A study on the presence of random walk in the Philippine stock market from the years 2000-2005
The study is about determining the existence or nonexistence of Random Walk in the Philippine Stock Market. The data will be used is the Philippine Stock Composite Index (PSEi). It will be subjected to the Dickey-Fuller statistic test and the Hurst Exponent of the data will be determined. The Dickey...
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Main Authors: | Chua, Kenneth U., Ngo, Scott Chester K., Timbalopez, Judie Ann D. |
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Format: | text |
Language: | English |
Published: |
Animo Repository
2006
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Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/9021 |
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Institution: | De La Salle University |
Language: | English |
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