Efficiency of the Philippine stock exchange using serial correlation and variance ratio tests
Literature regarding the efficiency of the Philippine stock markets is limited because most writers take it as a fact that the market is inefficient. This paper quantitatively tests the degree of efficiency of the market using serial correlation and variance ratio tests. In so doing, this paper poin...
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Archīum Ateneo
2001
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| 在線閱讀: | https://archium.ateneo.edu/economics-faculty-pubs/88 https://research.library.fordham.edu/dissertations/AAI9999823/ |
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