Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019

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168-Stochastic approach.pdf (2.52 MB)

Date

2023-01-16

Document type

journal article

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Investigación
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Authors

Stehlik, Milan, Leal, Danilo, Kiselak, Jozef, Leers, Joshua, Střelec, Luboš, Fuders, Felix

Publisher

Informa UK Limited

URI

https://repositorio.udla.cl/handle/udla/1741

DOI

https://doi.org/10.1080/07362994.2022.2164508

Keywords

Cumulative abnormal returns, Chilean capital markets, stock market data, event studies, stochastic model of interest rate

Citation

Stochastic Analysis and Applications, 42(1), 1-19. https://doi.org/10.1080/07362994.2022.2164508

Abstract

We aim to examine stock market returns before and after key events in the U.S. Sino trades between 2016 and 2019. The study tracks Cumulative Abnormal Returns (CAR) of the indice de Precio Selectivo d...

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Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Except where otherwised noted, this item's license is described as Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
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