Kristjanpoller, Werner; Muñoz, Roberto E. - In: Estudios de Economía 39 (2012) 1, pp. 5-26
In this paper we study the presence of calendar anomalies in the main Latin- American stock markets, for the 1993 to 2007 period. The literature has shown that the detection of those effects may depend on error distribution assumptions (Baker et al., 2008), and that their existence could be due...