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Asymmetric information and daily stock prices in Brazil

This paper has the goal of analyzing the association between asymmetric information, measured by Corwin-Schultz bid ask spread estimator, and stock prices in the Brazilian stock market. Daily data from 64 corporations over a period of 10 years were examined using the Johansen-Fisher panel cointegrat...

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Detalhes bibliográficos
Publicado no:Estudios Gerenciales
Main Authors: Denis Ichimura, Raphael Videira, Alexandre Ripamonti
Formato: Artigo
Idioma:Inglês
Publicado em: Universidad ICESI 2020
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Acesso em linha:https://www.redalyc.org/articulo.oa?id=21265891009
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