Can I read The Efficiency Of The Mexican Stock Market on EtoBox?

The Efficiency Of The Mexican Stock Market by Miguel Hakim is a book available to read on EtoBox.

What is The Efficiency Of The Mexican Stock Market about?

I. Introduction -- Ii. Market Structure -- A. The Stock Exchange As Part Of The Financial System -- B. History Of The Stock Exchange -- C. Type Of Orders -- D. Order Sizes And Ticks (price Intervals) -- E. Types Of Transactions -- F. The Trading Floor -- G. System Of Prices Set By The Exchange -- H. Commissions -- I. Size Of The Market -- J. Some Descriptive Statistics On The Market -- Iii. The Behavior Of Stock Market Returns -- A. Data -- B. Indexes And Portfolios -- C. Distribution Of Stock Market Returns -- D. The Effects Of Diversification -- E. Extended Diversification -- Iv. The Efficiency Of The Mexican Stock Market -- A. Serial Correlation Tests On Returns -- 1. Weekly Returns -- 2. Monthly Returns -- 3. Monthly Real Returns -- B. Estimating Stock And Portfolio Risk -- 1. The Market Model -- 2. The Capital Asset Pricing Model (c.a.p.m) -- C. Risk Measurement When Shares Are Subject To Infrequent Trading -- 1. Scholes And William Beta -- 2. Dimson's Corrected Beta -- D. A Comparison Of Betas -- E. Stability Of Betas Over Time -- F. Serial Correlation Test On Excess Returns [r-e(r)] -- G. Filter Rules -- V. Conclusions. Miguel Hakim. Originally Published As The Author's Thes

Author

Miguel Hakim

Publisher

Dissertations-g

Published

1992

Language

EN

ISBN

9780815306283

Subjects

Economics, Finance, Business