Agudelo, David; Agudelo, David A.; Peláez, Julián - In: Journal of Economics, Finance and Administrative Science 23 (2018) 44, pp. 4-28
To study the determinants and evolution of the trading activity in the Colombian Stock Market from 2007 to 2016. Design/methodology/approach ARMA time series models were used, including several explanatory variables recommended by previous literature. Findings We find that stock market activity...
