The impact of COVID-19, lockdowns, and vaccines on the Philippine stock market

This paper examines the effect of the COVID-19 pandemic on stock returns and stock volatility of firms listed in the Philippine Stock Exchange (PSE). We apply fixed effects panel data regression to analyze the impacts of the growth rates of COVID-19 cases and deaths as well as the different levels...

Full description

Bibliographic Details
Main Author: Sañga, Michael Harvey J. (Author)
Other Authors: Mendoza, Adrian R. (adviser.)
Format: Thesis
Language:English
Subjects: