Market efficiency and Exdividend period: Tax and microstructural effects for the colombian case

Santiago Murillo, Elizabeth Arroyave, Nini Marín

Resultado de la investigación: Contribución a una revistaArtículoInvestigaciónrevisión exhaustiva

Resumen

© 2017. Financial efficiency theory postulates that rational investors act in a stock market using all available information at a time, in particular, asymmetries in information. This research seeks to determine if there is an improvement of Market Efficiency in Colombia's Stock Exchange due to the implementation of resolution 296/12 of the Financial Superintendence of Colombia, which decreased the ExDividend Period, by calculating and analyzing ExDividend Performance.
Idioma originalInglés estadounidense
PublicaciónEspacios
EstadoPublicada - 1 ene 2017

Huella dactilar

Taxation
Tax
Market efficiency
Colombia
Financial markets
Financial efficiency
Investors
Stock exchange
Stock market
Asymmetry

Citar esto

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abstract = "{\circledC} 2017. Financial efficiency theory postulates that rational investors act in a stock market using all available information at a time, in particular, asymmetries in information. This research seeks to determine if there is an improvement of Market Efficiency in Colombia's Stock Exchange due to the implementation of resolution 296/12 of the Financial Superintendence of Colombia, which decreased the ExDividend Period, by calculating and analyzing ExDividend Performance.",
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Market efficiency and Exdividend period: Tax and microstructural effects for the colombian case. / Murillo, Santiago; Arroyave, Elizabeth; Marín, Nini.

En: Espacios, 01.01.2017.

Resultado de la investigación: Contribución a una revistaArtículoInvestigaciónrevisión exhaustiva

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AB - © 2017. Financial efficiency theory postulates that rational investors act in a stock market using all available information at a time, in particular, asymmetries in information. This research seeks to determine if there is an improvement of Market Efficiency in Colombia's Stock Exchange due to the implementation of resolution 296/12 of the Financial Superintendence of Colombia, which decreased the ExDividend Period, by calculating and analyzing ExDividend Performance.

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