Mean reversion in the Philippine Stock Exchange

• Main Author: Dela Rosa, Justin
• Format: text
• Language: English
• Published: Animo Repository 1996
• Subjects: Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_honors/119
• Institution: De La Salle University

This research paper was intended to find statistical evidence of the phenomena of mean reversion in the Philippine Stock Exchange. Specifically, this paper was intended to meet three objectives: 1) the determination of evidence with regard to the presence of mean reversion 2) the provision of a risk...