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Evaluación del efecto tamano de empresa en los mercados bursátiles de América Latina

Author

Listed:
  • Juan Benjamín Duarte Duarte
  • Zulay Yesenia Ramírez León
  • Katherine Julieth Sierra Suárez

Abstract

En este trabajo se evalúa la existencia del efecto tamano en los mercados bursátiles más importantes de Latinoamérica (Argentina, Brasil, Chile, Colombia, México y Perú) para el periodo de 2002 a 2012, mediante la metodología de contrastes de sección cruzada del efecto tamano en el contexto del CAPM. Los resultados obtenidos revelan que existe un efecto invertido en algunos de los mercados de América Latina.

Suggested Citation

  • Juan Benjamín Duarte Duarte & Zulay Yesenia Ramírez León & Katherine Julieth Sierra Suárez, 2013. "Evaluación del efecto tamano de empresa en los mercados bursátiles de América Latina," Revista Ecos de Economía, Universidad EAFIT, December.
    • Handle: RePEc:col:000442:012003
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    References listed on IDEAS

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    More about this item

    Keywords

    Mercados latinoamericanos; efecto tamaño; CAPM;
    All these keywords.

    JEL classification:

    • D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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