Examinando por Materia "Estudio de eventos (Estadística)"

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    El impacto de anuncio de eventos en el mercado accionario colombiano
    (Universidad EAFIT, 2009-07-31) Velásquez Trujillo, Gloria Cecilia; Cárcamo Cárcamo, Ulises
    This paper studies the possible impact of various types of event announcements on the Colombian stock market, and contributes to the understanding of this emerging market. Announcements of mergers, acquisitions, issuance of shares and the increase of dividends are analyzed to investigate whether these events affect the returns of stock prices. Data from the 2003-2008 period is analyzed with the aid of the Event Study Methodology in its original version, as well as with subsequent developments that propose adjustments when assumptions are not met. The study found that the impact of announcements is similar to what is expected and observed in other markets. In the event of exceptions, the results of the 2006-2008 subperiod tend to what is observed in well developed markets.