An evaluation of risk, return and stock price premium of segmented shares listed in the Philippine composite index (PHISIX) for the period 1998-2004

• Main Authors: Co, Charles Ferdinand L., Dong, Trang Thi Thu, Valente, Mary Madelene Anne J., Yao, Anna Marie H.
• Format: text
• Language: English
• Published: Animo Repository 2006
• Subjects: Stock exchanges > Philippines; Investments > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/14163
• Institution: De La Salle University

This paper examined the relationship among risk, return and stock price premium induced by ownership restriction in the Philippine stock market. Prior researches in other countries showed that political risk, exchange rate risk, interest rate risk, and liquidity and differential demand risk had impa...