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Hugo Benedetti | Profesores ESE

Hugo Benedetti | Profesores ESE

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  • Publicaciones
    • Capítulos de libros
    • Columnas
    • Publicaciones académicas
    • Publicaciones de industria
    • Working papers
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  • Inicio
  • Publicaciones
    • Capítulos de libros
    • Columnas
    • Publicaciones académicas
    • Publicaciones de industria
    • Working papers
  • Ir al ESE

Categoría: Publicaciones académicas

The Use of Fintech in Sovereign Wealth Fund Operations

Posted on 09/01/202409/01/2024 by Hugo Benedetti

with Francisco Pavlic

In The Palgrave Handbook on Sovereign Wealth Funds (2024)

This chapter reviews the use of financial technologies (Fintechs) in sovereign wealth fund (SWF) operations. Fintechs read more

Capítulos de libros, Publicaciones, Publicaciones académicas

Returns and network growth of digital tokens after cross-listings

Posted on 05/01/202130/12/2022 by HBenedetti

(withEhsan Nikbakht ) 
Journal of Corporate Finance, 101853, vol 66, 2021

This paper examines the role of cross-listings in the digital token marketplace ecosystem. read more

Publicaciones, Publicaciones académicas destacadas

Blockchain and corporate fraud

Posted on 09/12/202030/12/2022 by HBenedetti

(with Ehsan Nikbakht, Sayan Sarkar and Andrew Spieler)
Journal of Financial Crime, 0187, 09, 2020

Financial fraud is not bounded or constrained by industry, geography, or culture. read more

Publicaciones, Publicaciones académicas

Digital Tulips? Returns to investors in initial coin offerings

Posted on 20/11/202030/12/2022 by HBenedetti

(withLeonard Kostovetsky)
Journal of Corporate Finance, 101786, vol 66, 2021
read more

Publicaciones, Publicaciones académicas

Hostile Activism: Hostile Tactics or Hostile Hedge Funds?

Posted on 29/09/201709/01/2024 by HBenedetti

 ​(with Ehsan Nikbakht and Andrew Spieler)
Journal of Financial Research (forthcoming)

This research examines reputation building by activist hedge funds and provides read more

Publicaciones, Publicaciones académicas

Nonlinearities and financial contagion in Latin American stock markets.

Posted on 03/10/2015 by HBenedetti

We use the Hinich (1996) portmanteau bicorrelation test to graphically represent nonlinear events detected in Latin American stock markets. We identify the starting, the ending, the intensity, and the read more

Publicaciones, Publicaciones académicas

Categorías

  • Capítulos de libros (8)
  • Columnas (2)
  • Publicaciones (19)
  • Publicaciones académicas (6)
  • Publicaciones de industria (2)
  • Working papers (3)

Últimos Artículos

  • Deciphering Crypto-Asset Dynamics: The Impact Of On-Chain Transactions And Market Sentiment On Token Prices 09/01/2024
  • The Use of Fintech in Sovereign Wealth Fund Operations 09/01/2024
  • Green Density and Spillover Effects on Earnings Management 09/01/2024

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