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...
| הוצא לאור ב: | The Philippine Review of Economics Vol. 50, no. 1 (June 2013), p. 57-82. |
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| מחבר ראשי: | |
| פורמט: | Analytics |
| שפה: | English |
| יצא לאור: |
[Quezon City]
School of Economics, University of the Philippines
2013.
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| נושאים: | |
| גישה מקוונת: | https://forms.gle/KZjBv7aRtY6jiL5E9 |