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Estructuras no lineales en mercados eficientes: el caso IBEX-35

In: Economía: Teoría y Métodos

Author

Listed:
  • Coronado-Ramírez, Semei L.

    (Universidad de Guadalajara)

  • Porras-Serrano, Jesús

    (Instituto Politécnico Nacional)

  • Venegas-Martínez, Francisco

    (Instituto Politécnico Nacional)

Abstract

Desde el estudio pionero de Fama (1970) que trata el concepto de mercado de capitales eficientes, comúnmente conocido como hipótesis de mercados eficientes, lo cual significa que los precios expresan completamente toda la información disponible en el mercado, por lo tanto, no pueden existir retornos distorsionados. En el estudio de Aragonés y Mascareña (1994, p. 1) cita el trabajo de Roberts (1970), quien definió a los mercados de acuerdo al flujo de información: En su forma débil, semi fuerte y fuerte

Suggested Citation

  • Coronado-Ramírez, Semei L. & Porras-Serrano, Jesús & Venegas-Martínez, Francisco, 2011. "Estructuras no lineales en mercados eficientes: el caso IBEX-35," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Perrotini-Hernández, Ignacio (ed.), Economía: Teoría y Métodos, volume 1, chapter 8, pages 116-129, Escuela Superior de Economía, Instituto Politécnico Nacional.
    • Handle: RePEc:ipn:capitu:075
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