Liquidity and price volatility: Evidence from the Philippines and Thailand stock market from January to December 2006
This paper compares the level of liquidity and volatility in the Philippine and Thai stock market. By using the Market Efficient Coefficient model developed by Hasbrouck and Schwartz (1987) in determining the level of liquidity and volatility it is found out that the Thai stock market is more liquid...
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oai:animorepository.dlsu.edu.ph:etd_bachelors-96922021-08-22T05:44:20Z Liquidity and price volatility: Evidence from the Philippines and Thailand stock market from January to December 2006 Lim, Carl Stephen Tamayo, Deo Carlo Velasco, Jennyleen This paper compares the level of liquidity and volatility in the Philippine and Thai stock market. By using the Market Efficient Coefficient model developed by Hasbrouck and Schwartz (1987) in determining the level of liquidity and volatility it is found out that the Thai stock market is more liquid and less volatile as compared to the Philippine stock market. Also, the significance of each of the variables is tested to determine which affects the liquidity and volatility. 2007-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/9047 Bachelor's Theses English Animo Repository Stocks--Prices--Econometric models Finance and Financial Management |
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De La Salle University |
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De La Salle University Library |
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Asia |
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Philippines Philippines |
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De La Salle University Library |
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DLSU Institutional Repository |
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English |
| topic |
Stocks--Prices--Econometric models Finance and Financial Management |
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Stocks--Prices--Econometric models Finance and Financial Management Lim, Carl Stephen Tamayo, Deo Carlo Velasco, Jennyleen Liquidity and price volatility: Evidence from the Philippines and Thailand stock market from January to December 2006 |
| description |
This paper compares the level of liquidity and volatility in the Philippine and Thai stock market. By using the Market Efficient Coefficient model developed by Hasbrouck and Schwartz (1987) in determining the level of liquidity and volatility it is found out that the Thai stock market is more liquid and less volatile as compared to the Philippine stock market. Also, the significance of each of the variables is tested to determine which affects the liquidity and volatility. |
| format |
text |
| author |
Lim, Carl Stephen Tamayo, Deo Carlo Velasco, Jennyleen |
| author_facet |
Lim, Carl Stephen Tamayo, Deo Carlo Velasco, Jennyleen |
| author_sort |
Lim, Carl Stephen |
| title |
Liquidity and price volatility: Evidence from the Philippines and Thailand stock market from January to December 2006 |
| title_short |
Liquidity and price volatility: Evidence from the Philippines and Thailand stock market from January to December 2006 |
| title_full |
Liquidity and price volatility: Evidence from the Philippines and Thailand stock market from January to December 2006 |
| title_fullStr |
Liquidity and price volatility: Evidence from the Philippines and Thailand stock market from January to December 2006 |
| title_full_unstemmed |
Liquidity and price volatility: Evidence from the Philippines and Thailand stock market from January to December 2006 |
| title_sort |
liquidity and price volatility: evidence from the philippines and thailand stock market from january to december 2006 |
| publisher |
Animo Repository |
| publishDate |
2007 |
| url |
https://animorepository.dlsu.edu.ph/etd_bachelors/9047 |
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1772834846851203072 |