Firm size, book-to-market ratio and risk factor returns and its relationship with stock returns: Evidence from the financial sector of the Philippine stock market

• Main Authors: Pua, Adrienne Aimee A., Salapare, Justin Earl Daryll P., Tan, Julliard Patrick H., Umali, Inigo Antonio B.
• Format: text
• Language: English
• Published: Animo Repository 2015
• Subjects: Stocks > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/9041
• Institution: De La Salle University

This paper is focused on addressing the possible effects of firm size and book to market ratio in determining the stock returns generated in the Philippine setting by making use of the companies belonging to the financial sector in the Philippine Stock Exchange index. The researchers also tried to t...