Theses/Dissertations from 2023
Financial literacy and financial well-being: A mediation analysis of fintech services adoption among selected generation Z in Metro Manila, Justine Marie M. Abad, Domique John T. Hernandez, Nehemih D. Pabillon, and Arianne Mae M. Teves
The impact of CSR practices and reporting on firm performance: Evidence from selected ASEAN-5 banks, Sharina B. Ahmed, Dominique Margaret O. Co, Marby Christina Alyanna R. Macob, and Julianne Annika Y. Yu
The impact of green investments on Philippine energy firms’ financial performance: The moderating role of environmental policies, Byrne Joshua B. Al-ag, Jillian Beatrice Roselli T. Gaerlan, Sean Daron Magat Guintu, and Jameson A. Ng
Behavioral finance and market efficiency: The responsiveness of the Philippine market during the COVID-19 pandemic, Greisa Eguia Alano, Arhen Richmond Payumo Nuguid, and Kenneth Gabriel Sanvictores Rojas
Sustainable finance: An analysis of the ASEAN-4 universal banking sector's sustainable growth rate (SGR) and its risk factors, Bianca Elise S. Alejandrino, Armandeep K. Bhuller, Arnel Jorge N. Francisco II, and Jean Christian C. Peralta
The long memory effect in ASEAN-6 stock markets from 2006 to 2022: A rescaled range analysis, Tricia Q. Almandres, Sharmaine Rose G. Estor, Michaela Wencee S. Ng, and Audrey T. Reyes
An analysis of the effect and influence of macroeconomic factors on 10-year government bond Yields in the ASEAN-4, Dan Joseph L. Andres, Ronnie-Lans T. Ayuyao, Nathan John N. Deypalan, and Jan Marcus C. Naguit
The effects of behavioral biases on investment decisions of Filipino millennials and generation Z: Moderating role of financial literacy, Liezl Katherine C. Ang, Jean Ashley A. Masanque, Johannah Mae C. Nacario, and Renna Mae M. Paguntalan
Panel regression analysis of the link between ESG indicators and financial performance in the energy and transportation Industry of ASEAN 5 countries: A sectoral perspective, Rafael Antonio C. Arellano, Skye Orin L. Libarnes, Meg Allen G. Maayo, Joaquin Francisco T. Sun, and Pedro Enrique S.A. Villamejor
Smart beta investing: A comparative study of fundamental accounting metrics and traditional market capitalization indices to measure the performance of the Philippine Stock Exchange, Miguel Benedicto Ramirez Argamosa, Faith Robles Del Rosario, Veronica Marielle Ferrer Delmo, and Miguel Antonio Rodriguez Merino II
The moderating effect of institutional quality on the relationship between financial inclusion and the profitability of commercial banks in selected ASEAN-5 countries: An analysis, Miguel Rene Q. Balboa, Timothy Karl R. Dela Torre, Alexandra Yzabella H. Lazaro, and Nishie S. Yao
The impacts of oil price shocks on the stock market index of the ASEAN-4 countries from January 2012 to October 2022: An analysis, Miguel Enrico V. Banzon, Beatriz Colleen S. Calimlim, Hesed Heindrick S. Cariño, and Siegfried Paolo B. Malabanan
Granger causality between stock market and selected macroeconomic indicators: Evidence from the Philippines, Kenneth Richard O. Bardullas, Vinzze Joseph T. Co, Aaron Henric P. Leung, and Alyzza Ariane J. Tadeo
Sustainable finance: The impact of selected green bonds on issuing firms' greenhouse gas emission (GHG) levels in selected ASEAN countries, Jomabelle C. Bautista, Mary Aubrey C. Calma, Ezekiel C. Camilo, and Krystell Abigail L. Tan
Can it walk the talk? Determining the validity of random walk hypothesis and technical analysis in the Philippine stock market, Hazel P. Bongolan, Bea Eliza A. Delos Reyes, Jenielle Joye T. Ho, and Cale Robert S. Rasco
Total factor productivity using Malmquist DEA on selected ASEAN-5 life insurers from 2007 to 2021: An analysis, John Allen C. Caballa, Riana Jade Y. Ng, Cherilyn G. Tan, and Jon Calvin C. Uy
The relationship between economic indicators and stock exchange index of ASEAN-4 countries: Indonesia, Malaysia, Philippines, and Thailand, Craig Jimver Mikael C. Camino, Micko Briel D. Del Pilar, Paul A. Fuentebella Jr., and Bryan Stephen A. Hong
Utilization of financial ratios in selected financial models to predict financial distress among food manufacturing companies in the Philippines, Simon Hongying G. Chen, Jelline C. Cheng, Lyka Mari C. Javier, and Janine F. Ong
Analyzing the causal effects of the major ASEAN-4 countries exchange rates against the Philippine peso on the volatility of the Philippine stock market returns, Richmond Ryan S. Chua, Yung Ching S. Shi, Willy W. Tang, and Rico J. Wu
Impact of mega-sporting events on the host countries’ stock market performance and economic growth: Evidenced from the Southeast Asian Games, Wendy Cai Chua, Se Jin Kaibigan Jeong, Catherine Ke Ke, and Michelle Chen Lin
An evaluation of logistic regression and random forest model as early warning system models for assessing an equity market crisis in ASEAN-5 + 3 countries, Allister James R. del Rosario, Anne Ysobel P. Guzman, Michelle O. Kohzai, and Jay Ruel B. Zape
A comparative analysis of the performance of machine learning models for predicting stock prices from the years 2012 to 2022: Evidence from the ASEAN 5 stock market indices, Sameer D. Dhanani, Hugh Leon B. Escaño, Jasmine L. Lim, and Isaiah Franz Dominique L. Pascual
Evaluating the volatility spillovers in the foreign exchange market during extreme events from 2007 to 2022 using the EGARCH model: Evidence from the ASEAN-5 countries, Helen L. Diaz, Jan Peter T. Ignacio, Melanie Grace V. Namol, and Abby Gail C. So
An analysis on the impact of crude oil prices and macroeconomic indicators on the ASEAN-5 stock market index: The 2022 Russian invasion of Ukraine, Sophia Anne B. Gallardo, Jasmine F. Kau, Christelle Joy V. Remegio, and Jaylyn M. Vibar
An analysis of the relationship between stock prices and financial ratios of banks based on the ASEAN-4, Rica Anne A. Ko, Clarea Felice C. Lim, and Stacey Elaine T. Yap
Determinants of property sector profitability: Empirical evidence from the selected publicly listed real estate companies in the ASEAN-5, France Gabriel D. Palileo, Miguel Faustino O. Mallari, Paul John S. Sison, and Mary Angeleen V. Teodosio
Financial literacy and fintech adoption among millennials in Metro Manila, Philippines: An analysis, Alyanna Marie L. Toh, Stacey Eunice U. Lee, Jason W. Su, and Athena Micah B. De Guzman
Theses/Dissertations from 2022
Effects of volatilities on property sector indices of ASEAN-6 pre, during, and after the Global Financial Crisis and during the COVID-19 pandemic from 2006 to 2022, Maria Charizza Acuña, Ernest Joseph Coronel, Margarita Lauren Cortez, and Nathalie Raika Julio
The impact of exchange rate volatility on the stock market index returns of select developed and developing Asian countries: An analysis, Alianne J. Alfonso, Mariela C. Cai, Erika Anne D. Jaurigue, and Sofia Eloisa U. Placino
Philippine financial institutions' counterparty default risk and stock price relationships: An analysis, Gerard Constantine Amano, Juwan Kenzie Gomez, Gilbert Angelo Juan, and Jan Michael Pioquinto
The effect of ESG activities on the financial performance of PSE listed companies during the COVID-19 pandemic—Evidence from the Philippines, Andrea Danielle S. Amil, Raizen Philippe M. King, Rondel Y. Ortiz, and Gweneth Allona Mikaela B. Te Tan
The impact of COVID-19 and specific control indicators on the performance of selected universal banks in the Philippines, Keana Aedrielle Modesto Ang, Bea Alexis Gotay Lim, Issey Miuccia Domminiq Uy Tan, and Jenny Huang Zhang
A study on the determinants of dividend payout policy: Evidence from the ASEAN-5 countries, Princess Askha Intal Artates, Mary Coshey Israel Dabatos, Claire Aimy Padilla Sendin, and Reynalyn Del Mundo Tenorio
Forecasting value-at-risk during crises in select ASEAN stock market indices through GARCH-EVT models, Janelle Fatima A. Balmaceda, Maxim Anthonnae M. Miranda, Mary Haniel Joy M. Parba, and Patricia Anne M. Zapanta
The relationship of the daily number of COVID-19 cases, lockdown classifications in the National Capital Region, and Philippine stock returns: An analysis, Beatrice Q. Bañagale, Dazle M. Edralin, Joaquin Pierre T. Guinto, and Isabelle Rhein D. Rivera
Financial development in the ASEAN 8: Impact of foreign direct investment and institutional quality, Katherine Marie F. Batto, Julie T. Caguioa, Sophia L. Cruz, and Sofia Julia S. Uy
The rise of fintech in the Philippines: A study on the impact of digital finance and demographics on financial inclusion and its effect on economic growth, Sofia Angeli M. Bobier, Gillian Clare O. Carbonilla, Alessandra Rayne L. Mallari, and Erika Marie D. Moleno
Investigating the long-term co-movement and spillover effects of the stock markets between the United States and the ASEAN-5 countries for the periods up to and after the 2008 Global Financial Crisis and the COVID-19 pandemic, James Paul Misa Calub, Stephanie Joyce Chua Chan, and Elisa Kyle Agulto Lim
The effect of credit and liquidity risk management practices on the profitability ratios of selected Philippine thrift banks, Renee Ysobelle S. Canlas, Jerlene E. Coronado, Joana Raquel S. Gianan, and Stephanie Mae C. Hu
A relationship between world oil prices and Philippine mining and oil sector index: A comparative study of multivariate GARCH approaches, Errol Stephen Santos Chan, Justin Matthew Carrasco Hou, Mychael John Llamado Ong, and Marcus Adrian Garyth Ejercito Tan
Evaluating the impact of competition on the profitability and the stability of the commercial banking sector: A case of selected Asian countries (2008-2020), Gianina Jewel Paredes Chan, John Matthew Menco Chua, Jeanne Marie Lim Si, and Christian Rosales Sy
Examining financial performance of ASEAN REITs from 2020-2022, Lorenz Dominick Santos Chon, Martin Clifford King Ornido, Bryce Harvey Angsanto Tan, and John Henderson Co Tan
An analysis on the total factor productivity of selected commercial banks in the ASEAN-5 countries using Malmquist-DEA analysis from 2006-2020, Kervin T. Chua, Maria Jeanette C. Mallari, Joacquin Carlo A. Navales, and Chelsea Ann A. Yu
The impact of human development in the ASEAN 5 countries on financial inclusion (2015-2019): An analysis, Danica Deryll C. Condes, Justin Nicholas D. Nocum, and Kenneth C. Sevilla
Behavioral biases and demographic factors influencing Filipino’s investment decision during the COVID-19 pandemic: An empirical study, Chevy Louise G. De Guzman, Pierre Angelo A. Lopez, Alley Jill Q. Ocampo Tan, and Jannah Andre A. Seville
Relationship of information and communication technology (ICT) and stock market development (SMD): Empirical evidence using a panel of ASEAN-6 and East Asian-3 countries, Erica Jillian Allison S. Dela Cruz, Huihuang Shi, Edward Spencer D. Tan, and Micah Lovell V. Tan
Analysis of the impact of selected financial ratios and macroeconomic factors on share price: Empirical evidence from selected emerging ASEAN countries mining and oil sector, Marielle C. Dela Cruz, Kieza Francesca C. Garra, Samantha Rose V. Pontines, and Serin Hanbyeol A. You
Will the renminbi emerge as a safe-haven currency? Evidence from the tiger cub economies’ stock market volatility from 2016 to 2021, Paolo Manuel D. Delfin, Kay Lin Ding, Hana Juniela N. Sebe, and Sofia Nicole C. Villanueva
Financial integration in ASEAN emerging markets: The relationship between macroeconomic variables and stock index performance from 2011 to 2020, Loren Margaret Malabanan Dizon, Mico Angelo Pasion Magturo, Maria Nicole Sebastian Molina, and Rainiele Clarice Galaura San Juan
A comparative analysis of the risk-adjusted performance of Philippine active and passive equity funds before and during the COVID-19 pandemic, Luisa L. Dizon, Irvin Avery F. Ng, Audrey Nicole F. See, and Lance Spencer T. Yu
Information and communication technology (ICT), economic indicators, and banking sector indicators: Its impact on the ASEAN-5 countries' banking sector performance: An analysis, Piero Antonio D. Dominguez, Samantha Colleen M. Francisco, and Maria Regina T. Ignacio
Influence of digital finance accessibility on financial inclusion and bank stability: Evidence from the ASEAN, Jameson Esparas and Faustine Angela B. Zipagan
A study on Filipino investors and their intention to invest in mutual funds in the Philippines, Jaan Alexander Lacap Gana, Mauro Ramon Campos Lacson, Dheeraj Motiani, and Yu-jin Dacula Nam
A comparative study on the impact of COVID-19 pandemic and exchange rate on the stock market returns of the Philippines and Thailand, Jan Gavin Santos Go, Bea Jilian Banaag Llana, Reignard Alric Chong Uy, and Aaron Elian Lardizabal Yaneza
The significance of microfinance to Pototan rice farmers in the Philippines: An analysis, Mikaela Luis A. Gutierrez and John Dominic D. Hechanova
Comparative analysis of top cryptocurrencies to other financial markets, Chadwick Wayne G. Ilagan, Stephen C. Ong, and Juanito P. Valdecantos IV
The impact of sustainability reporting on corporate financial performance: A multilevel modelling approach using evidence from publicly listed companies in the Philippines, Julienne Elisha Q. Juan, David Joshua T. Marin, John Raymond D. Reyes, and Shaila Kimberly U. Sy
A comparative assessment of Benjamin Graham's stock selection criteria as quantitative investment strategy in ASEAN-5 markets post global financial crisis: An examination of the defensive and enterprising investor approach, Geoffrey James O. Lim, Jose Rafael M. Malamug, and Ethen Aldrich P. Panugayan
The effects of the adoption of blockchain technology on selected ASEAN banks’ stock performance: An event study, Angelo Gabriel G. Lopez, Joachim Santino G. Palacios, Romualdo Anton T. Rosas, and Samantha T. Santos
The effect of fintech on the efficiency of selected Philippine universal banks using DEA from 2010 to 2019, Sarah Frances O. Ludo, Joaquin Vicente C. Sese, Leah Beatrice S.D. Tagabucba, and Regine Elixhea S. Torres
An assessment of risk management's mediating effect on financial innovation and bank's performance: A study of selected ASEAN-5 listed commercial banks from 2018-2020, Raphael Gerardo Nisce, Louise Kate R. Ramirez, and Kataaki M. Watanabe
The effect of selected financial ratios and macroeconomic factors on stock price: A study of Bursa Malaysia Berhad's listed energy companies from 2015 to 2019, Rexwin Anthony Osida, Joanne Chelsea B. Pecson, and Miguel Benedicto C. Tupas
Efficiency, financial performance, and stock returns of the food and beverage industry: A study on the ASEAN 5, Jan Dominique O. Tan, Hanns Dominic W. Chen, Christian Lance L. Haw, and Queenie Yvette S. Shi
Theses/Dissertations from 2021
A comparative study: Underpricing and long-run performance of initial public offerings in Singapore Exchange and Bursa Malaysia from 2007-2016, Ann Nicole Louise L. Ang, Alexa May B. Domingo, Paula M. Maniulit, and Ysabel T. Maniulit
Women empowerment through microfinance: Twenty year historical data analysis of selected microfinance institutions in NCR and CALABARZON, Bianca Erica D. Bala, Cristina Mae Y. Chu, Paolo Tristan L. Chu, and Dustinmico S. Wee
The relationship of stock returns with systematic risk in the ASEAN-5 Region: A panel data approach analysis of the relationship prior to and during the COVID-19 pandemic, Wren Angelo Encarnacion Banaag, Maxinne Vaughn Julia Catoto De Guzman, and Kassandra Mari Banawa Luces
The impact of financial literacy, attitude, and behavior on financial well-being among Metro Manila residents, Erika Shaine Chong Bana Lim, Domingo Maria Carmona Garcia IV, Joiecel Labung Tan, and Alyssa Janine Hong Yao
The effect of the coronavirus (COVID-19) on the optimal portfolio composition of select industry sectors in the Philippines, Laxmir Roselle Magpantay Biacora, Ida Augusta Ramos Lim, Marc Ivan Pagtama Lanuza, and Denise Nicole Pimentel Lim
Cardinality-constrained approach: Small portfolios breakthrough in the Philippine market from January 2015 to December 2019, Judely Ann Calipusan Cabador, Clarissa Lingat Calo-oy, Krisma Allu Gapasin Duldulao, and Juliene Faye Palmares Zamora
Empirical analysis: Application of specific GARCH models in examining stock market volatility, Adrianne Nicole J. Canonizado, Charles Lawrence L. Chua, Jon Pryce Y. Go, and Jackie C. Yu
The relationship between financial literacy and fraud detection between generation X and Y Filipinos in Metro Manila, Philippines, Elijah Climaco Castañeda, Eric Paul Mariano, and Mark Ildefonso M. Zurbano III
Evaluating early warning systems for currency crisis in select emerging ASEAN economies, Mikhaela Kristine R. Chan, Berndhart S. Co, Mary Khristine P. Juan, and Erryl Ron M. Lacanlale
A PLS-structural equation modelling of the role of financial inclusion, financial technology, financial stability, and bank competition on economic growth in ASEAN, Lou Marie Princess Dimalibot Chua, Richelyn May Pantig Chua, Kim Borja Fernandez, and Ericka Christian Ando Javate
A panel analysis of Philippine banks’ loan portfolio quality in relation to their bank lending rates, bank performance, and key accounts, Antonio Miguel Tayag Coronel, Lorenzo Jose Morales Prieto, Zach Gabriel Server Rapanot, and Xavier Maria Castro Roxas
An analysis on the effect of demographic characteristics and e-money usage towards bank account ownership in the Philippines, Miguel Carlos S. De Guzman, Zores Miguel A. Declaro, Vincent Thomas F. Garcia, and Dana Erika E. Julaton
A comparative analysis of the inflation hedging properties of gold, stocks, corporate bonds, and foreign currency in the Philippines from years 2011-2019, Ma. Danielle Kyle L. de Jesus, Eduardo Wolfgang U. Gargarita, Dessa Fay A. Isubol, and Eira Jasmine H. Javaluyas
The impact of the COVID-19 pandemic on revenue diversification of selected banks in the ASEAN 5 countries, Alma Grace De Vera, Adrian Keith Deparene, Regina Sofia Ong, and Jonas Marvin Villar
Examining the impacts of environmental, social, and governance (ESG) considerations on millennials and generation Z’s investment attitudes and behaviors, Micaella Danielle Go, Mary Agnes Alita Grino, and Tyrone Kyle Jambalos
Behavioral factors influencing retail investors’ decision making during the COVID-19 pandemic: A study on the Philippine stock exchange, Justin Martin Meneses Jacaria, Ma. Isabel Anacleta San Jose Paredes, Matthew Jeremy Sacdalan Quismorio, and Gonzalo Philip Centennial Caligagan Exconde
Value investing and technical analysis in the Philippine Stock Exchange, investing in the five different sectors after the financial crisis of 2008 from the years 2010-2019, Mathew Luis L. Marzan, James Ryan A. Sese, and Bryan Michael C. Yap
An analysis of the relationship between financial performance of Microfinance Institutions and the Sustainable Development Goals, Samuel Villacruz, Dallin Torio, Jing-Jing Go, and Carolyn Tan
Theses/Dissertations from 2020
The effect of ASEAN-4 stock market volatility on the Japanese yen as a safe haven asset from 2003 to 2019, Angela Angie Wu Chen, Kymberlin Rae Chan Cua, and Shiela Camille Chua Lao
