Random walks in the different sectoral submarkets of the Philippine stock exchange amid modernization
Year of publication: |
2013
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Authors: | Rufino, Cesar C. |
Published in: |
The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society. - Quezon City, ISSN 1655-1516, ZDB-ID 2044224-5. - Vol. 50.2013, 1, p. 57-82
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Subject: | random walk | market efficiency | panel unit root tests | variance ratio tests | wild bootstrap | stock exchange modernization | Philippinen | Philippines | Effizienzmarkthypothese | Efficient market hypothesis | Einheitswurzeltest | Unit root test | Random Walk | Random walk | Bootstrap-Verfahren | Bootstrap approach | Aktienmarkt | Stock market | Börse | Bourse | Börsenkurs | Share price |
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