Applicability of the fractal market hypothesis (FMH) to the Philippine stock market

Applicability of the fractal market hypothesis (FMH) to the Philippine stock market

This dissertation tests the applicability of the fractal market hypothesis (FMH) to the Philippine stock market. Peters (1994) first used the FMH to prove the persistence of the US market. FMH uses Rescaled Range (R/S) analysis to compute the Hurst exponent (H). If H less than or equal to .50, then...

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Bibliographic Details
Main Author: Vital, Villamor De Guzman
Format: text
Language:English
Published: Animo Repository 2004
Subjects:
Investments > Philippines
Stocks > Philippines
Fractals
Hypothesis
Stock exchanges
Business Administration, Management, and Operations
Online Access:https://animorepository.dlsu.edu.ph/etd_doctoral/42
https://animorepository.dlsu.edu.ph/context/etd_doctoral/article/1041/viewcontent/CDTG003707_P.pdf
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Institution: De La Salle University
Language: English

Internet

https://animorepository.dlsu.edu.ph/etd_doctoral/42
https://animorepository.dlsu.edu.ph/context/etd_doctoral/article/1041/viewcontent/CDTG003707_P.pdf

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