A study on the presence turn-of-the-month effect in the Philippine stock market from 2000-2007

• المؤلفون الرئيسيون: Fernandez, Michaela D., Mack, Jacqueline Y., Marticion, Ivy Cristy S.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2008
• الموضوعات: Stock exchanges > Philippines; Investments > Philippines; Investment analysis
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/17485
• المؤسسة: De La Salle University

This paper tested the significant presence of Turn-of-the-Month Effect (TOM) using the returns of the Philippine Stock Composite Index (PSEi) and the Financial (FIN), Industrial (IND), Property (PRO) and Mining & Oil (M-O) sector indices analyzed cumulatively each month across the years 2000-200...