Audiences and market returns
Fil: Yedro, Jorge Damián. Universidad de San Andrés. Departamento de Economía; Argentina.
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| Formato: | Tesis Tesis de grado updatedVersion |
| Lenguaje: | Inglés |
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Universidad de San Andrés. Departamento de Economía
2017
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| Acceso en línea: | http://hdl.handle.net/10908/12089 http://hdl.handle.net/10908/12089 |
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I37-R143-10908-120892022-11-30T20:38:50Z Audiences and market returns Yedro, Jorge Damián Tommasi, Mariano Stock exchanges -- Argentina -- Buenos Aires -- Econometric models. Investments -- Argentina -- Buenos Aires -- Econometric models. Bolsa de valores -- Argentina -- Buenos Aires -- Modelos econométricos. Inversiones -- Argentina -- Buenos Aires -- Modelos econométricos. Fil: Yedro, Jorge Damián. Universidad de San Andrés. Departamento de Economía; Argentina. In this paper we study the relationship between abnormal market returns of publicly traded companies in the Buenos Aires Stock Exchange and audiences held between the companies and officials of the National Executive Power. Audiences might provide relevant information to financial agents or can reflect that an external event is taking place. We detect a robust correlation between audiences held with some ministries and abnormal returns, mainly before the audiences take place. From a financial standpoint of view, this result indicates the presence of efficient markets, at least to some degree. Given that we do not find robust abnormal returns after audiences, these meetings are probably not a relevant policymaking arena. 2017-05-09T16:38:54Z 2017-05-09T16:38:54Z 2016-05-31 Tesis info:eu-repo/semantics/bachelorThesis info:ar-repo/semantics/tesis de grado info:eu-repo/semantics/updatedVersion T.L. Eco. 683 http://hdl.handle.net/10908/12089 http://hdl.handle.net/10908/12089 eng info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf Universidad de San Andrés. Departamento de Economía |
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Universidad de San Andrés |
| institution_str |
I-37 |
| repository_str |
R-143 |
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Repositorio Digital - Universidad de San Andrés (UdeSa) |
| language |
Inglés |
| topic |
Stock exchanges -- Argentina -- Buenos Aires -- Econometric models. Investments -- Argentina -- Buenos Aires -- Econometric models. Bolsa de valores -- Argentina -- Buenos Aires -- Modelos econométricos. Inversiones -- Argentina -- Buenos Aires -- Modelos econométricos. |
| spellingShingle |
Stock exchanges -- Argentina -- Buenos Aires -- Econometric models. Investments -- Argentina -- Buenos Aires -- Econometric models. Bolsa de valores -- Argentina -- Buenos Aires -- Modelos econométricos. Inversiones -- Argentina -- Buenos Aires -- Modelos econométricos. Yedro, Jorge Damián Audiences and market returns |
| topic_facet |
Stock exchanges -- Argentina -- Buenos Aires -- Econometric models. Investments -- Argentina -- Buenos Aires -- Econometric models. Bolsa de valores -- Argentina -- Buenos Aires -- Modelos econométricos. Inversiones -- Argentina -- Buenos Aires -- Modelos econométricos. |
| description |
Fil: Yedro, Jorge Damián. Universidad de San Andrés. Departamento de Economía; Argentina. |
| author2 |
Tommasi, Mariano |
| author_facet |
Tommasi, Mariano Yedro, Jorge Damián |
| format |
Tesis Tesis de grado Tesis de grado updatedVersion |
| author |
Yedro, Jorge Damián |
| author_sort |
Yedro, Jorge Damián |
| title |
Audiences and market returns |
| title_short |
Audiences and market returns |
| title_full |
Audiences and market returns |
| title_fullStr |
Audiences and market returns |
| title_full_unstemmed |
Audiences and market returns |
| title_sort |
audiences and market returns |
| publisher |
Universidad de San Andrés. Departamento de Economía |
| publishDate |
2017 |
| url |
http://hdl.handle.net/10908/12089 http://hdl.handle.net/10908/12089 |
| work_keys_str_mv |
AT yedrojorgedamian audiencesandmarketreturns |
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1775145613646626816 |