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Modelo multifactorial para pronosticar el rendimiento de las acciones en el mercado mexicano de valores

Author

Listed:
  • José de Jesús Edmundo Almazán Barquet

    (Tecnológico de Monterrey)

  • Humberto Valencia Herrera

    (Tecnológico de Monterrey)

Abstract

Many models have been developed in all the countries to find the reasons why the stocks in the markets increase or decrease in price. The objective is to find the correct variables, both macroeconomic and microeconomic, that influence the stock prices in Mexico. Three periods are analyzed: during 2006 to 2013, before the 2008-2009 crisis, during the crisis and after the crisis and we found that during these periods, the variables that influence the prices change

Suggested Citation

  • José de Jesús Edmundo Almazán Barquet & Humberto Valencia Herrera, 2014. "Modelo multifactorial para pronosticar el rendimiento de las acciones en el mercado mexicano de valores," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 8(1), pages 79-98.
    • Handle: RePEc:ega:rafega:201405
    as

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    File URL: http://alejandria.ccm.itesm.mx/egap/documentos/2014V8A5Almazan-Valencia.pdf
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    References listed on IDEAS

    as
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    More about this item

    Keywords

    mercado de valores; México; multifactorial;
    All these keywords.

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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