The Existence of Random Walk in the Philippine Stock Market: Evidence from Unit Root and Variance-Ratio Tests

Autor:	Abraham C. Camba, Aileen L. Camba
Rok vydání:	2020
Předmět:	Economics and Econometrics Statistics Stock market Unit root Wald test Random walk Finance Management Information Systems Variance ratio Mathematics
Zdroj:	The Journal of Asian Finance, Economics and Business. 7:523-530
ISSN:	2288-4645 2288-4637
DOI:	10.13106/jafeb.2020.vol7.no10.523
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1a3cb04ce6a3e559965b73d97116b79b https://doi.org/10.13106/jafeb.2020.vol7.no10.523 Zobrazit plný text záznamu