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Efectos sobre la volatilidad del mercado bursatil de la introducción de los contratos de futuros y opciones sobre el índice Ibex 35

Blanco, Roberto - In: Investigaciones económicas 24 (2000) 1, pp. 139-175

Persistent link: https://www.econbiz.de/10001494094

Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente: caso colombiano 1999–2007

Arroyave C., Elizabeth T.; Agudelo R., Diego A. - In: Journal of Economics, Finance and Administrative Science 17 (2012) 33, pp. 38-47

Se evalúa el rendimiento ex-dividendo en acciones colombianas entre 1999 y 2007, periodo que incluye la conformación en julio de 2001 de la Bolsa de Valores de Colombia, resultado de la integración de tres bolsas previamente existentes. Contrario a la hipótesis de eficiencia de mercado, se...

Persistent link: https://www.econbiz.de/10011859338

EL EFECTO MOMENTUM EN EL MERCADO ESPAÑOL DE ACCIONES

Forner, Carlos; Marhuenda, Joaquín - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2003

The momentum effect is perhaps one of the most embarrassing puzzles in the stock marketresearch nowadays. However, such phenomenon has received scarce attention in the Spanish Market.In this paper, we present a meticulous analysis of the momentum profits in this market, with specialconcern on...

Persistent link: https://www.econbiz.de/10005731148

EFECTOS A LARGO PLAZO DE LAS AMPLIACIONES DE CAPITAL EN EL MERCADO ESPAÑOL

Pastor, María Jesús; Martín, Juan Francisco - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2001

This paper analyses the long-run shareholders¿ wealth effect and the firms¿ operating performance of the rights offerings decision in Spain. The evidence shows that the stock price of firms¿ issuing rights substantially under-perform the different benchmarks employed. It has also been...

Persistent link: https://www.econbiz.de/10005731166

Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente : caso colombiano 1999-2007

Arroyave C., Elizabeth T.; Agudelo R., Diego A. - In: Journal of economics, finance & administrative science 17 (2012) 33, pp. 38-47

We study the ex-dividend return in the Colombian stock market between 1999 and 2007, period that includes the merger of the former three Colombian stock exchanges in the Bolsa de Valores de Colombia in July 2001. Contrary to the Efficient Market Hypothesis, we found positive and statistically...

Persistent link: https://www.econbiz.de/10011871440

Efficiency of the Chilean stock market: A dynamic approach using volatility tests

Acuña, Andrés; Pinto, Cristián - In: Lecturas de Economía (2009) 70, pp. 39-61

model for financial asset pricing. We contrast between observed and expected Chilean stock price volatility under an … 2007. Performing volatility tests, we find evidence of excess volatility in Chilean stock market prices. We cannot link … this stock price excess volatility to the existence of a rational speculative bubble, nor to discount rate's excess …

Persistent link: https://www.econbiz.de/10005009867

Eficacia de las prohibiciones de las ventas en corto en España

Martínez, Raúl Gómez; Vianes, Jessica Paule; … - In: Revista de Métodos Cuantitativos para la Economía y … 26 (2018), pp. 250-268

short sales implemented have not corrected the falls in quotations or the volatility. However, there is a significant …

Persistent link: https://www.econbiz.de/10014494505

Eficacia de las prohibiciones de las ventas en corto en España

Martínez, Raúl Gómez; Vianes, Jessica Paule; … - In: Revista de métodos cuantitativos para la economía y … 26 (2018), pp. 250-268

short sales implemented have not corrected the falls in quotations or the volatility. However, there is a significant …

Persistent link: https://www.econbiz.de/10012023970

Formación de precios de suscripción en el mercado bursátil español : algunas consideraciones

Riaño Gil, Consuelo; Ruiz Cabestre, Francisco Javier; … - In: Investigaciones económicas 28 (2004) 1, pp. 141-191

Persistent link: https://www.econbiz.de/10002091395

El efecto momentum en el mercado español de acciones

Forner, Carlos (contributor); … - 2003 - [Elektronische Ressource], 1. ed

Persistent link: https://www.econbiz.de/10002118917

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