Eficiencia del mercado accionario chileno: un enfoque dinámico usando tests de volatilidad
This article studies the Chilean Stock Market's efficiency. To corroborate efficiency, we use a partial equilibrium model for financial asset pricing. We contrast between observed and expected Chilean stock price volatility under an efficient stock market framework. For the statistical analysis...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad de Antioquia
2009-06-01
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| Series: | Lecturas de Economía |
| Online Access: | http://aprendeenlinea.udea.edu.co/revistas/index.php/lecturasdeeconomia/article/view/2254/1815 |