An application of the chaos theory in the Philippine stock market: A rescaled range analysis

• Main Authors: Esperanza, Maritess, Mercado, Ma. Cristina, Pinpin, Lord Lemuel
• Format: text
• Language: English
• Published: Animo Repository 1997
• Subjects: Chaotic behavior in systems; Stock-exchange; Stocks > Prices; Nonlinear theories; Efficient market theory; Mathematical analysis
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/16360
• Institution: De La Salle University

The Efficient Market Hypothesis has been the bedrock of quantitative capital market theory, and researches have been based on this concept. Analysis of the theory were based on this concept. Analysis of the theory were based on linear models. It assumes that people are rational, and prices reflect a...