Measuring the intrinsic value of the Philippine Stock Exchange index using a modified discounted residual income model and its granger causal relationship with the GDP for the period 2000-2014
Date of Publication
2016
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
Alfredo M. Santoyo
Defense Panel Member
Tyrone Lim Chan Pao
Abstract/Summary
This research attempts to measure the wealth effect in the Philippines by computing for the true value of the Philippine Stock Exchange Index and its causal effect on the Gross Domestic Product. For 2000-2014, 16 publicly-traded firms listed on the index will be analyzed to see whether or not investors in the Philippines have greater spending power that should be reflected in the stock market performance, and then if the trends are reflective of the future direction of the wealth and economy of the country.
Abstract Format
html
Language
English
Format
Accession Number
TU21361
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
82, 91 unnumbeed leaves ; 28 cm. + ; 1 computer optical disc.
Keywords
Stock exchanges--Philippines; Value
Recommended Citation
Francisco, A., Motas, K. F., Que, W. V., & Ting, K. C. (2016). Measuring the intrinsic value of the Philippine Stock Exchange index using a modified discounted residual income model and its granger causal relationship with the GDP for the period 2000-2014. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/9024
