Random walks in the different sectoral submarkets of the Philippine stock exchange amid modernization

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...

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Bibliografische gegevens
Gepubliceerd in:The Philippine Review of Economics Vol. 50, no. 1 (June 2013), p. 57-82.
Hoofdauteur: Rufino, Cesar C. (Auteur)
Formaat: Analytics
Taal:English
Gepubliceerd in: [Quezon City] School of Economics, University of the Philippines 2013.
Onderwerpen:
Philippine Stock Exchange.
Stocks > Prices > Philippines > Econometric models.
Stock exchanges > Philippines.
Online toegang:https://forms.gle/KZjBv7aRtY6jiL5E9