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

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

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...

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Bibliographic Details
Main Authors: Fernandez, Michaela D., Mack, Jacqueline Y., Marticion, Ivy Cristy S.
Format: text
Language:English
Published: Animo Repository 2008
Subjects:
Stock exchanges > Philippines
Investments > Philippines
Investment analysis
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/17485
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Institution: De La Salle University
Language: English

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