An event study on the impact of the 1998 and 2004 national elections on stock return volatility
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
Junette A. Perez
Defense Panel Chair
Alfredo M. Santoyo
Defense Panel Member
Roberto Dan Roces
Krista Yu
Abstract/Summary
This paper is in line with Lee and Rui (2002) where the relationship between stock return volatility and trading volumes are found to be in line with the concept of EMH. Lee and Rui (2002) used the impact of volatility on trading volume to analyze and make a conclusion out of an event. Lim, S. et al. (2004) used the event study method to discuss information about upcoming mergers & acquisitions of banks in the Philippines and its effect on the stock return volatility around the M&A date. This study deviates from the previous studies by choosing presidential elections as the event date. Upcoming information would be news regarding national elections in the Philippines and other significant news about the industry for the years 1998 and 2004.
Abstract Format
html
Language
English
Format
Accession Number
TU17168
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
154 leaves : color illustrations
Keywords
Stocks--Philippines
Recommended Citation
Baylon, C. G., Bondoc, G. R., Ignacio, M. O., & Mendoza, J. S. (2010). An event study on the impact of the 1998 and 2004 national elections on stock return volatility. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/18510
