How Newspaper-Article-Events, Other Stock Market Indices, and the Foreign Currency Rate Affect the Philippine Stock Market

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Percival S. Gabriel;
  • Journal: Asian Economic and Financial Review,volume 3,issue 4 April,pages423-444
  • Subject: Newspaper-article-events, Expressivity Rating, Foreign Exchange Rate (Forex), Philippine Stock Market Index (Phisix)

Eugene Fama in his “Efficient Market Hypothesis” introduced the term newspaper-article-event. The aim of this paper is to find out if newspaper-article-events which are presented and discussed in newspaper articles and which could collage to create an atmosphere of inve... View more
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