Evaluation of the Company Size Effect on Latin American Stock Markets

Autor: Juan Benjamín Duarte Duarte, Zulay Yesenia Ramírez León, Katherine Julieth Sierra Suárez
Jazyk: English<br />Spanish; Castilian
Rok vydání: 2013
Předmět:
Zdroj: Ecos de Economía, Vol 17, Iss 37, Pp 5-28 (2013)
Druh dokumentu: article
ISSN: 1657-4206
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: Directory of Open Access Journals