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¿Han sido los mercados bursátiles eficientes informacionalmente?

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  • Juan Benjamín Duarte Duarte

    ()

  • Juan Manuel Mascareñas Pérez-Iñigo

    ()

Abstract

En el presente trabajo se estudia la contrastación de la eficiencia demercados bursátiles en los últimos quince años, para ello se acude a la revisión de artículos de la base de datos ScienceDirect caracterizando los resultados de forma porcentual. Se encuentra que el 60 % de los trabajos rechaza la eficiencia del mercado, el 35 % presenta evidencia de eficiencia, y el 5 % restante verifica una mejora progresiva de la eficiencia debida a reformas económicas, mayor velocidad en el flujo de información y el lanzamiento de nuevos productos financieros.

Suggested Citation

  • Juan Benjamín Duarte Duarte & Juan Manuel Mascareñas Pérez-Iñigo, 2014. "¿Han sido los mercados bursátiles eficientes informacionalmente?," REVISTA APUNTES DEL CENES, UNIVERSIDAD PEDAGOGICA Y TECNOLOGICA DE COLOMBIA, June.
  • Handle: RePEc:col:000152:013045
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    References listed on IDEAS

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    Keywords

    hipótesis del mercado eficiente; mercados financieros.;

    JEL classification:

    • D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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