A study on the relationship of stock returns using closing stock prices of all mining firms for the period (2001-2005)
Date of Publication
2007
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science 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
Joseph James F. Lago
Defense Panel Chair
Christian Polo E. Romagos
Defense Panel Member
Ma. Esperanza F. Joven
Liberty Patiu
Leila Calderon Kabigting
Abstract/Summary
This paper focuses on the relationship of end-month closing stock prices and actual current stock returns of all mining firms. All types of mining firms are being tested namely the most traded, least traded, and firms that are in operation. The stock returns will be derived using the closing prices and from there on will test the feasibility of having a significant relationship or not. Due to the fact that the data on stocks are trended is it necessary to set it free from any disturbances that could affect the results of this study. Such disturbances include unit root and auto-correlation problems. These problems must be eliminated in order to yield true and accurate results. The main tool used for testing the relationship between these 2 variables is the regression analysis which is the model suited for comparing relationships of 2 or more variables.
Abstract Format
html
Language
English
Format
Accession Number
TU21882
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
79, 8 leaves ; illustrations ; 28 cm.
Keywords
Mineral industries--Finance; Stocks--Prices-- Philippines
Recommended Citation
Chantong, R. (2007). A study on the relationship of stock returns using closing stock prices of all mining firms for the period (2001-2005). Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/2924
