Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019

DOI10.1080/07362994.2022.2164508OpenAlexW4316661742MaRDI QIDQ6131963

Milan Stehlík, Luboš Střelec, Jozef Kisel'ák, Felix Fuders, Unnamed Author, Unnamed Author

Publication date: 18 April 2024

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2022.2164508

zbMATH Keywords

event studies stock market data Chilean capital markets cumulative abnormal returns stochastic model of interest rate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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