• No se han encontrado resultados

Explaining the Time Series and Cross-Section Variations of Returns: The Mexican Stock Market-Edición Única

N/A
N/A
Protected

Academic year: 2017

Share "Explaining the Time Series and Cross-Section Variations of Returns: The Mexican Stock Market-Edición Única"

Copied!
1
0
0

Texto completo

Referencias

Documento similar

Exchange rate changes cannot affect stock returns in the Chinese financial market due to the implementation of a managed floating exchange rate policy, but foreign

In a recent survey Bel and Fageda (2007) question the research that uses cross section data in order to analyze the explanatory causes of local government

For larger particles (figure 13), the size dependence of the extinction cross section has some significant features (maxima and minima in Q ext ) that are smoothed out when

Results of the study indicate that (i) the Indian stock market reflects future real activity; (ii) the negative stock returns-inflation relation emerges from the unexpected

It is observed from the table that variation in stock market, oil and exchange rate are explained by themselves (99.76% to 99.96%), that is a little of the movement

The primary objective is to examine the impact of international stock markets and domestic macroeconomic variables on the Thai stock market price return, in the pre- and post-1997

In the present work, the 237 Np(n,f) cross section was studied at the EAR2 vertical beam-line at CERN’s n_TOF facility, over a wide range of neutron energies, from meV to MeV, using

The interplay of poverty and climate change from the perspective of environmental justice and international governance.. We propose that development not merely be thought of as