M Pilar Torres
Biographic Data
| ID | 9695640 |
|---|---|
| NAME | M Pilar Torres |
| GIVEN NAMES | M Pilar |
| FAMILY NAME | Torres |
| SIGNATURE | TORRES M P |
| AFFILIATIONS | University of Castilla-La Mancha |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Analysis of stock returns of main European service and tourism companies
This research explores the sensitivity of the returns of some selected European companies to changes in the explanatory factors proposed during the sample period between January 2000 and December 2019. We focus on listed companies in the tourism and services sector and estimate an extension of the Fama and French five-factor model (2015) by applying the quantile regression approach. Specifically, this study starts from the Fama and French risk fa…
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Analysis of stock returns of main European service and tourism companies
This research explores the sensitivity of the returns of some selected European companies to changes in the explanatory factors proposed during the sample period between January 2000 and December 2019. We focus on listed companies in the tourism and services sector and estimate an extension of the Fama and French five-factor model (2015) by applying the quantile regression approach. Specifically, this study starts from the Fama and French risk fa…
Econometrics (1 work) · Economics (1 work) · Explanatory power (1 work) · Financial crisis (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · Geography (1 work) · Macroeconomics (1 work) · Market Dynamics and Volatility (1 work) · Market liquidity (1 work)