Efficiency of the Philippine stock exchange using serial correlation and variance ratio tests

Luis F Dumlao

Efficiency of the Philippine stock exchange using serial correlation and variance ratio tests

Ateneo de Manila University

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Economics Department Faculty Publications
State	Published - Jan 1 2001

Keywords

Finance
Economics
Economic theory

Disciplines

Economics
Economic Theory
Finance

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https://research.library.fordham.edu/dissertations/AAI9999823/

Cite this

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title = "Efficiency of the Philippine stock exchange using serial correlation and variance ratio tests",

keywords = "Finance, Economics, Economic theory",

author = "Dumlao, \{Luis F\}",

note = "Dumlao, Luis Fanuncial, {"}Efficiency of the Philippine stock exchange using serial correlation and variance ratio tests{"} (2001). ETD Collection for Fordham University. AAI9999823. https://research.library.fordham.edu/dissertations/AAI9999823",

year = "2001",

month = jan,

day = "1",

language = "American English",

journal = "Economics Department Faculty Publications",

}

TY - JOUR

T1 - Efficiency of the Philippine stock exchange using serial correlation and variance ratio tests

AU - Dumlao, Luis F

N1 - Dumlao, Luis Fanuncial, "Efficiency of the Philippine stock exchange using serial correlation and variance ratio tests" (2001). ETD Collection for Fordham University. AAI9999823. https://research.library.fordham.edu/dissertations/AAI9999823

PY - 2001/1/1

Y1 - 2001/1/1

KW - Finance

KW - Economics

KW - Economic theory

UR - https://archium.ateneo.edu/economics-faculty-pubs/88

UR - https://research.library.fordham.edu/dissertations/AAI9999823/

M3 - Article

JO - Economics Department Faculty Publications

JF - Economics Department Faculty Publications

ER -

Efficiency of the Philippine stock exchange using serial correlation and variance ratio tests

Keywords

Disciplines

Access to Document

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Cite this