The existence of random walk in the Philippine stock market : evidence from unit root and variance-ratio tests
Abraham C. Camba Jr., Aileen L. Camba
| Year of publication: |
2020
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|---|---|
| Authors: | Camba, Abraham C. <Jr> ; Camba, Aileen L. |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 10, p. 523-530
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| Subject: | Chow-Denning Maximum Statistics | Random Walk | Unit Root | Variance Ratio Test | Wald Test Statistic | Random walk | Einheitswurzeltest | Unit root test | Philippinen | Philippines | Statistischer Test | Statistical test | Statistische Methodenlehre | Statistical theory | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2020.vol7.no10.523 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671436