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

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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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Pubblicato in:The Philippine Review of Economics Vol. 50, no. 1 (June 2013), p. 57-82.
Autore principale: Rufino, Cesar C. (Autore)
Natura: Analytics
Lingua:English
Pubblicazione: [Quezon City] School of Economics, University of the Philippines 2013.
Soggetti:
Philippine Stock Exchange.
Stocks > Prices > Philippines > Econometric models.
Stock exchanges > Philippines.
Accesso online:https://forms.gle/KZjBv7aRtY6jiL5E9