Showing 1 - 3 of 3
"Leading authorities contribute papers on a wide variety of topics related to recent developments in the country's financial system. Topics include integration with the new global markets, effects of financial reform on the macroeconomy, deregulation, and reforms in the country's stock...
Persistent link: https://www.econbiz.de/10000922083
Persistent link: https://www.econbiz.de/10001859795
The objective of this work is to test the overreaction hypothesis in the Mexican Stock Market for the period of 2002-2015, using monthly data and applying the Cumulative Average Residuals (CAR) methodology via the CAPM model and the three-factor model proposed by Fama and French. The CAR model...
Persistent link: https://www.econbiz.de/10013223769