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Volumen, tamaño y ajuste a nueva información en el mercado accionario chileno
(Universidad de Chile. Facultad de Economía y Negocios, 2002-12)
This article studies the serial dependence and the speed of adjustment to new
information of weekly portfolios returns of stocks traded in the Santiago de
Chile stock exchange. Portfolios grouped by size and traded volume ...
The effects of the 2010 chilean natural disasters on the stock market
(Universidad de Chile. Facultad de Economía y Negocios, 2014)
The 2010 Chilean earthquake and tsunami were among the strongest in the
world history. The exogeneity of these natural disasters provides the
opportunity to test stock price reactions. Using a sample of 42 firms listed ...
Analysts' target price accurancy and investors' reaction: chilean stock market evidence
(Instituto Mexicano de Ejecutivos de Finanzas A.C., 2014)
The main purpose of this study is to estimate the target price accuracy (TPA) of the Chilean
analysts and to find the factors that may affect its accuracy. We also seek to determine if there
exists a direct relationship ...
Short-term effects of analysts recommendations in spanish blue chips returns and trading volumes
(Universidad de Chile. Facultad de Economía y Negocios, 2009-06)
The purpose of this to investigate the effects of stock recommendations in returns and trading volumes. Unlike previous research we have investigated the five most usual types of recommendations: buy autperform, hold, ...
Episodic Nonlinearity in Latin American Stock Market Indices
(2006-06-05)
This letter applies the Hinich Portmanteau bicorrelation test jointly with the windowed testing procedure to detect nonlinear behavior in the rate of returns series for seven Latin American stock market indices. Our results ...
Pervasive Factors in Stock Returns 1984-1999
(2004-12-29)
The purpose of this paper is two fold: on the one hand, to empirically determine the number of systematic risk factors modeled in the APT as developed by Ross (1976 a and b), to be observed in the Chilean stock market ...
Extremal dependence in European capital markets
(UNIVERSIDAD DEL CEMA, 2006-11)
For a sample of six countries with dirty/free float regimes over 1999-2002-the United States, Japan, the Czech Republic, Poland, Switzerland, and the United Kingdom, we investigate whether paired currencies exhibit a pattern ...
Stock market turmoil - Worldwide effects of Middle East conflicts
(2007)
This paper analyzes the effect of recent political conflicts in the Middle East on stock markets worldwide. In particular it studies how political instability-mainly due to the war in Iraq-has affected the long-term ...
The effect of global political risk on stock returns: A cross-sctional and a time-series analysis
(Corporación Universidad de la Costa, 2021)
Análisis de la influencia de la pandemia de COVID-19 sobre la transmisión de volatilidad en la colaboración de los mercados de valores extranjeros e indios
(Universidad Católica de Colombia, 2022-06-29)
El artículo evalúa el impacto de la COVID-19 en la transmisión de volatilidad del mercado bursátil en la India utilizando índices de acciones (NSE, Bolsa Nacional de Valores de India) y de bonos (Foreign Exchange). El ...