Influencia macroeconómica y contable en los rendimientos accionarios en México

En este estudio se presenta una revisión de la literatura de modelos factoriales, donde se integran variables macroeconómicas y contable-financieras en la determinación del rendimiento de las acciones de la Bolsa Mexicana de Valores. Se construye un modelo con técnicas de análisis de datos de panel, encontrando que las variables macroeconómicas son relevantes, no así las contable-financieras.

Rendimientos de mercado, Variables macroeconómicas, Modelo de Ohlson, Valor de relevancia, Datos de Panel

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