Does the MAX effect exist in the Philippine stock market?
This study explores the MAX effect in the Philippine Stock Market and found strong evidence for the existence of the MAX effect in the Philippine Stock Market, as demonstrated by the consistent underperformance of high-MAX stocks relative to low-MAX stocks. This finding persists even after controlli...
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2023
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etdb_econ/57 https://animorepository.dlsu.edu.ph/context/etdb_econ/article/1067/viewcontent/Does_the_MAX_Effect_Exist_in_the_Philippine_Stock_Market3.pdf |
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| Institution: | De La Salle University |
| Language: | English |