A study on the relationship between arbitrage risk and stock mispricing in the Philippine stock market in the years 2007 to 2014
The proponents of the paper investigate the existence of stock mispricing in the Philippine stock market, examine its relation to arbitrage risk, and explore its practical implications regarding investment portfolio construction. Two mispricing measures are constructed to measure price deviations: f...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2016
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/5488 https://animorepository.dlsu.edu.ph/context/etd_bachelors/article/6107/viewcontent/Barug_and_Santos_2016b.pdf |
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| Institution: | De La Salle University |
| Language: | English |