A study on the existence of a monthly effect on the selected stocks in the Philippine stock market for the period covering May 1994 to April 1998

The so-called monthly effect on stock returns suggests that the average or arithmetic mean returns during the first half of each month are higher than that of the second half (Ariel, 1987). The focus of this paper is to verify whether or not the stock returns on the selected stocks exhibit a monthly...

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Bibliographic Details
Main Authors: Alarcon, Ross Ann, Almazar, Oliver, Ducut, Edward, Lubina, Leah
Format: text
Language:English
Published: Animo Repository 1998
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/16468
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Institution: De La Salle University
Language: English