Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
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DOI: 10.32468/be.779
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- José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 23-27, December.
- José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 32(75), pages 23-27, December.
- José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," BORRADORES DE ECONOMIA 010977, BANCO DE LA REPÚBLICA.
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Citations
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Cited by:
- López Gaviria, José Ignacio, 2019.
"Predictibilidad del mercado accionario colombiano,"
Revista Lecturas de Economía, Universidad de Antioquia - CIE, issue 91, pages 117-150, July.
- Jose Ignacio Lopez, 2018. "Predictibilidad del Mercado Accionario Colombiano," Documentos CEDE 016086, Universidad de los Andes - CEDE.
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More about this item
Keywords
Estudio de eventos; Bolsa de valores; Comisionista de bolsa.;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-LAM-2013-09-13 (Central & South America)
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