DAY OF THE WEEK EFFECT IN LATIN AMERICAN STOCK MARKETS
This article examines the Day of the Week Effect for the main stock markets in Latin America in Argentina, Brazil, Chile, Colombia, Mexico, and Peru, during the period, 1993-2007.1 undertake three different analyses, including GARCH models for the returns and volatility of daily returns by day of th...
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| Lenguaje: | English |
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ILADES. Universidad Alberto Hurtado.
2012
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| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-88702012000100004 |
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