A study on the performance of the Philippine stock market in terms of market return and stock volume from years 1994-2005: A comparison of the periods before, during and after the Asian financial crisis
Date of Publication
2006
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
Neriza M. Delfino
Defense Panel Member
"; Mitzie Irene P. Conchada
" Ma. Esperanza F. Joven
Abstract/Summary
The study measures the performance of the Philippine Stock Market using market return and stock volume of the Philippine Composite Index (PSEi) from the years 1994-2005. Using the Two-Way Analysis of Variance (ANOVA), the results showed that there are significant differences in the performance of the Philippine stock market, which suggests that the Asian Financial Crisis affected the stock market performance. The Regression Analysis showed the variables affecting market return and stock volume. The results showed that the Dollar-peso exchange rate and Dow Jones Industrial Average (DJIA) affect the market return. The same variables affect the stock volume with the addition of the Philippine T-bill rate.
Abstract Format
html
Language
English
Format
Accession Number
TU13583
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
54, [50] leaves : ill. ; 28 cm. + 1 computer disc ; 4 3/4 in.
Keywords
Stock exchanges--Philippines; Stocks -- Philippines; Investments--Philippines
Recommended Citation
Merzo, E., Mesiona, A. U., & Reyes, M. E. (2006). A study on the performance of the Philippine stock market in terms of market return and stock volume from years 1994-2005: A comparison of the periods before, during and after the Asian financial crisis. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/9020
