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What explains the returns in the mexican stock market

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Figure

Figure 1 shows the IPC performance during the last five years. Figure 2 presents the market capitalization valué in billions of dollars (U.S.) from the same period.
TABLE 3- continued PANEL B Four-Factor Model BH BM BL SH SM SL MO1 MO3 EX1 EX3 a 0.001 0.230.006 1.740.0072.180.0102.210.0010.110.0030.890.005 1.64-0.007-1.930.0102.350.004 0.96 Mkt 1.021 18.90 0.97423.200.88220.020.88415.160.969 13.821.02320.200.91524.631
TABLE 3- continued PANEL C Five-Factor Model BH BM BL SH SM SL MO1 MO3 EX1 EX3 a 0.000 -0.010.006 1.720.0071.920.0092.030.0000.050.0030.670.000-0.060.000-0.060.0071.670.007 1.52 Mkt 1.033 18.700.97222.530.89119.760.89114.860.97313.491.033 19.900.97440.870.
TABLE 3- continued PANEL D
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