Mean reversion on selected stocks in the Philippine stock market from 1998-2011

• Main Authors: Choi, Sung Ho, Kim, Woo Young, Shin, Bora, Villasana, Erika Dolor H., Rivera, John Paolo, panel chair
• Format: text
• Language: English
• Published: Animo Repository 2012
• Subjects: Stocks > Philippines; Stock exchanges > Philippines
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/9042
• Institution: De La Salle University

Predictability of stock movement has been studied in various methods. One method to analyze the movement of stock returns is to study the mean reversion phenomenon. Tendency of the returns of stocks to revert to a central value along the fluctuation is called mean reversion. Existence of the mean re...