Evaluation of the Company Size Effect on Latin American Stock Markets

This paper assesses the existence of the size effect on the most important stock markets in Latin America (Argentina, Brazil, Chile, Colombia, Mexico and Peru) for the period between 2002 and 2012, using the cross-section contrast methodology of the size effect in the CAPM context. Results show that...

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Bibliographic Details
Main Authors: Juan Benjamín Duarte Duarte, Zulay Yesenia Ramírez León, Katherine Julieth Sierra Suárez
Format: Article
Language:English
Published: Universidad EAFIT 2013-11-01
Series:Ecos de Economía
Subjects:
Online Access:http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2296