Showing 1 - 10 of 24,885
Persistent link: https://www.econbiz.de/10003624617
Persistent link: https://www.econbiz.de/10001435648
Persistent link: https://www.econbiz.de/10001545841
Persistent link: https://www.econbiz.de/10001247527
Mexico, placing special focus on announcements related to the third QE program and the taper tantrum episode. A novel dataset …
Persistent link: https://www.econbiz.de/10011610183
Persistent link: https://www.econbiz.de/10012177748
Persistent link: https://www.econbiz.de/10011338238
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
Persistent link: https://www.econbiz.de/10003763786
monetary policy announcements in Mexico and the US. Once the surprise component of the announcements is considered, our results …
Persistent link: https://www.econbiz.de/10008771314