An analysis of herd behavior in Latin American stock markets

This research investigates whether the major stock markets in Latin America (Brazil, Mexico, Chile, Colombia, Peru and Argentina) exhibited herd behavior over the period January 2, 2002 to June 30, 2014, using the variation in the returns overall and by sector in the most representative stock market...

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Autores:

Duarte Duarte, Juan Benjamín
Garcés Carreño, Laura Daniela
Sierra Suárez, Katherine Julieth

Tipo de recurso:

Fecha de publicación:

2016

Institución:

Universidad EAFIT

Repositorio:

Repositorio EAFIT

Idioma:

eng

OAI Identifier:

oai:repository.eafit.edu.co:10784/9158

Acceso en línea:

http://hdl.handle.net/10784/9158

Palabra clave:

C31
G14
G15
Bolsa de valores - América Latina
Mercado bursátil
Comportamiento de rebaño - modelos matemáticos

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