TY  - THES 
TI  - Efecto del fin de semana y los festivos en los mercados de acciones: Un estudio comparativo entre Chile, Brasil, México y Colombia
PB  - Universidad Icesi
PY  - 2010
UR  - http://hdl.handle.net/10906/67732
AB  - The discussion related to the market efficiency and its implications on business
performance has been a constant topic in the economic and financial research.
This paper follows this branch, analyzing the “weekend effect” on the return and
volatility of the stock exchange index in Chile, Brasil, Mexico and Colombia.
The research uses a GARCH-M model applied to the closing daily prices in
order to isolate abnormal returns and volatilities related to the “weekend effect”.
Furthermore, it makes a review of previous papers and its results.
KW  - FACULTAD DE CIENCIAS ADMINISTRATIVAS Y ECONÓMICAS
KW  - PRODUCCIÓN INTELECTUAL REGISTRADA - UNIVERSIDAD ICESI
KW  - MAESTRÍA EN ADMINISTRACIÓN-TESIS
KW  - ACCIONES
KW  - ACCIONES (BOLSA)
KW  - ACCIONES (BOLSA) - PRECIOS
KW  - MERCADO DE CAPITALES
KW  - BOLSA DE VALORES
KW  - INVERSIONES
KW  - MERCADO BURSATIL
KW  - AUTOREGRESSIVE
KW  - VARIANCE
KW  - EFFICIENCY
ER  -