Random walks in the different sectoral submarkets of the Philippine stock exchange amid modernization
Cesar C. Rufino
| Year of publication: |
2013
|
|---|---|
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010424582