Measuring the intrinsic value of the Philippine Stock Exchange index using a modified discounted residual income model and its granger causal relationship with the GDP for the period 2000-2014

• Main Authors: Francisco, Arianne T., Motas, Kevin Earl Nathaniel F., Que, Winona V., Ting, Kate Jennifer C.
• Format: text
• Language: English
• Published: Animo Repository 2016
• Subjects: Stock exchanges > Philippines; Value; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/9024
• Institution: De La Salle University

This research attempts to measure the wealth effect in the Philippines by computing for the true value of the Philippine Stock Exchange Index and its causal effect on the Gross Domestic Product. For 2000-2014, 16 publicly-traded firms listed on the index will be analyzed to see whether or not invest...