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

DOI10.1080/07362994.2022.2164508OpenAlexW4316661742MaRDI QIDQ6131963FDOQ6131963

M. Stehlík, Luboš Střelec, Jozef Kiselak, Felix Fuders, Author name not available (Why is that?), Author name not available (Why is that?)

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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