Artículos en Revistas Académicas
Cayon, E., Sarmiento, J. 2022. The Impact of Coskewness and Cokurtosis as Augmentations Factors in Modeling Colombian Electricity Price Returns. Energies.
Sarmiento-Sabogal, J., Sadeghi, M., Sandoval, J. & Cayon, E. 2021. The application of proxy methods for estimating the cost of equity for unlisted companies: evidence from listed firms. Review of Quantitative Finance and Accounting.
Cayon, E., Sarmiento, J. 2020. Testing for contagion from oil and developed markets to emerging markets: An empirical analysis using systemic risk. Journal of International Studies.
Sandoval, J., Sarmiento-Sabogal, J., Cayon, E., & Rendon, J. 2020. The Disposition Effect and the Relevance of the Reference Period: Evidence Among Sophisticated Investors. Journal of Behavioral and Experimental Finance.
Sarmiento-Sabogal, J., Cayon, E., Collazos, M., & Sandoval, J. 2017. Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela. Research in International Business and Finance, 41: 547-555.
Cayon, E., Sarmiento-Sabogal, J., & Shukla, R. 2016. The Effects of the Global Financial Crisis on the Colombian Local Currency Bonds Prices: An Event Study. Journal of Economic Studies, 43(4):624-645