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MEASURING SECURITY PRICE PERFORMANCE USING CHILEAN DAILY STOCK RETURNS: THE EVENT STUDY METHOD
(Instituto de Economía, Pontificia Universidad Católica de Chile, 2005)
Stock returns and liquidity risk in Chile
(UNIV AUTONOMA CARIBE-UAC, 2019)
This study analyzes the impact of liquidity risk on the return of shares in the Chilean stock market during the period from January 2000 to July 2018. Many studies have focused on measuring this effect in developed markets ...
Data envelopment analysis and fuzzy theory: efficiency evaluation under uncertainty in portfolio optimization
(2015-01-01)
This article aims to analyze the behavior of a portfolio selected through Data Envelopment Analysis (DEA) associated with fuzzy logic and optimized using the Sharpe approach. As a basis for comparison, two other portfolios ...
Day of the Week Effect in Latin American Stock Markets
(ILADES; Georgetown University; Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2014)
Brazilian market reaction to equity issue announcements
(ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, 2005)
We have carried out an event study to investigate stock returns associated with the announcement of equity issues by Brazilian firms between 1992 and 2003 in order to determine market reaction before, during, and after the ...
Measuring Security Price Performance Using Chilean Daily Stock Returns: The event Study Method
(Universidad de Talca (Chile). Facultad de Ciencias Empresariales, 2005)
Stochastic volatility in mean models with heavy-tailed distributions
(Brazilian Statistical AssociationSao PauloBrasil, 2012)
Volatility Spillovers between Equity and Currency Markets: Eviderice from Major Latin American Countries
(Instituto de Economía, Pontificia Universidad Católica de Chile, 2008)
An application of Rolling chaos 0-1 test on Stock Market
(Universidad de Chile. Facultad de Economía y Negocios, 2013)
In this paper we apply a rolling 0-1 test for chaos on different stock
market indices returns in the world, considering different time
period windows to capture the effects of adding new information. A
rolling sample ...