Contact: fredyalexander.pulgavivas@student.uts.edu.au
Entered PhD Program: July, 2023
PhD Supervisor: Dr Deborah Cotton
Research topics:
Investment performance
Asset pricing
Corporate governance
Environmental, Social and Governance matters: financial performance, disclosure.
Teaching areas:
Artificial intelligence in finance: algorithmic trading, trading strategies (technical analysis)
International capital markets
Fixed income
Equity
Portfolio theory
Corporate finance/quantitative finance (derivatives)
Academic Background and Work Experience:
Fredy is an assistant professor and been Head of the Department Finance at la Universidad de La Sabana in Colombia, with over nine years of experience. Before this he worked as a fixed income, money market and currency trader with Colombian trader certifications for over eight years.
He has published research related to asset pricing, investment performance, corporate governance, and alternative investments (art pricing). For his PhD he is currently focused on environmental, social and governance factors, its disclosure, and its impact on financial performance.
Publications:
Demirguc-Kunt, A., Pedraza, A., Pulga, F and Ruiz Ortega, C., 2023, "Global Bank Lending Under Climate Policy", IMF Economic Review, forthcoming.
Garay, U., Pérez, E. and Pulga F., 2022, "Color Intensity Variations and Art Prices: An Examination of Latin American Art", Journal of Business Research, 147, 158-176.
Garay, U. and Pulga, F., 2021, "The Performance of Retail Investors, Trading Intensity and Time in the Market: Evidence from an Emerging Stock Market", Heliyon, 7(12).
Leyva-Townsend, P., Rodriguez, W., Idrovo, S. and Pulga, F., 2021, "Female Board Participation and Firm’s Financial Performance: A Panel Study from a Latin American Economy", Corporate Governance, 21(5), pp. 920-938.
Pedraza, A., Pulga, F., and Vasquez, J., 2020, "Costly Index Investing in Foreign Markets", Journal of Financial Markets, 51.
Pulga, F., and Joven, M., 2019, "Portfolio Managers on the Colombian Open-End Mutual Fund Industry: Performance, Downside Risk and Persistence", Cuadernos de Administración, 32(59).
Pedraza, A., and Pulga, F., 2019, "Asset Price Effects of Peer Benchmarking: Evidence from a Natural Experiment", International Review of Economics and Finance, 62, 53–65.
Conference Presentations:
Pulga, F., 2022, “Domestic, Institutional and Foreign Investors in Emerging Markets: The Case of the Colombian Stock Exchange”, Summit 2022 “Contribución al Desarrollo sostenible e impacto tangible en el sistema IITE”, Universidad de La Sabana.
Pulga, F., 2020, “Gender Equality in Iberoamerican Countries”, Panellist at Academy of Management 2020: Broadening our sight (Virtual meeting), 7-11 August.
Pulga, F., 2019, “Underperformance of Individual Investors and Trading Intensity: Evidence from Colombia”, The Business Association of Latin American Studies (BALAS) Annual Conference, 10-12 April, Lima, Peru.
Pulga, F., 2017, “Do Foreign Investors Under-Perform? An Empirical Decomposition into Style and Flows”, Latin American and Caribbean Economic Association (LACEA) Annual Conference, 8-11 November, Buenos Aires, Argentina.