Information arrival, trading and volatility of Philippine stock returns
Date of Publication
2001
Document Type
Dissertation
Degree Name
Doctor of Business Administration
Subject Categories
Business Administration, Management, and Operations
College
Ramon V. Del Rosario College of Business
Department/Unit
Management and Organization
Thesis Adviser
Errol B. Perez
Defense Panel Chair
Rhoderick R. Santos
Defense Panel Member
Mario V. Perilla
Marites Ariola Khanser
Ana Maria L. Tabunda
Abstract/Summary
This study determines the effects of information arrival (as proxied by volume) or trading (as proxied by returns) on Philippine stock return. The sample included ten (10) randomly selected PHISIX constituent issues and the PHISIX covering the period April 4, 1994 to March 31, 1999. The study used both the historical and implied volatility to estimate the forecast volatility. However, both methods assumed that volatility is stationary, which was not the case as empirically evidenced. In this study, the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) (1,1) and Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) (1,1) were used to estimate and forecast the time-varying volatility.The study found out that return variances during trading period is greater than return variances during nontrading period for all index stocks except Philex Mining. Likewise, this study found out that the stock return volatility for all the index stocks exhibited the following: 1) leptokurtic 2) skewness and 3) volatility clustering in all the recompositions of the PHISIX. Also, this study presented an alternative model to the mean-variance analysis used by investors. The model includes the four moments, mean, standard deviation, skewness, and kurtosis for stock evaluation.
Abstract Format
html
Language
English
Format
Accession Number
TG03081
Shelf Location
Archives, The Learning Commons, 12F Henry Sy Sr. Hall
Physical Description
221 leaves
Keywords
Stocks; Block trading; Stock-exchange
Recommended Citation
Calderon, L. Y. (2001). Information arrival, trading and volatility of Philippine stock returns. Retrieved from https://animorepository.dlsu.edu.ph/etd_doctoral/1160