A study on the performance of the Philippine stock market in terms of market return and stock volume from years 1994-2005: A comparison of the periods before, during and after the Asian financial crisis

A study on the performance of the Philippine stock market in terms of market return and stock volume from years 1994-2005: A comparison of the periods before, during and after the Asian financial crisis

The study measures the performance of the Philippine Stock Market using market return and stock volume of the Philippine Composite Index (PSEi) from the years 1994-2005. Using the Two-Way Analysis of Variance (ANOVA), the results showed that there are significant differences in the performance of th...

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Bibliographic Details
Main Authors: Merzo, Edgyn T., Mesiona, April Charisse U., Reyes, Marissa E.
Format: text
Language:English
Published: Animo Repository 2006
Subjects:
Stock exchanges > Philippines
Stocks > Philippines
Investments > Philippines
Finance and Financial Management
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/9020
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Institution: De La Salle University
Language: English
Description
Summary:The study measures the performance of the Philippine Stock Market using market return and stock volume of the Philippine Composite Index (PSEi) from the years 1994-2005. Using the Two-Way Analysis of Variance (ANOVA), the results showed that there are significant differences in the performance of the Philippine stock market, which suggests that the Asian Financial Crisis affected the stock market performance. The Regression Analysis showed the variables affecting market return and stock volume. The results showed that the Dollar-peso exchange rate and Dow Jones Industrial Average (DJIA) affect the market return. The same variables affect the stock volume with the addition of the Philippine T-bill rate.

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