Maria Luisa Valera
Personal Details
| First Name: | Maria Luisa |
| Middle Name: | |
| Last Name: | Valera |
| Suffix: | |
| In ASCII letters: | |
| RePEc Short-ID: | pva1112 |
| [This author has chosen not to make the email address public] | |
| Terminal Degree: | 2015 Department of Economics; Ateneo de Manila University (from RePEc Genealogy) |
Affiliation
Department of Economics
College of Economics and Management
University of the Philippines at Los Baños
Laguna, Philippineshttps://cem.uplb.edu.ph/cem-units/department-of-economics/
RePEc:edi:deuplph (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Gilbert V. Nartea & Harold Glenn A. Valera & Maria Luisa G. Valera, 2019.
"Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests,"
Working Papers in Economics
19/16, University of Canterbury, Department of Economics and Finance.
- Nartea, Gilbert V. & Valera, Harold Glenn A. & Valera, Maria Luisa G., 2021. "Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 214-230.
Articles
- Maria Luisa G. Valera & Zihui Lei & Joelle H. Fong, 2025. "Determinants of financial inclusion in Southeast Asia," Applied Economics, Taylor & Francis Journals, vol. 57(20), pages 2533-2550, April.
- Nartea, Gilbert V. & Valera, Harold Glenn A. & Valera, Maria Luisa G., 2021.
"Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests,"
International Review of Economics & Finance, Elsevier, vol. 73(C), pages 214-230.
- Gilbert V. Nartea & Harold Glenn A. Valera & Maria Luisa G. Valera, 2019. "Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests," Working Papers in Economics 19/16, University of Canterbury, Department of Economics and Finance.
Chapters
- Maria Luisa G. Valera, 2018. "Recent Forest Fires and the Effect of Indonesian Haze in the Philippines," World Scientific Book Chapters, in: Euston Quah & Tsiat Siong Tan (ed.), Pollution Across Borders Transboundary Fire, Smoke and Haze in Southeast Asia, chapter 23, pages 309-317, World Scientific Publishing Co. Pte. Ltd..
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Gilbert V. Nartea & Harold Glenn A. Valera & Maria Luisa G. Valera, 2019.
"Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests,"
Working Papers in Economics
19/16, University of Canterbury, Department of Economics and Finance.
- Nartea, Gilbert V. & Valera, Harold Glenn A. & Valera, Maria Luisa G., 2021. "Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 214-230.
Cited by:
- Müge Özdemir, 2026. "Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach," Computational Economics, Springer;Society for Computational Economics, vol. 67(2), pages 555-608, February.
- Mohammad Ashraful Ferdous Chowdhury & Mohammad Abdullah & Zunaidah Sulong, 2025. "Examining the impact of Halal tourism industry sustainability on stock returns," Tourism Economics, , vol. 31(5), pages 843-860, August.
- Saban Nazlioglu & Sevket Pazarci & Asim Kar & Osman Varol, 2024. "Efficient market hypothesis in emerging stock markets: gradual shifts and common factors in panel data," Applied Economics Letters, Taylor & Francis Journals, vol. 31(18), pages 1773-1779, October.
- Cho-Hoi Hui & Chi-Fai Lo & Chi-Hei Liu, 2023. "Equity Price Dynamics under Shocks: In Distress or Short Squeeze," Risks, MDPI, vol. 12(1), pages 1-19, December.
Articles
- Nartea, Gilbert V. & Valera, Harold Glenn A. & Valera, Maria Luisa G., 2021.
"Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests,"
International Review of Economics & Finance, Elsevier, vol. 73(C), pages 214-230.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Gilbert V. Nartea & Harold Glenn A. Valera & Maria Luisa G. Valera, 2019. "Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests," Working Papers in Economics 19/16, University of Canterbury, Department of Economics and Finance.
Chapters
-
Sorry, no citations of chapters recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ETS: Econometric Time Series (1) 2019-12-02. Author is listed
- NEP-FMK: Financial Markets (1) 2019-12-02. Author is listed
- NEP-SEA: South East Asia (1) 2019-12-02. Author is listed
Corrections
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