On the existence of calendar anomalies and persistence in the daily returns of the PSEi
Kristine Joy E. Carpio
| Year of publication: |
2018
|
|---|---|
| Authors: | Carpio, Kristine Joy E. |
| Published in: |
DLSU business & economics review. - Manila : Univ., ISSN 0116-7111, ZDB-ID 2500625-3. - Vol. 28.2018, 1, p. 49-66
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| Subject: | PSE index | Markov chains | stock market anomalies | long memory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kalendereffekt | Calendar effect | Markov-Kette | Markov chain | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012263886