Calendar effects in Latin American stock markets

One of the most well-documented empirical regularities in international finance is the presence of calendar effects in historical stock returns. The literature focuses mainly on developed countries, and in general, emerging markets have not received much attention on this issue. We aim to bridge thi...

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Veröffentlicht in:	Empirical economics 2018-05, Vol.54 (3), p.1215-1235
Hauptverfasser:	Winkelried, Diego, Iberico, Luis A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Calendars Developed countries Econometrics Economic models Economic theory Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Finance Insurance International finance Management Securities markets Specification Statistics for Business Stock exchanges Uncertainty
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