Rojas, Emilio; Kristjanpoller, Werner - In: Lecturas de Economía (2014) 81, pp. 91-113
This article builds upon and corrects traditional calendar anomalies in the main Latin American stock markets for the period between 1991 and 2013. It analyzes stock indexes from Argentina, Brazil, Chile, Colombia, Mexico and Peru. For the study, we use econometric models for the analysis of...