New Publication:
Antenorcruz, et al. on the efficiency of PH stock market sectors
Embedded Files
Posted: 11 August 2020
The authors of the study (L-R): Jude Antenorcruz, Maria Carla Manzano, Rene Batac.
Our new work on the efficiency of markets just got published:
J.M.V. Antenorcruz, M.C.F. Manzano, and R.C. Batac, Ranking the market efficiency of the Philippine stock exchange industry sectors using the multifractal detrended fluctuation analysis, Journal of Physics: Conference Series 1593, 012018, DOI:10.1088/1742-6596/1593/1/012018 (2020).
The work looks at the different industry sectors of the Philippine stock exchange over the last few years and measures the efficiency based on the spread of the Hurst exponents obtained from the multifractal detrended fluctuation analysis (MDFA). We attribute the obtained values with the characteristics of the businesses within these sectors.
The lead author of the study, Jude Maria Antenorcruz, is a first-year Master of Science in Physics student in the De La Salle University (DLSU). Dr. Maria Carla Manzano and Dr. Rene Batac are faculty members of the DLSU Physics Department.
Congratulations! :)
You are here: News >> New Publication: Antenorcruz, et al. on the efficiency of PH stock market sectors
Page updated
Report abuse