Since 2014
An analysis of herd behavior in Latin American stock markets
Ecos de Economía: A Latin American Journal of Applied Economics
View Archive Info| Field | Value | |
| Title |
An analysis of herd behavior in Latin American stock markets
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| Creator |
Duarte Duarte, Juan Benjamín
Garcés Carreño, Laura Daniela Sierra Suárez, Katherine Julieth |
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| Subject |
Herd Behavior; Latin America Stock Markets; Variation in Returns
C31; G14; G15 |
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| Description |
This research investigates whether the major stock markets in Latin America (Brazil, Mexico, Chile, Colombia, Peru and Argentina) exhibited herd behavior over the period January 2, 2002 to June 30, 2014, using the variation in the returns overall and by sector in the most representative stock market index in each country, using the model proposed by Christie y Huang (1995). The results do not reveal any herd behavior in the total market, or in the sectors of the markets examined in the study.
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| Publisher |
Universidad EAFIT
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| Contributor |
—
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| Date |
2016-06-22
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — — |
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| Format |
application/pdf
text/html |
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| Identifier |
http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/3556
10.17230/ecos.2016.42.1 |
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| Source |
Ecos de Economía: A Latin American Journal of Applied Economics; Vol 20, No 42 (2016); 4-18
Ecos de Economía: A Latin American Journal of Applied Economics; Vol 20, No 42 (2016); 4-18 2462-8107 1657-4206 |
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| Language |
eng
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| Relation |
http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/3556/pdf
http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/3556/html |
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| Rights |
Copyright (c) 2016 Juan Benjamín Duarte Duarte, Laura Daniela Garcés Carreño, Katherine Julieth Sierra Suárez
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