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