A study on the relationship of stock returns using closing stock prices of all mining firms for the period (2001-2005)
This paper focuses on the relationship of end-month closing stock prices and actual current stock returns of all mining firms. All types of mining firms are being tested namely the most traded, least traded, and firms that are in operation. The stock returns will be derived using the closing prices...
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| Format: | text |
| Language: | English |
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Animo Repository
2007
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/2924 |
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| Institution: | De La Salle University |
| Language: | English |
| Summary: | This paper focuses on the relationship of end-month closing stock prices and actual current stock returns of all mining firms. All types of mining firms are being tested namely the most traded, least traded, and firms that are in operation. The stock returns will be derived using the closing prices and from there on will test the feasibility of having a significant relationship or not. Due to the fact that the data on stocks are trended is it necessary to set it free from any disturbances that could affect the results of this study. Such disturbances include unit root and auto-correlation problems. These problems must be eliminated in order to yield true and accurate results. The main tool used for testing the relationship between these 2 variables is the regression analysis which is the model suited for comparing relationships of 2 or more variables. |
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