A study on the relationship of firm size determinants and stock returns in the firms listed in the Philippine Stock Exchange from years 2004 to 2009

Date of Publication

2010

Document Type

Bachelor's Thesis

Degree Name

Bachelor of Science in Commerce Major in Management of Financial Institutions

Subject Categories

Finance and Financial Management

College

Ramon V. Del Rosario College of Business

Department/Unit

Financial Management

Thesis Adviser

Christian Paolo Romagos

Defense Panel Chair

Neriza M. Delfino

Defense Panel Member

Ruben Carlo Asuncion
Robert Dan Roces

Abstract/Summary

The study primarily examines the relationship of firm size determinants and stock returns in the Philippine Stock Exchange for the period 2004-2009. A significant factor taken into account by the proponents is the liquidity of stocks. In screening for companies to be included in the study, only firms that were traded at least 75% of the total tradable days in the Philippine Stock Exchange were considered. The results demonstrated no clear relationship between size and return. In light of the study's outcome, the proponents of the study argue that the liquidity factor indeed played a major part in the results. It is therefore advised that further research that would center on the effects of tradability to empirical studies on stocks should be done.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU17154

Shelf Location

Archives, The Learning Commons, 12F, Henry Sy Sr. Hall

Physical Description

45, [60] leaves

Keywords

Stocks--Philippines; Stock exchanges--Philippines

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