How to cite this paper
Carhuamaca-Flores, A., Almonacid-Carranza, V., Santillan-Zapata, N., Venegas-Rodriguez, P & Deza-Quispe, J. (2021). The effects of financial factors on Peruvian mining companies share price.Accounting, 7(2), 373-380.
Refrences
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Alejo, J., Galvao, A., Montes-Rojas, G., & Sosa-Escudero, W. (2015). Tests for normality in linear panel-data models. The Stata Journal, 15(3), 822-832.
Asadi, A. (2013). Examining the relationship between the dividend policy and stock prices in companies listed on Tehran Stock Exchange. Research Journal of Applied Sciences, Engineering and Technology, 6(22), 4186–91. https://doi.org/10.19026/rjaset.6.3530.
Banco Central de Reserva del Perú. n.d. “BCRP Data.”
Baumohl, E., & Lyocsa, S. (2009). Stationarity of time series and the problem of spurious regression. Available at SSRN 1480682.
Becket, M. (2017). How the Stock Market Works : A Beginner’s Guide to Investment. Sixth. New York: Kogan Page Ltd.
Bolsa de Valores de Lima. (2018). Informe Bursatil. Lima.
Cámara de Comercio de Lima. (2019). Informe Ecoómico. La Cámara, 2019.
Congreso de la República del Perú. (1998). Ley General de Sociedades.
———. 2011. Ley 29720. Diario Oficial El Peruano. Vol. 28. Lima.
Croux, C., Dhaene, G., & Hoorelbeke, D. (2003). Robust standard errors for robust estimators. Katholieke Universiteit Leuven, Working Paper.
DeBenedictis, L., & Giles, D. (1998). Robust specification testing in regression: The FRESET test and autocorrelated disturbances. Journal of Quantitative Economics, 15(1), 67–76.
Duy, V. Q., & Dang, N. H. (2017). Determinants of stock prices of joint-stock companies in industrial sector listed on Hcm City Stock Exchange. International Journal of Advanced Engineering Research and Science, 4(4), 237124.
Fonti, V. (2017). Feature selection using LASSO. VU Amsterdam, 1–26. https://doi.org/10.1109/ACCESS.2017.2696365.
Fundación Chile (2018). Fuerza Laboral Minería Del Perú.
Galvao, A. F., Montes-Rojas, G., Sosa-Escudero, W., & Wang, L. (2013). Tests for skewness and kurtosis in the one-way error component model. Journal of Multivariate Analysis, 122, 35-52..
Hanifah, A. (2019). The effect of earning per share (EPS), price earning ratio (PER) and price book value (PBV) against the stock price of telecommunications sector company included in the Indonesian Islamic Stock Index (ISSI). KnE Social Sciences, 711-726.
International Council on Mining and Metals. (2011). Sustainable Development and the Global Copper Supply Chain: International Research Team Report. no. June: 86.
Jaramillo, F. (2010). Valoración de Empresas. 1st ed. Bogotá: Ecoe Ediciones.
Kembaren, T., Achsani, N. A., & Maulana, T. N. A. (2019). Dividend payouts, internal and other external factors, and its impact on stock price. Jurnal Keuangan Dan Perbankan, 23(2), 235-245.
Ligocká, M., & Stavárek, D. (2019). The relationship between financial ratios and the stock prices of selected European food companies listed on stock exchanges. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 67(1), 299–307. https://doi.org/10.11118/actaun201967010299.
Mahapatra, R. P., & Biswasroy, P.K. (2011). Impact of fundamental and technical factors on the prices of equity shares in India : An econometric analysis. Finance India, 25(4), 1259–72.
Ministerio de Energia y Minas. 2019. Boletín Estadístico Minero. Lima.
Ozlen, S. (2014). The effect of company fundamental on stock values. Journal of Chemical Information and Modeling, 71(3), 595–602. https://doi.org/10.1017/CBO9781107415324.004.
PwC. (2019). Mine 2019 Resourcing the Future. Melbourne.
Romero, E., & Contreras, C. (2006). Historia económica del Perú. Unmsm.
Sharif, T., Purohit, H., & Pillai, R. (2015). Analysis of factors affecting share prices: The case of Bahrain stock exchange. International Journal of Economics and Finance, 7(3), 207-216.
Sherman, E. (2015). A Manager´s Guide to Financial Analysis. 6th ed. American Management Association.
Stock, J. H., & Watson, M.W. (2008). Heteroskedasticity-robust standard errors for fixed effects panel data regression. Econometrica, 76(1), 155–74. https://doi.org/10.1111/j.0012-9682.2008.00821.x.
Subing, H. J. T., & Kusumah, R. W. R. (2017). An empirical analysis of internal and external factors of stock pricing: Evidence from Indonesia. Problems and Perspectives in Management, 15(4), 178–87. https://doi.org/10.21511/ppm.15(4-1).2017.02.
Vázquez, X. E. C., & Miranda, G. J. (2019). Relación entre indicadores económicos y precio de acciones en empresas brasileñas. Revista Facultad de Ciencias Económicas, 27(2), 51-66.
Wooldrige, J. (2010). Econometric Analysus of Cross Sectin and Panel Data. Second. Cambridge: The MIT Press.
Alejo, J., Galvao, A., Montes-Rojas, G., & Sosa-Escudero, W. (2015). Tests for normality in linear panel-data models. The Stata Journal, 15(3), 822-832.
Asadi, A. (2013). Examining the relationship between the dividend policy and stock prices in companies listed on Tehran Stock Exchange. Research Journal of Applied Sciences, Engineering and Technology, 6(22), 4186–91. https://doi.org/10.19026/rjaset.6.3530.
Banco Central de Reserva del Perú. n.d. “BCRP Data.”
Baumohl, E., & Lyocsa, S. (2009). Stationarity of time series and the problem of spurious regression. Available at SSRN 1480682.
Becket, M. (2017). How the Stock Market Works : A Beginner’s Guide to Investment. Sixth. New York: Kogan Page Ltd.
Bolsa de Valores de Lima. (2018). Informe Bursatil. Lima.
Cámara de Comercio de Lima. (2019). Informe Ecoómico. La Cámara, 2019.
Congreso de la República del Perú. (1998). Ley General de Sociedades.
———. 2011. Ley 29720. Diario Oficial El Peruano. Vol. 28. Lima.
Croux, C., Dhaene, G., & Hoorelbeke, D. (2003). Robust standard errors for robust estimators. Katholieke Universiteit Leuven, Working Paper.
DeBenedictis, L., & Giles, D. (1998). Robust specification testing in regression: The FRESET test and autocorrelated disturbances. Journal of Quantitative Economics, 15(1), 67–76.
Duy, V. Q., & Dang, N. H. (2017). Determinants of stock prices of joint-stock companies in industrial sector listed on Hcm City Stock Exchange. International Journal of Advanced Engineering Research and Science, 4(4), 237124.
Fonti, V. (2017). Feature selection using LASSO. VU Amsterdam, 1–26. https://doi.org/10.1109/ACCESS.2017.2696365.
Fundación Chile (2018). Fuerza Laboral Minería Del Perú.
Galvao, A. F., Montes-Rojas, G., Sosa-Escudero, W., & Wang, L. (2013). Tests for skewness and kurtosis in the one-way error component model. Journal of Multivariate Analysis, 122, 35-52..
Hanifah, A. (2019). The effect of earning per share (EPS), price earning ratio (PER) and price book value (PBV) against the stock price of telecommunications sector company included in the Indonesian Islamic Stock Index (ISSI). KnE Social Sciences, 711-726.
International Council on Mining and Metals. (2011). Sustainable Development and the Global Copper Supply Chain: International Research Team Report. no. June: 86.
Jaramillo, F. (2010). Valoración de Empresas. 1st ed. Bogotá: Ecoe Ediciones.
Kembaren, T., Achsani, N. A., & Maulana, T. N. A. (2019). Dividend payouts, internal and other external factors, and its impact on stock price. Jurnal Keuangan Dan Perbankan, 23(2), 235-245.
Ligocká, M., & Stavárek, D. (2019). The relationship between financial ratios and the stock prices of selected European food companies listed on stock exchanges. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 67(1), 299–307. https://doi.org/10.11118/actaun201967010299.
Mahapatra, R. P., & Biswasroy, P.K. (2011). Impact of fundamental and technical factors on the prices of equity shares in India : An econometric analysis. Finance India, 25(4), 1259–72.
Ministerio de Energia y Minas. 2019. Boletín Estadístico Minero. Lima.
Ozlen, S. (2014). The effect of company fundamental on stock values. Journal of Chemical Information and Modeling, 71(3), 595–602. https://doi.org/10.1017/CBO9781107415324.004.
PwC. (2019). Mine 2019 Resourcing the Future. Melbourne.
Romero, E., & Contreras, C. (2006). Historia económica del Perú. Unmsm.
Sharif, T., Purohit, H., & Pillai, R. (2015). Analysis of factors affecting share prices: The case of Bahrain stock exchange. International Journal of Economics and Finance, 7(3), 207-216.
Sherman, E. (2015). A Manager´s Guide to Financial Analysis. 6th ed. American Management Association.
Stock, J. H., & Watson, M.W. (2008). Heteroskedasticity-robust standard errors for fixed effects panel data regression. Econometrica, 76(1), 155–74. https://doi.org/10.1111/j.0012-9682.2008.00821.x.
Subing, H. J. T., & Kusumah, R. W. R. (2017). An empirical analysis of internal and external factors of stock pricing: Evidence from Indonesia. Problems and Perspectives in Management, 15(4), 178–87. https://doi.org/10.21511/ppm.15(4-1).2017.02.
Vázquez, X. E. C., & Miranda, G. J. (2019). Relación entre indicadores económicos y precio de acciones en empresas brasileñas. Revista Facultad de Ciencias Económicas, 27(2), 51-66.
Wooldrige, J. (2010). Econometric Analysus of Cross Sectin and Panel Data. Second. Cambridge: The MIT Press.