Econometric modeling of time series bid-ask (Spread) for a sample of chilean companies

Resultado de la investigación: Capítulo del libro/informe/acta de congresoContribución a la conferenciarevisión exhaustiva

Resumen

The financial literature associated with capital markets, provide a significant relationship between bid-ask and the degree of disclosure given by companies to the capital market and the bid-ask measured by the spread, this has become accepted a measure of information asymmetries. This research is concerned with the behavior of the stock intraday spread and the factors that can affect it. To carry out the study an empirical analysis of a Chilean companies representing 38% of the total market capitalization of the IPSA is used. The results provide that only the factors, quantity supplied and the broker involved in it, are relevant in explaining the bid-ask (spread).

Idioma originalInglés
Título de la publicación alojadaAdvances in Human Factors, Business Management and Leadership - Proceedings of the AHFE 2017 International Conferences on Human Factors in Management and Leadership, and Business Management and Society
EditoresTibor Barath, Jussi Ilari Kantola, Salman Nazir
EditorialSpringer Verlag
Páginas241-246
Número de páginas6
ISBN (versión impresa)9783319603711
DOI
EstadoPublicada - 1 ene 2018
EventoAHFE 2017 International Conferences on Human Factors in Management and Leadership, and Business Management and Society, 2017 - Los Angeles, Estados Unidos
Duración: 17 jul 201721 jul 2017

Serie de la publicación

NombreAdvances in Intelligent Systems and Computing
Volumen594
ISSN (versión impresa)2194-5357

Conferencia

ConferenciaAHFE 2017 International Conferences on Human Factors in Management and Leadership, and Business Management and Society, 2017
PaísEstados Unidos
CiudadLos Angeles
Período17/07/1721/07/17

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