The robustness of the Fama-French four-factor model: Evidence from the Philippine stock market
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
Stephanie Chan
Defense Panel Chair
Liberty S. Patiu
Defense Panel Member
Alfredo M. Santoyo
Vivian Y. Eleazar
Abstract/Summary
This paper aims to study the applicability of the Fama-French model in the Philippine stock market. Specifically, the researchers focused on verifying the existence of market anomalies such as size, value, and momentum effect by employing a time series regression. Also, the researchers intend to compare the explanatory power of the three factor versus four factor Fama-French model. Monthly stock returns were computed for the years 2000 to 2009 and portfolios were formed following Fama and French (1992) and Carhart (1997). Bust instead of regressing the monthly returns, the researchers used the coefficient of variation.The regression results indicate that there exists a strong size effect wherein small stock portfolios outperform big stock portfolios. However, in contrast to Fama and French's findings, only the small stock portfolios exhibit a weak value effect while the big stock portfolios are observed to have a growth effect where low book-to-market firms outperform high book-to-market firms. On the other hand, the momentum effect is not documentyed in the Philippine equities market since the results are mostly insignificant. Finally, using the F-test, the researchers conclude that the four factor model is not better than the three factor model in explaining the variation in average expected stock returns.
Abstract Format
html
Language
English
Format
Accession Number
TU17155
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
45, [60] leaves
Keywords
Stock exchanges--Philippines; Stocks--Philippines
Recommended Citation
Balino, P., Go, K., Labrador, J., & Ong, M. (2010). The robustness of the Fama-French four-factor model: Evidence from the Philippine stock market. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/18501