A study on stock return variance during trading and non-trading periods of the thirty most actively traded stocks for the years 2007-2011 using GARCH
This study determines which period (the trading or the non-trading period) in the Philippine Stock Exchange is more volatile than the other. The sample used is, the thirty (30) most actively traded stocks in the Philippine Stock Exchange, covering the period, January 2, 2007 to December 29, 2011. In...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2012
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/18518 |
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| Institution: | De La Salle University |
| Language: | English |