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Análisis del Comportamiento Manada en los sectores bursátiles de América Latina

Author

Listed:
  • Juan Benjamín Duarte Duarte
  • Laura Daniela Garcés Carreño
  • Katherine Julieth Sierra Suárez

Abstract

El objetivo de este artículo es investigar la existencia de efecto manada en los principales mercados bursátiles de América Latina (Brasil, México, Chile, Colombia, Perú y Argentina), para el periodo comprendido entre el 2 de enero de 2002 y el 30 de junio de 2014, tomando como variable de estudio la dispersión de los retornos del índice más representativo de cada país y de los sectores que lo componen, utilizando el modelo propuesto por Christie y Huang (1995). Los resultados obtenidos no revelan presencia alguna de efecto manada en el total de los mercados ni en los sectores que los conforman.

Suggested Citation

  • Juan Benjamín Duarte Duarte & Laura Daniela Garcés Carreño & Katherine Julieth Sierra Suárez, 2016. "Análisis del Comportamiento Manada en los sectores bursátiles de América Latina," Revista Ecos de Economía, Universidad EAFIT, vol. 20(42), pages 4-18, June.
    • Handle: RePEc:col:000442:014940
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    File URL: http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/3556
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    More about this item

    Keywords

    Efecto Manada; Mercados latinoamericanos; Dispersión de los retornos;
    All these keywords.

    JEL classification:

    • C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
    • 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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