| Published
• "Efficiency of the Philippine Stock
Market",
Applied Economics Letters, vol. 13, no. 7, 2006.
• "A Variance Equality Test of
ICAPM on Philippine Stocks: Post-Asian Financial Crisis Period",
Applied Economics, vol. 38, 2006, 353-362. (UP
President's International Publication Awardee)
• "Exchange Rate Risk and Philippine
Stock Returns: Before and After the Asian Financial Crisis",
forthcoming in the
Applied Financial Economics, vol. 15, no. 11, 2005, 765-771.
• "A Multifactor Model of Philippine
Stock Returns Using Latent Macro Risk Factors",
Applied Economics Letters, Vol. 11 No. 11, December 2004. (UP
President's International Publication Awardee)
• “Problems with Testing the CAPM
in the Philippine Setting”. Philippine Management Review.
Volume 10, No. 1, 2002-2003.
• “Macroeconomic Factors and the
Philippine Stock Returns”. Philippine Management Review.
Volume 10, No. 1, 2002-2003.
• “Risk and the Cost of Equity
Capital” in IDEAS Vol. II, Issue 02, April 2002, Institute
for Development and Econometric Analysis, Inc.
• “Volatility and Returns in the
Philippine Stock Market”. Philippine Management Review.
Volume 9, No. 1, 2001.
• “How Do Philippine Listed Firms
Make Investment Decisions?”. Philippine Management Review.
Volume 8, No. 1, 1999-2000.
• Main author and editor, Introduction
to Computers and Data Processing. 1987.
• “Operations Research, Computers,
and the Decision Maker”. SGV Journal. No. 3, 1984.
• “Operations Research in the Philippines:
A Thumbnail Sketch”. SGV Journal. No. 3, 1984.
• “Computers and Economic Development”.
SGV Journal. No. 4, 1983.
Unpublished
• “Test of the CCAPM in the
Philippines: 1987-2000”. Discussion Paper, University
of the Philippines, College of Business Administration, 2003.
• “Corporate Diversification and
Firm Value”. Discussion Paper, University
of the Philippines, College of Business Administration, 2003.
• “A History of Philippine
Corporate Finance Theory and Practice”, Professorial Chair
Lecture, 2002.
• “Allocative Efficiency of the
Philippine Stock Market”. Discussion Paper, University
of the Philippines, College of Business Administration, 2002.
• “Informational Efficiency
Characteristics of the Philippine Stock Market”. Discussion Paper, University
of the Philippines, College of Business Administration, 2002.
• “Determinants of Cross Sectional
Stock Returns Variation - Part 2 - Systematic and Idiosyncratic
Risks”. Discussion Paper, University
of the Philippines, College of Business Administration, 2002.
• “The Peso Problem: Theory, Measurement
and Philippine Asset Prices”. Discussion Paper, University
of the Philippines, College of Business Administration, April
2001.
• “Econometric Testing of the Rationality
of Investment Decision Making by Publicly Listed Philippine Firms.”
Discussion Paper, University of the Philippines, College of Business
Administration.
• “What Did Ricardo Actually Say
on the Ricardo Equivalence Theorem”.
• “The Use of Sample Characteristic
Functions in the Analysis of the Collective Risk Process”,
Paper presented at the Joint National Meeting of the Operations
Research Society of America and the Institute of Management Science,
New Orleans, U.S.A., May 1, 1979.
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