Evaluación del efecto tamaño de empresa en los mercados bursátiles de América Latina
| Autor: | Zulay Yesenia Ramírez León, Juan Benjamín Duarte Duarte, Katherine Julieth Sierra Suárez |
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| Rok vydání: | 2013 |
| Předmět: | |
| Zdroj: | Ecos de Economía. 17:5-28 |
| ISSN: | 2462-8107 1657-4206 |
| DOI: | 10.17230/ecos.2013.37.1 |
| Popis: | This paper assesses the existence of the size effect on the most important stock markets in Latin America (Argentina, Brazil, Chile, Colombia, Mexico and Peru) for the period between 2002 and 2012, using the cross-section contrast methodology of the size effect in the CAPM context. Results show that there is reversed effect in some of the Latin American markets. |
| Databáze: | OpenAIRE |
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