The predictive content of GDP growth and inflation for stock returns and volatility: Evidence for Philippine stock market efficiency
Studies arrive at different conclusions regarding relationship of gross domestic product (GDP) growth and inflation to stock returns and its volatility. These results are heavily dependent on the country and period under observation. Even so, there is a general agreement within the literature that t...
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Main Authors: | Aquilizan, Michael Blase V., Barandiaran, Aitor V., Gaw, Michael W., Mirpuri, Ravi H. |
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Format: | text |
Language: | English |
Published: |
Animo Repository
2011
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Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/7886 |
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Institution: | De La Salle University |
Language: | English |
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