A study of persistence in the Philippine stock market for the period 2011-2015: A rescaled range analysis

• Main Authors: Apostol, Wency Gail, Dela Cruz, Martella Ayra B., Perez, David Paulo F., Sandoval, Juan Paolo S.
• Format: text
• Language: English
• Published: Animo Repository 2016
• Subjects: Stock exchanges > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/8992
• Institution: De La Salle University

This paper entitled A Study of Persistence in the Philippine Stock Market for the Period 2011-2015: A Rescaled Range Analysis is a study that seeks to determine if persistence, randomness or mean reversion is evident in the Philippines through the utilization of a potent tool known as rescaled range...