Artikel
Estudio del efecto tamaño en el mercado bursátil colombiano
En el presente artículo se analiza la rentabilidad histórica de las empresas que cotizan en la bolsa de valores de Colombia, desde enero de 2004 hasta junio de 2012, con el fin de determinar la posible presencia de una prima de riesgo en las empresas de menor tamaño con relación a las de mayor tamaño. Dicha prima se conoce como Efecto Tamaño y se ha encontrado que sigue siendo significativa después de ajustar los datos al riesgo por el modelo de valoración de activos (Capital Asset Pricing Model, CAPM). Los resultados obtenidos en el presente trabajo para el mercado de valores de Colombia no muestran la presencia de una prima de riesgo adicional debida al tamaño de las empresas, rechazando tanto el efecto tamaño como el efecto invertido.
- Sprache
-
Spanisch
- Erschienen in
-
Journal: Journal of Economics, Finance and Administrative Science ; ISSN: 2218-0648 ; Volume: 18 ; Year: 2013 ; Issue: Special Issue ; Pages: 23-27 ; Barcelona: Elsevier España
- Klassifikation
-
Wirtschaft
Information and Market Efficiency; Event Studies; Insider Trading
- Thema
-
Efecto tamaño
Modelo de valoración de activos
Anomalía del mercado financiero
Size Effect
Capital Asset Pricing Model
Capital Market Anomaly
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Duarte Duarte, Juan Benjamín
Ramírez León, Zulay Yesenia
Mascareñas Pérez-Íñigo, Juan
- Ereignis
-
Veröffentlichung
- (wer)
-
Elsevier España
- (wo)
-
Barcelona
- (wann)
-
2013
- DOI
-
doi:10.1016/S2077-1886(13)70027-1
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Duarte Duarte, Juan Benjamín
- Ramírez León, Zulay Yesenia
- Mascareñas Pérez-Íñigo, Juan
- Elsevier España
Entstanden
- 2013
Ähnliche Objekte (12)
Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente: caso colombiano 1999–2007
Oferta pública inicial y underpricing en el mercado de capitales mexicano
The poetry of intriguing ideas, logical arguments and rigorous methods in management
Effects of fiscal deficit and money M2 supply on inflation: Evidence from selected economies of Asia
Who responds more to monetary policy, conventional banks or participation banks?
“Where do you want to take your family firm?” : A theoretical and empirical exploratory study of family business goals
Growth and structure of authorship and co-authorship network in the strategic management realm: Evidence from the Strategic Management Journal
The impact of risk and mobility in dualistic models: Migration under random shocks
Spatial equilibrium, market integration and price exogeneity in dry fish marketing in Nigeria: A vector auto-regressive (VAR) approach
Cheat to win: How to hack tournament theory
The readability of international illustration of auditor's report: An advanced reflection on the compromise between normative principles and linguistic requirements
Aid allocation, selectivity, and the quality of governance
Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente: caso colombiano 1999–2007
Oferta pública inicial y underpricing en el mercado de capitales mexicano
The poetry of intriguing ideas, logical arguments and rigorous methods in management
Effects of fiscal deficit and money M2 supply on inflation: Evidence from selected economies of Asia
Who responds more to monetary policy, conventional banks or participation banks?
“Where do you want to take your family firm?” : A theoretical and empirical exploratory study of family business goals
Growth and structure of authorship and co-authorship network in the strategic management realm: Evidence from the Strategic Management Journal
The impact of risk and mobility in dualistic models: Migration under random shocks
Spatial equilibrium, market integration and price exogeneity in dry fish marketing in Nigeria: A vector auto-regressive (VAR) approach
Cheat to win: How to hack tournament theory
The readability of international illustration of auditor's report: An advanced reflection on the compromise between normative principles and linguistic requirements
Aid allocation, selectivity, and the quality of governance
Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente: caso colombiano 1999–2007
Oferta pública inicial y underpricing en el mercado de capitales mexicano
The poetry of intriguing ideas, logical arguments and rigorous methods in management
Effects of fiscal deficit and money M2 supply on inflation: Evidence from selected economies of Asia
Who responds more to monetary policy, conventional banks or participation banks?
“Where do you want to take your family firm?” : A theoretical and empirical exploratory study of family business goals
Growth and structure of authorship and co-authorship network in the strategic management realm: Evidence from the Strategic Management Journal
The impact of risk and mobility in dualistic models: Migration under random shocks
Spatial equilibrium, market integration and price exogeneity in dry fish marketing in Nigeria: A vector auto-regressive (VAR) approach
Cheat to win: How to hack tournament theory
The readability of international illustration of auditor's report: An advanced reflection on the compromise between normative principles and linguistic requirements