THE APPLICATION OF THE FAMA AND FRENCH MODEL IN THE GUAYAQUIL STOCK EXCHANGE
Our main focus is to apply the Three Factor Asset Pricing Model of Fama and French in the Ecuadorian Market. The Fama and French model uses size, book to market ratio, and market risk to explain the returns of the stock. We selected fifteen years of monthly stock price data from thirty nine companie...
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| Hovedforfatter: | |
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| Format: | bachelorThesis |
| Sprog: | spa |
| Udgivet: |
2017
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| Fag: | |
| Online adgang: | http://repositorio.uees.edu.ec/123456789/1780 |
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