RETURN'S SEASONALITIES IN THE LATIBEX MARKET
This paper investigates the most important calendar anomalies in a market that have received very little attention by researchers. The anomalies investigated are the day of the week, turn of the month, turn of the year, and holidays. The methodology we propose allows to simultaneously considerate al...
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Autor principal: | GARCIA BLANDON,JOSE |
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Lenguaje: | English |
Publicado: |
ILADES. Universidad Alberto Hurtado.
2010
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Materias: | |
Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-88702010000100001 |
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