García, C. José; Herrero, Begoña; Ibáñez, Ana M. - In: El Trimestre Económico LXXVII (3) (2010) 307, pp. 651-682
Latibex is an international market where major Latin American firms are traded in euros. We investigate whether the price impact of the quarterly earnings announcement are different in Latibex and in Latin American markets due to the different degree of liquidity and trading activity in both...