Concepedia

Jorge L. Urrutia

JL

15

Publications

1K

Citations

14

H-Index

1983

Active since

Affiliations

Loyola University Chicago(Current)

University of Chicago

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

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Publications per year

1983–2001

15

Publications

15

TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS

Jorge L. Urrutia · The Journal of Financial Research · 1995 · 288 citations

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The International Crash of October 1987: Causality Tests

A. G. Malliaris, Jorge L. Urrutia · Journal of Financial and Quantitative Analysis · 1992 · 284 citations

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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 · 1991 · 91 citations

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Linkages between agricultural commodity futures contracts

A. G. Malliaris, Jorge L. Urrutia · Journal of Futures Markets · 1996 · 73 citations

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Volume and price relationships: Hypotheses and testing for agricultural futures

A. G. Malliaris, Jorge L. Urrutia · Journal of Futures Markets · 1998 · 55 citations

, , +9

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