{"id":19004,"date":"2018-03-09T09:07:50","date_gmt":"2018-03-09T09:07:50","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/el-modelo-capm-sus-anomala%c2%adas-y-autocorrelacion-en-la-bolsa-de-madrid-un-estudio-empa%c2%adrico\/"},"modified":"2018-03-09T09:07:50","modified_gmt":"2018-03-09T09:07:50","slug":"el-modelo-capm-sus-anomala%c2%adas-y-autocorrelacion-en-la-bolsa-de-madrid-un-estudio-empa%c2%adrico","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/el-modelo-capm-sus-anomala%c2%adas-y-autocorrelacion-en-la-bolsa-de-madrid-un-estudio-empa%c2%adrico\/","title":{"rendered":"El modelo capm, sus anomal\u00edas y autocorrelaci\u00f3n en la bolsa de Madrid: un estudio emp\u00edrico"},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Pe\u00f1a Fariza JavierDe <\/strong><\/h2>\n<p>Cap\u00edtulo 1,- estudio de la validez del capm est\u00e1ndar en el mercado continuo de la bolsa de Madrid durante le per\u00edodo 1988-2000: se rechaza la validez del mdoelo.  cap\u00edtulo 2,- estudio de las anomal\u00edas del tama\u00f1o, el per y el cociente valor de mercado-valor contable para el mismo per\u00edodo: hay efecto per, pero no hay evidencia de las otras anomal\u00edas.  cap\u00edtulo 3,- contrastaci\u00f3n del modelo del paseo aleatorio para el igbm y el ibex 35 mediante cocientes de varianzas y contrastes de integraci\u00f3n fraccional.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>El modelo capm, sus anomal\u00edas y autocorrelaci\u00f3n en la bolsa de Madrid: un estudio emp\u00edrico<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 El modelo capm, sus anomal\u00edas y autocorrelaci\u00f3n en la bolsa de Madrid: un estudio emp\u00edrico <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Pe\u00f1a Fariza JavierDe <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Navarra<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 17\/09\/2002<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li> Gil Ala\u00f1a Luis A.<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: fernando G\u00f3mez-bezares pascual <\/li>\n<li>Francisco Javier Fernandez navas (vocal)<\/li>\n<li>Miguel angel Tapia torres (vocal)<\/li>\n<li> Campa fern\u00e1ndez Jos\u00e9 Manuel (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Pe\u00f1a Fariza JavierDe Cap\u00edtulo 1,- estudio de la validez del capm est\u00e1ndar en el mercado continuo de [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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