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Información tecnológica

versão On-line ISSN 0718-0764

Resumo

ALONSO, Aldo H; LEGATO, Ana M  e  VALETUTTO, Mariano. Information and Volatility in Financial Markets. Inf. tecnol. [online]. 2006, vol.17, n.5, pp.75-82. ISSN 0718-0764.  http://dx.doi.org/10.4067/S0718-07642006000500012.

This study analyzes the relevance of the informational process linking enterprises with financial , and particularly with capital, markets. Empirical evidence is also presented which was gathered in the Argentinean market on the impact of specific factors on enterprises in relation to discretionary information revealed to the market, as well the impact on the behavior of quotations. Based on the application of an index which measures the level of discretionary information that enterprises provide the market, and by correlation and regression analyses, additional support is obtained for  direct relations among particular characteristics of the enterprises and the levels of information which they provide.  The results show that there is an inverse relation between information revealed and the specific volatility  of  company shares in the Argentinean market .

Palavras-chave : volatility; discretionary information; financial markets; disclosure index.

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