Now showing items 1-2 of 2

  • Anuncios macroeconómicos y mercados Accionarios: El caso Latinoamericano 

    Agudelo, Diego A.; Gutierrez, Angelo (Universidad EAFIT; Escuela de Economía y Finanzas, 2011-12-15)
    Do stock markets reflect changes on the macroeconomic fundamentals? . The semi-strong form of the Efficient market hypothesis (HEM - Fama 1970) asserts that stock prices should react immediately to the surprise content ...
  • Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos 

    Agudelo R., Diego A.; Álvarez L., A. Marcela; Osorno M., Yesica T. (Universidad EAFIT; Escuela de Economía y Finanzas, 2009-07-15)
    This paper shows empirical evidence of the effect of macroeconomic announcements (inflation and GDP) on returns, volatility and trading activity for the stock markets of Argentina, Brazil, Chile, Colombia, Mexico and Peru, ...