On the existence of calendar anomalies and persistence in the daily returns of the PSEi
Kristine Joy E. Carpio
Year of publication: |
2018
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Authors: | Carpio, Kristine Joy E. |
Published in: |
DLSU business & economics review. - Manila : Univ., ISSN 0116-7111, ZDB-ID 2500625-3. - Vol. 28.2018, 1, p. 49-66
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Subject: | PSE index | Markov chains | stock market anomalies | long memory | Kapitaleinkommen | Capital income | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Aktienindex | Stock index | Theorie | Theory | Saisonale Schwankungen | Seasonal variations |
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