Day-of-the-week effects in the philippine stock exchange: Do they exist amid modernization?

© 2016 by De La Salle University. Calendar seasonality in returns of financial markets represents interesting departure from their informational efficiency. This is especially true for the popular “day-of-the-week” effect often seen in the stock markets of even the most developed economies, when in...

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Bibliographic Details
Main Authors: Rufino, Cesar C., Delfino, Neriza M.
Format: text
Published: Animo Repository 2016
Online Access:https://animorepository.dlsu.edu.ph/faculty_research/771
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Institution: De La Salle University