Concepedia

Diego Amaya

DA

Statistics

Publications

9

Citations

331

H-Index

9

Active since

2011

Affiliations

Wilfrid Laurier University(Current)

Instituto Tecnológico Autónomo de México

University of Toronto

Copenhagen Business School

Aarhus University

Diego Amaya is an author at Wilfrid Laurier University specializing in financial economics, asset pricing, and business.

ORCID

Top concepts

Publications per year

2011–2024

9

Publications

9

Does realized skewness predict the cross-section of equity returns?

Diego Amaya, Peter Christoffersen, Aurelio Vasquez · Journal of Financial Economics · 2015 · 108 citations

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Nonstandard Errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 79 citations · Full text

Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?

Diego Amaya, Peter Christoffersen, Kris Jacobs et al. · SSRN Electronic Journal · 2011 · 35 citations · Full text

Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?

Diego Amaya, Peter Christoffersen, Kris Jacobs et al. · SSRN Electronic Journal · 2011 · 29 citations · Full text

The similarity of ECB’s communication

Diego Amaya, Jean-Yves Filbien · Finance research letters · 2015 · 26 citations

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