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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| Yayımlandı: | Estudios Gerenciales |
|---|---|
| Asıl Yazarlar: | , , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Universidad ICESI
2020
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| Konular: | |
| Online Erişim: | https://www.redalyc.org/articulo.oa?id=21265891009 https://www.redalyc.org/journal/212/21265891009/ https://www.redalyc.org/journal/212/21265891009/html/ https://www.redalyc.org/journal/212/21265891009/21265891009.epub https://www.redalyc.org/journal/212/21265891009/movil |
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