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Metal Returns, Stock Returns And Stock Market Volatility
(PONTIFICIA UNIV CATOLICA PERUSAN MIGUEL, 2015)
THE CONDITIONAL RELATIONSHIP BETWEEN PORTFOLIO BETA AND RETURN: EVIDENCE FROM LATIN AMERICA
(Instituto de Economía, Pontificia Universidad Católica de Chile, 2004)
SHORT-TERM EFFECTS OF ANALYSTS RECOMMENDATIONS IN SPANISH BLUE CHIPS RETURNS AND TRADING VOLUMES
(Universidad de Chile. Departamento de Economía, 2009)
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
(Oxford University Press, 2018-03)
This article proposes tests for slope homogeneity across individuals in quantile regression fixed effects panel data models. The tests are based on the Swamy statistic. We establish the asymptotic null distribution of the ...
Return Autocorrelation Anomalies in Two European Stock Markets
(ILADES; Georgetown University; Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2014)
Simple Technical Trading Rules of Stock Returns: Evidence from 1987 to 1998 in Chile
(2005-06-09)
Este artículo testea dos de las reglas de análisis técnico más populares, promedios móviles y trading range break-out, en el mercado de valores chileno.
Analyst coverage network and stock return comovement in emerging markets
(Elsevier, 2017)
This paper shows that analyst coverage networks (ACN) play an important role in explaining stock return commonalities across Latin American stocks. First, pairs of stocks connected by analysts exhibit higher comovement and ...
Confidence and self-attribution bias in an artificial stock market
(2017-02-01)
Using an agent-based model we examine the dynamics of stock price fluctuations and their rates of return in an artificial financial market composed of fundamentalist and chartist agents with and without confidence. We find ...
Loss aversion, overconfidence and their effects on a virtual stock exchange
(2020-09-15)
This paper studies the effects of overconfidence and loss aversion in an artificial stock exchange. When we model only fundamentalists we find results that are consistent with homogeneous agent models. Adding 5% of chartists ...