Evidence of adaptive markets hypothesis in the foreign exchange market using the USD/Php exchange rate from 1979-2013
This research tested the validity of the adaptive markets hypothesis (AMH), a new theory proposed by Professor Andrew Lo in 2004 as a possible alternative to the efficient market hypothesis (EMH) in the foreign exchange market using the USD/Php exchange rate from 1979-2013. The Martingale difference...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2014
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/7757 |
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| Institution: | De La Salle University |
| Language: | English |