Jorge L. Urrutia - Concepedia

Author

Jorge L. Urrutia

Loyola University Chicago

Also Known As

Jorge L Urrutia, Jorge L. Urrutia, Jorge Luis Urrutia, Jorge Urrutia

Publications

1.1K

Citations

H-Index

Concepts

All Affiliations

Loyola University Chicago University of Chicago

About

Jorge L. Urrutia is an author at Loyola University Chicago specializing in business, economics, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	12	12	943
2	Management	3	3	43
3	Accounting	2	2	26
4	Engineering	1	1	17
5	Public Health	1	1	284

Jorge L. Urrutia

Publications

Citations

H-Index

Page 1

	Year	Citations
TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS Jorge L. Urrutia The Journal of Financial Research Empirical FinanceEmerging MarketEconomicsVolatility ModelingFinancial Economics	1995	288
The International Crash of October 1987: Causality Tests A. G. Malliaris, Jorge L. Urrutia Journal of Financial and Quantitative Analysis Time Series EconometricsCausal InferenceInternational FinanceLead-lag RelationshipsAccident Investigation	1992	284
The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures A. G. Malliaris, Jorge L. Urrutia Journal of Futures Markets EconomicsEstimation PeriodsCurrency HedgingFinancial EconomicsAsset Pricing	1991	91
Linkages between agricultural commodity futures contracts A. G. Malliaris, Jorge L. Urrutia Journal of Futures Markets EconomicsTrade EconomicsTradeAgricultural EconomicsBusiness	1996	73
Volume and price relationships: Hypotheses and testing for agricultural futures A. G. Malliaris, Jorge L. Urrutia Journal of Futures Markets EconomicsAgricultural ImpactApplied EconomicsPrice FormationAgricultural Economics	1998	55
Short-term and long-term linkages among the Colombian capital market indexes Harvey Arbeláez, Jorge L. Urrutia, Nidal Abbas International Review of Financial Analysis Empirical FinanceEconomicsFinancial EconomicsInternational FinanceLong-term Linkages	2001	38
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies A. G. Malliaris, Jorge L. Urrutia Journal of Futures Markets Empirical FinanceEconomicsFinancial EconomicsInternational FinanceAsset Pricing	1991	34
Analysis and Prediction of Insolvency in the Property-Liability Insurance Industry: A Comparison of Logit and Hazard Models Suk Hun Lee, Jorge L. Urrutia Journal of Risk & Insurance	1996	27
A Comparative Economic Analysis of Tort Liability and No-Fault Compensation Systems in Automobile Insurance Robert C. Witt, Jorge L. Urrutia Journal of Risk & Insurance	1983	25
An empirical investigation among real, monetary and financial variables A. G. Malliaris, Jorge L. Urrutia Economics Letters Empirical FinanceEconomicsMonetary PolicyFinancial EconomicsMonetary Theory	1991	23

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