NDLI: Anomalías de calendario en los mercados accionarios latinoamericanos: una revisión mediante el procedimiento de Bonferroni

Content Provider	Semantic Scholar
Author	Rojas, Emilio Kristjanpoller, Werner
Copyright Year	2014
Abstract	RESUMEN: En el presente articulo se corrigen los estudios tradicionales sobre las anomalias de calendario en los principales mercados accionarios latinoamericanos para el periodo comprendido entre los anos 1991 y 2013. Los indices bursatiles analizados son los de Argentina, Brasil, Chile, Colombia, Mexico y Peru. Para el analisis se utilizan modelos econometricos de varianza heterocedastica complementados con pruebas de significancia, incluyendo la correccion de Bonferroni. Los resultados indican evidencia mixta de estas anomalias; mientras que, gracias a la correccion de Bonferroni, estas desaparecen, tanto en la rentabilidad como en la volatilidad, para la mayoria de los paises al final del periodo estudiado.
Starting Page	91
Ending Page	113
Page Count	23
File Format	PDF HTM / HTML
DOI	10.17533/udea.le.n81a4
Alternate Webpage(s)	http://www.scielo.org.co/pdf/le/n81/n81a4.pdf
Alternate Webpage(s)	http://aprendeenlinea.udea.edu.co/revistas/index.php/lecturasdeeconomia/article/download/19935/16853
Alternate Webpage(s)	https://doi.org/10.17533/udea.le.n81a4
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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