Feedback trading and stock return autocorrelation: Evidence for the Philippine stock market
The paper provides empirical findings in detecting the presence of feedback trading in the Philippine equities market. According to the Shiller-Sentana-Wadhwani model, there are two types of investor in the market, smart money traders who base their decisions on fundamentals, and feedback traders wh...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2009
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/18373 |
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| Institution: | De La Salle University |
| Language: | English |