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Roberto Ortiz

1 paper hereh-index 218 citations5 works total

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  • first author1

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  • q-fin.TR1

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most citedOn the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.TR2015★ 1 cited

On the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects

Roberto Ortiz, Mauricio Contreras, Marcelo Villena

In this article, the long-term behavior of the stock market index of the New York Stock Exchange is studied, for the period 1950 to 2013. Specifically, the CRSP Value-Weighted and…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.