Analysis of the January Effect in Time Series of Mexican Stock Market Indexes
The current article has the research objective to search for empirical evidence of the January effect within the time series of the IPC and the sector indexes of the Mexican stock market using econometric GARCH analysis. The dataset is formed by the log returns of the daily closing prices correspond...
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| Format: | Article |
| Language: | English |
| Published: |
Universidad de Guadalajara
2019-07-01
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| Series: | Mercados y Negocios |
| Subjects: | |
| Online Access: | http://revistascientificas.udg.mx/index.php/MYN/article/view/7371 |