A Proposal to Make the Float Factor of the Mexican Stock Market Index more Efficient: A Mean Reversion Model for Relative Flotation
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Keywordscapital markets; stock market indices; models with mean reversion.;
- H54 - Public Economics - - National Government Expenditures and Related Policies - - - Infrastructures
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
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