The relationship of stock returns with systematic risk in the ASEAN-5 Region: A panel data approach analysis of the relationship prior to and during the COVID-19 pandemic
The relationship between stock returns and systematic risk before and during the COVID-19 epidemic is investigated in this study. The samples will be indexed stocks from the ASEAN-5 countries' respective stock markets from January 2010 to December 2019, which corresponds to the pre-pandemic era...
Saved in:
Main Authors: | Banaag, Wren Angelo Encarnacion, De Guzman, Maxinne Vaughn Julia Catoto, Luces, Kassandra Mari Banawa |
---|---|
Format: | text |
Language: | English |
Published: |
Animo Repository
2021
|
Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etdb_finman/11 https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1015/viewcontent/banaag2.pdf |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | De La Salle University |
Language: | English |
Similar Items
-
Politics and stock returns: evidence from Thailand
by: Nantiya Udomworarat
Published: (2008) -
The relationship between trading volume and stock price returns in the Philippine stock exchange
by: Alarcon, Denmark C.
Published: (2012) -
Can sentiment lead to something more?: A 2009 - 2016 empirical study establishing the relationship of market sentiment and stock market returns of 22 selected Philippine Stock Exchange blue-chip companies
by: Doria, Rolando Mari Q., et al.
Published: (2017) -
Can sentiment lead to something more?: A 2009-2016 empirical study establishing the relationship of market sentiment and stock market returns of 22 selected Philippine Stock Exchange blue-chip companies
by: Doria, Rolando Mari Q., et al.
Published: (2017) -
An empirical Investigation of liquidity and stock returns relationship in Vietnamese stock market
by: Nguyen, Thi Kim Duyen
Published: (2020)