Aké, Salvador Cruz; Ruiz, Reyna Susana García; … - In: Economía Mexicana NUEVA ÉPOCA XXII (2013) 4, Cierre de época (II), pp. 465-495
This paper develops two methodological approaches for calculating the float factor of the stock market index (IPC) of the Mexican stock market (BMV). The first one assumes that the free float factor is approximated by the normalization of the daily market rotation of each title, while the second...
