<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>2248-6046</journal-id>
<journal-title><![CDATA[Revista Finanzas y Política Económica]]></journal-title>
<abbrev-journal-title><![CDATA[Finanz. polit. econ.]]></abbrev-journal-title>
<issn>2248-6046</issn>
<publisher>
<publisher-name><![CDATA[Universidad Católica de Colombia]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S2248-60462024000200547</article-id>
<article-id pub-id-type="doi">10.14718/revfinanzpolitecon.v16.n2.2024.9</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Efectos financieros del covid-19 en los beneficios bursátiles de las emisoras integrantes del índice Dow Jones]]></article-title>
<article-title xml:lang="en"><![CDATA[Financial Effects of the Covid-19 Pandemic on Stock Prices of Dow Jones Index]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Valdés Medina]]></surname>
<given-names><![CDATA[Filiberto Enrique]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Saavedra García]]></surname>
<given-names><![CDATA[María Luisa]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad Autónoma del Estado de México  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<aff id="Af2">
<institution><![CDATA[,Universidad Nacional Autónoma de México  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>12</month>
<year>2024</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>12</month>
<year>2024</year>
</pub-date>
<volume>16</volume>
<numero>2</numero>
<fpage>547</fpage>
<lpage>573</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_arttext&amp;pid=S2248-60462024000200547&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_abstract&amp;pid=S2248-60462024000200547&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_pdf&amp;pid=S2248-60462024000200547&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen El objetivo fue analizar los efectos financieros producidos por la pandemia de covid-19 en las empresas que integran el índice Dow Jones Industrial Average (DJIA). Se realizó la aplicación de la técnica estudio de eventos a 30 entidades que conforman el DJIA, considerando el impacto financiero de las fechas de los comunicados de la Organización Mundial de la Salud (OMS) en los rendimientos accionarios. Los resultados del análisis prueban la existencia de evidencia favorable con relación a la eficiencia de mercado del DJIA. Además, se pudo demostrar que los beneficios bursátiles de las organizaciones que integran el sector tecnología tienen un rendimiento positivo ante los informes sobre crisis sanitarias difundidos por la OMS.  Códigos JEL: G14, G41, 115.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract The aim of this article was to analyze the financial impact produced of the COVD-19 Pandemic on the companies included in the Dow Jones Industrial Average (DJIA) index. The Event Study technique was applied to 30 entities comprising the DJIA, considering the financial impact of the dates of the World Health Organization (WHO) announcements on stock returns. The results of the analysis demonstrate the existence of favorable evidence regarding the market efficiency of the DJIA. Additionally, it was shown that the stock market returns of the organizations that make up the technology sector have a positive performance in light of reports on health crises disseminated by the WHO.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[Dow Jones]]></kwd>
<kwd lng="es"><![CDATA[covid-19]]></kwd>
<kwd lng="es"><![CDATA[mercado eficiente]]></kwd>
<kwd lng="es"><![CDATA[estudio de eventos]]></kwd>
<kwd lng="en"><![CDATA[Dow Jones]]></kwd>
<kwd lng="en"><![CDATA[Covid-19]]></kwd>
<kwd lng="en"><![CDATA[efficient market]]></kwd>
<kwd lng="en"><![CDATA[event study methodology]]></kwd>
</kwd-group>
</article-meta>
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