A study on mean reversion in stock returns and P/E ratio: Evidence and implications for years 2003 to 2012 in the Philippine Stock Exchange

• المؤلفون الرئيسيون: Go, Jayne Z., Lopez, Jomina Claudia D., Nerison, Tiffany Ann D., Siahingco, Dominique T.S
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2014
• الموضوعات: Stock exchanges > Philippines; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/8996
• المؤسسة: De La Salle University

The stock market has always been the place that a lot of business minded people have monitored and analyzed throughout the years. One of the methods that is continuously being studied by market experts to predict the movement of the stock market is through the theory of mean reversion. This paper ai...