stock yield in Shenzhen, China: The search of best prediction model
This paper focuses on the analysis of forecasting models of financial returns. Particularly, the Capm Model, Reward Beta Model and the Three-factors Model of Fama & French are studied. Through this analysis, the aim is to determine what Model explains better the outcomes of the returns o...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad de Colima
2010-05-01
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| Series: | Portes: Revista mexicana de estudios sobre la Cuenca del Pacífico |
| Subjects: | |
| Online Access: | http://revistasacademicas.ucol.mx/index.php/portes/article/view/274 |