Essays about: "Irais Perez Duran"

Found 1 essay containing the words Irais Perez Duran.

  1. 1. The day-of-the-week effect on stock returns and volatility: The case of Latin America

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Irais Perez Duran; [2010]
    Keywords : Day-of-the-week effect; Emerging markets; GARCH; EGARCH; APARCH; Business and Economics;

    Abstract : It has been found that the behavior of stock markets follow patterns that are not necessarily consistent with the Efficient Market Hypothesis. Anomalies have been classified into different groups of which calendar anomalies such as the day-of-the-week effect has been under study for many years. READ MORE