Rodríguez, Werner Kristjanpoller - In: Lecturas de Economía (2009) 71, pp. 189-208
The purpose of this article is to determine the existence of the Day-of-the-Week (DOW) effect in six Latin American stock markets: Brazil, Chile, Colombia, Mexico, Argentina, and Peru. For this, an analysis of their associated stock indexes is in order, using returns in domestic currency....