Day of the Week Effect and Adaptive Markets in Latin American Stock Indices/El Efecto DÃa de la Sem...
Day of the Week Effect and Adaptive Markets in Latin American Stock Indices/El Efecto DÃa de la Semana y la Hipótesis del Mercado Adaptativo en las Bolsas de Valores de América Latina/O efeito do dia-da-semana e a hipótese de mercado adaptativo nas bolsas de valores latino-americanas
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Publisher
Universidad ICESI
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Language
Spanish
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Publisher
Universidad ICESI
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Scope and Contents
Contents
The objective of this work is to examine the Day-of-the-Week anomaly from the perspective of the Adaptive Markets Hypothesis for the stock market indices of Argentina, Brazil, Chile, Colombia, Mexico, and Peru in different subperiods and under different market conditions. The Autoregressive-Moving-Average, Generalized-Autoregressive-Conditional-Het...
Alternative Titles
Full title
Day of the Week Effect and Adaptive Markets in Latin American Stock Indices/El Efecto DÃa de la Semana y la Hipótesis del Mercado Adaptativo en las Bolsas de Valores de América Latina/O efeito do dia-da-semana e a hipótese de mercado adaptativo nas bolsas de valores latino-americanas
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Record Identifier
TN_cdi_gale_incontextgauss_KPI_A775344983
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_gale_incontextgauss_KPI_A775344983
Other Identifiers
ISSN
0123-5923
DOI
10.18046/j.estger.2023.168.5796
