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Contrast of the fractal market hypothesis in the latin american stock markets
ArticleAbstract: The purpose of this research is to contrast the hypothesis of efficient markets with the hypothesisPalabras claves:Algorithm FD, Exponent of Hurst, Fractal marketsAutores:Karen A. Balladares, Sánchez-Granero M.A., Trinidad-Segovia J.E.Fuentes:scopusTesting the efficient market hypothesis in Latin American stock markets
ArticleAbstract: We propose a novel approach to study if Latin America Stock Markets are Efficient. This test is basePalabras claves:Efficient markets, Hurst exponent, Long memory, Statistical arbitrageAutores:Karen A. Balladares, Karen Balladares, Ramos-Requena J.P., Sánchez-Granero M.A., Trinidad-Segovia J.E.Fuentes:googlescopusStatistical arbitrage in emerging markets: A global test of efficiency
ArticleAbstract: In this paper, we use a statistical arbitrage method in different developed and emerging countries tPalabras claves:Co-movement, EFFICIENCY, Emerging markets, financial markets, Hurst exponent, Long memory, Pairs tradingAutores:Karen A. Balladares, Ramos-Requena J.P., Sánchez-Granero M.A., Trinidad-Segovia J.E.Fuentes:scopusNon-traditional exports from a historical perspective and the export structure of Ecuador, 1996-2017
ReviewAbstract:Palabras claves:Autores:Carlos Gabriel Parrales, Karen A. Balladares, Lenin Ernesto Chagerben Salinas, Werner Chagerben SalinasFuentes:scopus