A Causality test on accounting returns and market returns: Evidence from publicly-listed companies in the Philippines from 2007 to 2012

• Main Authors: Chiu, Mark Andrew L., Jo, Elesia Mae R., Velasco, Jose Christopher E., Yang, Karen Ann L.
• Format: text
• Language: English
• Published: Animo Repository 2013
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/10955
• Institution: De La Salle University

Various studies have been conducted on the relationship between accounting earnings and stock returns due to its important implications for accountant and stock market investors. This study examined whether a causal relationship exists between accounting returns and market returns in the context of...