Efectos de la Negociación Asincrónica en el Mercado de Acciones de México

Nicolás Chávez Monroy () and Alejandro Segundo Valdés ()
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Nicolás Chávez Monroy: Tecnológico de Monterrey
Alejandro Segundo Valdés: Universidad Autónoma Metropolitana

Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), 2009, vol. 3, issue 2, 25-39

Abstract: This study presents an empirical research on asynchronous negotiation between equal-weighted portfolios. It uses daily information on the Mexican Stock Exchange and it shows that there is some degree of short-term prediction on the yields of the portfolio after analyzing the autocorrelation and cross correlation between them

Keywords: negociación asincrónica; rendimiento; autocorrelación; correlación cruzada (search for similar items in EconPapers)
JEL-codes: G14 N26 (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:ega:rafega:200908

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