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This paper analyses the herding behaviour among exchanges around the expiration of bitcoin futures traded on the Chicago Mercantile Exchange (CME). The database extends from December 2017 to October 2020, taking as a reference the main exchanges that trade bitcoin (Binance, Bitfinex, Bitstamp,...
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En el presente artículo se realiza un análisis del efecto momentum en la Bolsa Mexicana de Valores. Inicialmente se presenta pruebas acerca de la existencia del citado efecto durante el periodo 1993-2006 y se muestra que las rentabilidades obtenidas por las diferentes estrategias no parecen...
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