 56(C).

  5. Leano,Miguel & Pedraza Morales,Alvaro Enrique, 2016. "Informed trading in business groups, ownership concentration, and market liquidity," Policy Research Working Paper Series 7688, The World Bank.

    Cited by:

    1. Diego Agudelo & Diego Amaya & Juliana Hincapié & Julián Múnera, 2017. "Attention-based vs information-based trading around announcements. Evidence from an emerging market," Documentos de Trabajo de Valor Público 16359, Universidad EAFIT.

  6. Sushant Acharya & Alvaro Pedraza, 2015. "Asset price effects of peer benchmarking: evidence from a natural experiment," Staff Reports 727, Federal Reserve Bank of New York.

    Cited by:

    1. Breitmayer, Bastian & Massari, Filippo & Pelster, Matthias, 2019. "Swarm intelligence? Stock opinions of the crowd and stock returns," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 443-464.
    2. Afanador,Juan Pablo & Davis,Richard Mark & Pedraza Morales,Alvaro Enrique, 2021. "Estimating the Gains from International Diversification : The Case of Pension Funds," Policy Research Working Paper Series 9635, The World Bank.
    3. Semen Son-Turan & Erdem Kilic, 2018. "X-Capm Revisited: The Institutional Extrapolative Capital Asset Pricing Model (I-X-Capm)," Eurasian Journal of Business and Management, Eurasian Publications, vol. 6(3), pages 1-9.
    4. I. Koetsier & J.A. Bikker, 2018. "Herding behavior of Dutch pension funds in asset class investments," Working Papers 18-04, Utrecht School of Economics.
    5. Timmer, Yannick, 2018. "Cyclical investment behavior across financial institutions," ESRB Working Paper Series 77, European Systemic Risk Board.
    6. Timmer, Yannick, 2016. "Cyclical investment behavior across financial institutions," Discussion Papers 08/2016, Deutsche Bundesbank.
    7. Anindya S. Chakrabarti & Sanjay Moorjani, 2021. "Strategic Connections in a Hierarchical Society: Wedge Between Observed and Fundamental Valuations," Dynamic Games and Applications, Springer, vol. 11(3), pages 433-462, September.
    8. Timmer, Yannick, 2016. "Cyclical investment behavior across financial institutions," ESRB Working Paper Series 18, European Systemic Risk Board.

  7. Morales, Alvaro Pedraza, 2014. "Strategic interactions and portfolio choice in money management : evidence from Colombian pension funds," Policy Research Working Paper Series 6994, The World Bank.

    Cited by:

    1. Curatola, Giuliano, 2022. "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).

  8. Santiago Montenegro & Álvaro Pedraza, 2009. "Falling Kidnapping Rates and the Expansion of Mobile Phones in Colombia," Documentos CEDE 6652, Universidad de los Andes, Facultad de Economía, CEDE.

    Cited by:

    1. Adriana Camacho & Emily Conover, 2011. "The Impact of Receiving Price and Climate Information in the Agricultural Sector," Research Department Publications 4720, Inter-American Development Bank, Research Department.

Articles

  1. Pedraza, Alvaro & Pulga, Fredy, 2019. "Asset price effects of peer benchmarking: Evidence from a natural experiment," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 53-65.
    See citations under working paper version above.
  2. Pedraza, Alvaro, 2019. "Strategic information aggregation and learning from prices," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 208-225.

    Cited by:

    1. Afanador,Juan Pablo & Davis,Richard Mark & Pedraza Morales,Alvaro Enrique, 2021. "Estimating the Gains from International Diversification : The Case of Pension Funds," Policy Research Working Paper Series 9635, The World Bank.

  3. Leaño, Miguel & Pedraza, Alvaro, 2018. "Ownership concentration and market liquidity: Evidence from a natural experiment," Economics Letters, Elsevier, vol. 167(C), pages 56-59.

    Cited by:

    1. Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng, 2020. "More shareholders, higher liquidity? Evidence from an emerging stock market," Emerging Markets Review, Elsevier, vol. 44(C).
    2. Huang, Qiubin, 2020. "Ownership concentration and bank profitability in China," Economics Letters, Elsevier, vol. 196(C).

  4. Alvaro Pedraza, 2015. "Strategic Interactions and Portfolio Choice in Money Management: Theory and Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1531-1569, December.

    Cited by:

    1. Maria Cristina Arcuri & Gino Gandolfi & Fabrizio Laurini, 2023. "Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 557-581, June.
    2. Leano,Miguel & Pedraza Morales,Alvaro Enrique, 2016. "Informed trading in business groups, ownership concentration, and market liquidity," Policy Research Working Paper Series 7688, The World Bank.
    3. Pedraza, Alvaro & Pulga, Fredy & Vasquez, Jose, 2020. "Costly index investing in foreign markets," Journal of Financial Markets, Elsevier, vol. 51(C).
    4. Acharya,Sushant & Pedraza Morales,Alvaro Enrique, 2015. "Asset price effects of peer benchmarking : evidence from a natural experiment," Policy Research Working Paper Series 7239, The World Bank.
    5. Jana Bielagk & Arnaud Lionnet & Goncalo Dos Reis, 2015. "Equilibrium pricing under relative performance concerns," Papers 1511.04218, arXiv.org, revised Feb 2017.
    6. Agudelo, Diego A. & Byder, James & Yepes-Henao, Paula, 2019. "Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 187-203.
    7. Hasan, Iftekhar & Tunaru, Radu & Vioto, Davide, 2023. "Herding behavior and systemic risk in global stock markets," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 107-133.
    8. Fernando Avalos & Ramon Moreno & Tania Romero, 2015. "Leverage on the buy side," BIS Working Papers 517, Bank for International Settlements.
    9. Jana Bielagk & Arnaud Lionnet & Gonçalo dos Reis, 2015. "Equilibrium pricing under relative performance concerns," Working Papers hal-01245812, HAL.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FDG: Financial Development and Growth (2) 2020-08-31 2023-10-09
  2. NEP-CBA: Central Banking (1) 2020-08-31
  3. NEP-CTA: Contract Theory and Applications (1) 2014-08-25
  4. NEP-ENE: Energy Economics (1) 2023-10-09
  5. NEP-ENV: Environmental Economics (1) 2023-10-09
  6. NEP-FLE: Financial Literacy and Education (1) 2020-03-23
  7. NEP-LAM: Central and South America (1) 2010-02-13
  8. NEP-MAC: Macroeconomics (1) 2020-08-31
  9. NEP-MST: Market Microstructure (1) 2016-06-04
  10. NEP-NET: Network Economics (1) 2020-03-23
  11. NEP-RES: Resource Economics (1) 2023-10-09
  12. NEP-SOC: Social Norms and Social Capital (1) 2020-03-23
  13. NEP-URE: Urban and Real Estate Economics (1) 2020-03-23

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alvaro Pedraza should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.