Volatility of financial assets in industrial sector companies listed on the Quito Stock Exchange

Author:

Cortez AnitaORCID,Lanchimba BlancaORCID,Caicedo FranciscoORCID

Abstract

The study aimed to analyze the volatility of financial assets of companies in the industrial sector listed on the Quito Stock Exchange. An econometric model was used to determine the causes of price variation that affect the returns on variable income financial assets according to a quantitative-correlational strategy. Of the five companies taken as a sample, it was evident that most have a positive beta coefficient of less than 1. This result conveyed that asset fluctuations are below market demand, and they conceive behavior dependent on it. The study concluded that volatility has not shown notable fluctuations in the Ecuadorian stock market due to the minimal movements generated in the negotiations on the Quito Stock Exchange.

Publisher

AutanaBooks S.A.S

Reference15 articles.

1. D. Botero Guzman and J. A. Díaz Contreras, “Análisis de la relación rentabilidad-riesgo en el mercado accionario internacional para un mundo parcialmente integrado,” Ensayos Econ., vol. 27, no. 51, pp. 109–124, Octubre 2017.

2. J. I. Lovato Saltos, “Propuesta de reformas al mercado de valores ecuatoriano,” Iuris Dictio, vol. 13, no. 15, pp. 221–245, Junio 2013.

3. F. J. Fabozzi, F. Modigliani, and M. G. Ferri, Mercados e instituciones financieras, Mexico: Pearson Educación, 1996.

4. M. Córdova, (PDF) Gestión financiera, Bogota: ECOE, 2012.

5. E. Montenegro, F. Tinajero, and I. Pacheco, “Estimación del riesgo de acciones a través de un modelo financiero y de modelos de heteroscedasticidad condicional autorregresiva,” UTCiencia, vol. 1, no. 2, pp. 61–71, Jun. 2014, Accessed: Julio 2020.

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3