Information arrival, trading and volatility of Philippine stock returns

• Main Author: Calderon, Leila Y.
• Format: text
• Language: English
• Published: Animo Repository 2001
• Subjects: Stocks; Block trading; Stock-exchange; Business Administration, Management, and Operations
• Online Access: https://animorepository.dlsu.edu.ph/etd_doctoral/1160
• Institution: De La Salle University

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...