Information arrival, trading and volatility of Philippine stock returns
This study determines the effects of information arrival (as proxied by volume) or trading (as proxied by returns) on Philippine stock return. The sample included ten (10) randomly selected PHISIX constituent issues and the PHISIX covering the period April 4, 1994 to March 31, 1999. The study used b...
Saved in:
| Main Author: | |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2001
|
| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_doctoral/1160 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | De La Salle University |
| Language: | English |