Do psychological barriers exist in Latin American stock markets?

We examine for the first time the major stock markets of eight Latin American countries for indication of psychological barriers at round numbers. We test for uniformity in the trailing digits of the indices and use regression and GARCH analysis to assess the differential impact of being above or be...

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Detalhes bibliográficos
Autor principal: Júlio Lobão (author)
Outros Autores: Natércia Fortuna (author), Franklin Silva (author)
Formato: article
Idioma:eng
Publicado em: 2020
Assuntos:
Texto completo:https://hdl.handle.net/10216/129387
País:Portugal
Oai:oai:repositorio-aberto.up.pt:10216/129387