Robust tests on the stability of means and variances of overnight and intraday stock returns during and across bull and bear markets from the period 1988-1993
Date of Publication
1994
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Management of Financial Institutions
Subject Categories
Finance and Financial Management
College
Ramon V. Del Rosario College of Business
Department/Unit
Financial Management
Honor/Award
Awarded as best thesis, 1994
Thesis Adviser
Leila Y. Calderon
Defense Panel Chair
Osnan Luis C. Ranit
Defense Panel Member
Rolando Esguerra
Victorio T. Gomez
Abstract Format
html
Language
English
Format
Accession Number
TU06599
Shelf Location
Archives, The Learning Commons, 12F Henry Sy Sr. Hall
Physical Description
iv, 86, [40] leaves ; 28 cm.
Keywords
Investments; Investment analysis; Robust statistics; Securities; Stocks--Rate of return
Recommended Citation
Hao, M., Perales, E., Tan, K., & Yao, J. (1994). Robust tests on the stability of means and variances of overnight and intraday stock returns during and across bull and bear markets from the period 1988-1993. Retrieved from https://animorepository.dlsu.edu.ph/etd_honors/60
