Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno
Download full text from publisher
References listed on IDEAS
- Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-465, June.
- Roll, Richard & Ross, Stephen A, 1980. " An Empirical Investigation of the Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 35(5), pages 1073-1103, December.
- Fama, Eugene F, 1991. " Efficient Capital Markets: II," Journal of Finance, American Finance Association, vol. 46(5), pages 1575-1617, December.
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Juan Benjamín Duarte Duarte & Zulay Yesenia Ramírez León & Katherine Julieth Sierra Suárez, 2013. "Evaluación del efecto tamaño de empresa en los mercados bursátiles de América Latina," REVISTA ECOS DE ECONOMÍA, UNIVERSIDAD EAFIT, December.
More about this item
KeywordsChile; bolsa; acciones; corte transversal; retorno; riesgo;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-02-08 (All new papers)
- NEP-CFN-2004-02-08 (Corporate Finance)
- NEP-FMK-2004-02-08 (Financial Markets)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpfi:0402002. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA). General contact details of provider: http://econwpa.repec.org .