Evaluation of the Company Size Effect on Latin American Stock Markets
This paper assesses the existence of the size effect on the most important stock markets in Latin America (Argentina, Brazil, Chile, Colombia, Mexico and Peru) for the period between 2002 and 2012, using the cross-section contrast methodology of the size effect in the CAPM context -- Results show th...
- Autores:
-
Duarte Duarte, Juan Benjamín
Ramírez León, Zulay Yesenia
Sierra Suárez, Katherine Julieth
- Tipo de recurso:
- Fecha de publicación:
- 2013
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- spa
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/7825
- Acceso en línea:
- http://hdl.handle.net/10784/7825
- Palabra clave:
- D52
G14
G15
Bolsa de valores - América Latina
Valoración de empresas
Modelo CAPM
Mercado bursátil - América Latina
ANÁLISIS ECONÓMICO
MODELOS ECONOMÉTRICOS
Economic Analysis
Econometric models
- Rights
- License
- Acceso abierto
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2013-11-292015-11-30T20:39:42Z2013-11-292015-11-30T20:39:42Z1657-4206http://hdl.handle.net/10784/7825This paper assesses the existence of the size effect on the most important stock markets in Latin America (Argentina, Brazil, Chile, Colombia, Mexico and Peru) for the period between 2002 and 2012, using the cross-section contrast methodology of the size effect in the CAPM context -- Results show that there is reversed effect in some of the Latin American marketsEn este trabajo se evalúa la existencia del efecto tamaño en los mercados bursátiles más importantes de Latinoamérica (Argentina, Brasil, Chile, Colombia, México y Perú) para el periodo de 2002 a 2012, mediante la metodología de contrastes de sección cruzada del efecto tamaño en el contexto del CAPM -- Los resultados obtenidos revelan que existe un efecto invertido en algunos de los mercados de América Latinaapplication/pdfspaUniversidad EAFITEcos de Economía: A Latin American Journal of Applied Economics; Vol 17, No 37 (2013); 5-28http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2296http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2296instname:Universidad EAFITreponame:Repositorio Institucional Universidad EAFITEcos de Economía: A Latin American Journal of Applied Economics; Vol 17, No 37 (2013); 5-28D52G14G15Bolsa de valores - América LatinaValoración de empresasModelo CAPMMercado bursátil - América LatinaANÁLISIS ECONÓMICOMODELOS ECONOMÉTRICOSEconomic AnalysisEconometric modelsEvaluation of the Company Size Effect on Latin American Stock MarketsEvaluación del efecto tamaño de empresa en los mercados bursátiles de América Latinainfo:eu-repo/semantics/articlearticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Acceso abiertohttp://purl.org/coar/access_right/c_abf2Duarte Duarte, Juan Benjamín54e8e02e-3e28-4f4b-9747-5501599a467a-1Ramírez León, Zulay Yesenia71c21eef-0059-432a-a92f-d17ffc60fb0f-1Sierra Suárez, Katherine Julieth34db180a-d5f1-4c77-bbf5-0ffb08c6b11c-1Escuela de Estudios industriales y Empresariales, Universidad Industrial de SantanderUniversidad Industrial de SantanderUniversidad Industrial de SantanderEcos de Economía: A Latin American Journal of Applied Economics1737528ecos.econ.THUMBNAILminaitura-ecos_Mesa de trabajo 1.jpgminaitura-ecos_Mesa de trabajo 1.jpgimage/jpeg251248https://repository.eafit.edu.co/bitstreams/b083afd7-f30b-4679-9b4c-1fcc78103428/download9b15d674b076c1793a0bc25cebb1bcefMD51ORIGINALdocument (98).pdfdocument (98).pdfTexto completo PDFapplication/pdf396429https://repository.eafit.edu.co/bitstreams/52d45bea-176a-4803-bedf-8aa68a036ffd/download70b4591431cbf1a315dd364eb3e49858MD52articulo.htmlarticulo.htmlTexto completo HTMLtext/html377https://repository.eafit.edu.co/bitstreams/01004e7a-03fd-4b6a-b1ee-b8dfa1726a57/download00863c15bd1d1459b04824fe8a5d715dMD5310784/7825oai:repository.eafit.edu.co:10784/78252024-12-04 11:48:45.014open.accesshttps://repository.eafit.edu.coRepositorio Institucional Universidad EAFITrepositorio@eafit.edu.co |
dc.title.eng.fl_str_mv |
Evaluation of the Company Size Effect on Latin American Stock Markets |
dc.title.spa.fl_str_mv |
Evaluación del efecto tamaño de empresa en los mercados bursátiles de América Latina |
title |
Evaluation of the Company Size Effect on Latin American Stock Markets |
spellingShingle |
Evaluation of the Company Size Effect on Latin American Stock Markets D52 G14 G15 Bolsa de valores - América Latina Valoración de empresas Modelo CAPM Mercado bursátil - América Latina ANÁLISIS ECONÓMICO MODELOS ECONOMÉTRICOS Economic Analysis Econometric models |
title_short |
Evaluation of the Company Size Effect on Latin American Stock Markets |
title_full |
Evaluation of the Company Size Effect on Latin American Stock Markets |
title_fullStr |
Evaluation of the Company Size Effect on Latin American Stock Markets |
title_full_unstemmed |
Evaluation of the Company Size Effect on Latin American Stock Markets |
title_sort |
Evaluation of the Company Size Effect on Latin American Stock Markets |
dc.creator.fl_str_mv |
Duarte Duarte, Juan Benjamín Ramírez León, Zulay Yesenia Sierra Suárez, Katherine Julieth |
dc.contributor.author.spa.fl_str_mv |
Duarte Duarte, Juan Benjamín Ramírez León, Zulay Yesenia Sierra Suárez, Katherine Julieth |
dc.contributor.affiliation.spa.fl_str_mv |
Escuela de Estudios industriales y Empresariales, Universidad Industrial de Santander Universidad Industrial de Santander Universidad Industrial de Santander |
dc.subject.none.fl_str_mv |
D52 G14 G15 Bolsa de valores - América Latina Valoración de empresas Modelo CAPM Mercado bursátil - América Latina |
topic |
D52 G14 G15 Bolsa de valores - América Latina Valoración de empresas Modelo CAPM Mercado bursátil - América Latina ANÁLISIS ECONÓMICO MODELOS ECONOMÉTRICOS Economic Analysis Econometric models |
dc.subject.lemb.none.fl_str_mv |
ANÁLISIS ECONÓMICO MODELOS ECONOMÉTRICOS |
dc.subject.keyword.none.fl_str_mv |
Economic Analysis Econometric models |
description |
This paper assesses the existence of the size effect on the most important stock markets in Latin America (Argentina, Brazil, Chile, Colombia, Mexico and Peru) for the period between 2002 and 2012, using the cross-section contrast methodology of the size effect in the CAPM context -- Results show that there is reversed effect in some of the Latin American markets |
publishDate |
2013 |
dc.date.issued.none.fl_str_mv |
2013-11-29 |
dc.date.available.none.fl_str_mv |
2015-11-30T20:39:42Z |
dc.date.accessioned.none.fl_str_mv |
2015-11-30T20:39:42Z |
dc.date.none.fl_str_mv |
2013-11-29 |
dc.type.eng.fl_str_mv |
info:eu-repo/semantics/article article |
dc.type.coarversion.fl_str_mv |
http://purl.org/coar/version/c_970fb48d4fbd8a85 |
dc.type.coar.fl_str_mv |
http://purl.org/coar/resource_type/c_6501 http://purl.org/coar/resource_type/c_2df8fbb1 |
dc.type.local.spa.fl_str_mv |
Artículo |
dc.identifier.issn.none.fl_str_mv |
1657-4206 |
dc.identifier.uri.none.fl_str_mv |
http://hdl.handle.net/10784/7825 |
identifier_str_mv |
1657-4206 |
url |
http://hdl.handle.net/10784/7825 |
dc.language.iso.spa.fl_str_mv |
spa |
language |
spa |
dc.relation.ispartof.eng.fl_str_mv |
Ecos de Economía: A Latin American Journal of Applied Economics; Vol 17, No 37 (2013); 5-28 |
dc.relation.isversionof.none.fl_str_mv |
http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2296 |
dc.relation.uri.none.fl_str_mv |
http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2296 |
dc.rights.coar.fl_str_mv |
http://purl.org/coar/access_right/c_abf2 |
dc.rights.local.spa.fl_str_mv |
Acceso abierto |
rights_invalid_str_mv |
Acceso abierto http://purl.org/coar/access_right/c_abf2 |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.spa.fl_str_mv |
Universidad EAFIT |
dc.source.none.fl_str_mv |
instname:Universidad EAFIT reponame:Repositorio Institucional Universidad EAFIT |
dc.source.eng.fl_str_mv |
Ecos de Economía: A Latin American Journal of Applied Economics; Vol 17, No 37 (2013); 5-28 |
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Universidad EAFIT |
institution |
Universidad EAFIT |
reponame_str |
Repositorio Institucional Universidad EAFIT |
collection |
Repositorio Institucional Universidad EAFIT |
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