Edmundo Lizarzaburu

Personal Details

First Name:	Edmundo
Middle Name:
Last Name:	Lizarzaburu
Suffix:
RePEc Short-ID:	pli1047
	[This author has chosen not to make the email address public]
	51999262608
Terminal Degree:	Departamento de Economía de la Empresa; Universidad Carlos III de Madrid (from RePEc Genealogy)

Affiliation

Escuela de Administración de Negocios para Graduados (ESAN)

Lima, Peru
http://www.esan.edu.pe/
RePEc:edi:esannpe (more details at EDIRC)

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.

Articles

1. Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020. "Firm profitability and expected stock returns: Evidence from Latin America," Research in International Business and Finance, Elsevier, vol. 51(C).

   Cited by:

   1. Yin, Libo & Wei, Ya & Han, Liyan, 2020. "Firms' profit instability and the cross-section of stock returns: Evidence from China," Research in International Business and Finance, Elsevier, vol. 53(C).
   2. Zhang, Qun & Zhang, Peihui & Liu, Hao, 2023. "Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? Evidence from China," Research in International Business and Finance, Elsevier, vol. 64(C).
   3. Li Shuangjie & Hu Xuefeng & Wang Liming, 2020. "Could the Stock Market Adjust Itself? An Empirical Study Based on Mean Reversion Theory," Journal of Systems Science and Information, De Gruyter, vol. 8(2), pages 97-115, April.
   4. Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020. "Profitability of momentum strategies in Latin America," International Review of Financial Analysis, Elsevier, vol. 70(C).

2. Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020. "Profitability of momentum strategies in Latin America," International Review of Financial Analysis, Elsevier, vol. 70(C).

   Cited by:

   1. Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2023. "Industry momentum in Latin America," Journal of Business Research, Elsevier, vol. 158(C).
   2. Wouassom, Alain & Muradoğlu, Yaz Gülnur & Tsitsianis, Nicholas, 2022. "Global momentum: The optimal trading approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
   3. Simarjeet Singh & Nidhi Walia & Sivagandhi Saravanan & Preeti Jain & Avtar Singh & Jinesh jain, 2021. "Mapping the scientific research on alternative momentum investing: a bibliometric analysis," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 38(4), pages 619-636, April.
   4. Yongli Li & Tianchen Wang & Baiqing Sun & Chao Liu, 2022. "Detecting the lead–lag effect in stock markets: definition, patterns, and investment strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-36, December.

3. Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2019. "Extreme daily returns and the cross-section of expected returns: Evidence from Brazil," Journal of Business Research, Elsevier, vol. 102(C), pages 201-211.

   Cited by:

   1. Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy, 2021. "Lottery-like preferences and the MAX effect in the cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.

4. Jesús Ángel Del Brío & Edmundo Lizarzaburu Bolaños, 2018. "CSR Actions in Companies and Perception of Their Reputation by Managers: Analysis in the Rural Area of an Emerging Country in the Banking Sector," Sustainability, MDPI, vol. 10(4), pages 1-16, March.

   Cited by:

   1. Naveed Ahmad & Asif Mahmood & Antonio Ariza-Montes & Heesup Han & Felipe Hernández-Perlines & Luis Araya-Castillo & Miklas Scholz, 2021. "Sustainable Businesses Speak to the Heart of Consumers: Looking at Sustainability with a Marketing Lens to Reap Banking Consumers’ Loyalty," Sustainability, MDPI, vol. 13(7), pages 1-16, March.
   2. Ruiz, Belén & García, Juan A., 2021. "Analyzing the relationship between CSR and reputation in the banking sector," Journal of Retailing and Consumer Services, Elsevier, vol. 61(C).
   3. Luigi Leclercq-Machado & Aldo Alvarez-Risco & Sharon Esquerre-Botton & Camila Almanza-Cruz & Maria de las Mercedes Anderson-Seminario & Shyla Del-Aguila-Arcentales & Jaime A. Yáñez, 2022. "Effect of Corporate Social Responsibility on Consumer Satisfaction and Consumer Loyalty of Private Banking Companies in Peru," Sustainability, MDPI, vol. 14(15), pages 1-17, July.
   4. Tom Deweerdt, 2022. "Why Is the Australian Health Sector So Far behind in Practising Climate-Related Disclosures?," IJERPH, MDPI, vol. 19(19), pages 1-11, October.

5. Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio, 2016. "Idiosyncratic volatility and stock returns: Evidence from the MILA," Research in International Business and Finance, Elsevier, vol. 37(C), pages 422-434.

   Cited by:

   1. Jorge Andrés Muñoz Mendoza & Carmen Lissette Veloso Ramos & Sandra María Sepúlveda Yelpo & Carlos Leandro Delgado Fuentealba & Edinson Edgardo Cornejo Saavedra, 2022. "Exchange Markets and Stock Markets Integration in Latin-America," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(3), pages 1-24, Julio - S.
   2. Su, Zhi & Shu, Tengjia & Yin, Libo, 2018. "The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 497(C), pages 218-235.
   3. Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020. "Firm profitability and expected stock returns: Evidence from Latin America," Research in International Business and Finance, Elsevier, vol. 51(C).
   4. Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015. "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," Borradores de Economia 12609, Banco de la Republica.
      • Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015. "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," Borradores de Economia 869, Banco de la Republica de Colombia.
      • Espinosa-Torres, Juan Andrés & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando & Moreno-Gutiérrez, José Fernando, 2016. "The international transmission of risk: Causal relations among developed and emerging countries’ term premia," Research in International Business and Finance, Elsevier, vol. 37(C), pages 646-654.
   5. Kumari, Jyoti & Mahakud, Jitendra & Hiremath, Gourishankar S., 2017. "Determinants of idiosyncratic volatility: Evidence from the Indian stock market," Research in International Business and Finance, Elsevier, vol. 41(C), pages 172-184.

6. Lizarzaburu, Edmundo & Burneob, Kurt & Galindoc, Hamilton & Berggrund, Luis, 2015. "Emerging Markets Integration in Latin America (MILA) Stock market indicators: Chile, Colombia and Peru," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 20(39), pages 74-83.

   Cited by:

   1. Jorge Andrés Muñoz Mendoza & Carmen Lissette Veloso Ramos & Sandra María Sepúlveda Yelpo & Carlos Leandro Delgado Fuentealba & Edinson Edgardo Cornejo Saavedra, 2022. "Exchange Markets and Stock Markets Integration in Latin-America," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(3), pages 1-24, Julio - S.
   2. Malaquias, Rodrigo Fernandes & Zambra, Pablo, 2018. "Disclosure of financial instruments: Practices and challenges of Latin American firms from the mining industry," Research in International Business and Finance, Elsevier, vol. 45(C), pages 158-167.

7. Berggrun, Luis & Lizarzaburu, Edmundo, 2015. "Fund flows and performance in Brazil," Journal of Business Research, Elsevier, vol. 68(2), pages 199-207.

   Cited by:

   1. Hsiu-lang Chen & Rodrigo F. Malaquias, 2018. "Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 1-15, May.
   2. Rakowski, David & Yamani, Ehab, 2021. "Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 247-271.

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