An event study on the impact of the 1998 and 2004 national elections on stock return volatility

• Main Authors: Baylon, Chris Richard G., Bondoc, Gemina Gail R., Ignacio, Mark Anthony O., Mendoza, Justine Kristoffer S.
• Format: text
• Language: English
• Published: Animo Repository 2010
• Subjects: Stocks > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/18510
• Institution: De La Salle University

This paper is in line with Lee and Rui (2002) where the relationship between stock return volatility and trading volumes are found to be in line with the concept of EMH. Lee and Rui (2002) used the impact of volatility on trading volume to analyze and make a conclusion out of an event. Lim, S. et al...