Investor sentiment and stock returns in the Philippines

• Main Author: LOZARI, ENRIQUE
• Format: text
• Published: Archīum Ateneo 2018
• Subjects: Stockholders > Philippines > Case Studies; Stocks > Philippines > Case Studies; Investments > Philippines; Investment analysis; Stocks > Rate of return.
• Online Access: https://archium.ateneo.edu/theses-dissertations/28; http://rizalls.lib.admu.edu.ph/#section=resource&resourceid=1811791478&currentIndex=0&view=fullDetailsDetailsTab
• Institution: Ateneo De Manila University

This paper studied whether investor sentiment predicts individual stock returns in the Philippines, whether investor sentiment predicts stock returns of individual stocks differently, and whether investor sentiment affects difficult-to-arbitrage stocks more than others. It constructed a composite in...