González, Pedro Antonio; Gallizo Larraz, José L. - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-24
This paper studies the reaction of share prices in the Chilean securities market at the sectoral level to the arrival of COVID-19 in the country. The following question is answered: Did the Chilean market act efficiently before the arrival of COVID-19? To answer this question, an event study...
