Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization
This study explores the weak-form efficiency of the Philippine Stock Exchange (PSE) and its different sectoral markets using modern inference techniques with robust statistical properties. The research is motivated by the lack of consensus in the literature on the informational efficiency of the cou...
| Xuất bản năm: | Philippine Review of Economics Vol. L, no. 1 (Jun. 2013), 57-82 |
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| Tác giả chính: | |
| Định dạng: | Bài viết |
| Ngôn ngữ: | English |
| Được phát hành: |
2013
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| Những chủ đề: |