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

2024

Document type

Artículo

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Investigación
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Authors

Stehlík, Milan, Leal, Danilo, Kiseľák, Jozef, Leers, Joshua, Střelec, Luboš, Fuders, Felix

Faculty

Facultad de Ingeniería y Negocios

Publisher

Taylor and Francis

URI

http://repositorio.udla.cl/xmlui/handle/udla/1741, https://www.tandfonline.com/journals/lsaa20

DOI

10.1080/07362994.2022.2164508

Keywords

Chilean capital markets, Cumulative abnormal returns, Event studies, Primary 60H10, Secondary 60H30, Stochastic model of interest rate, Stock market data

Citation

Stochastic Analysis and Applications, 42(1), 20 p.

Extent

20 páginas
2.524Mb

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 Índice de Precio Selectivo d...

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