Investigating the size effect and value premium in the Singapore Exchange

• المؤلفون الرئيسيون: Ang, Qian Lu, Choo, Joseph Tianyi, Tan, Audrua Kai Fen
• مؤلفون آخرون: Choong, Edmund Chewn Seng
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/10278
• المؤسسة: Nanyang Technological University

This study sets out to examine if both the size effect and value premium existed in the Singapore Exchange during recent years. It also aims to detect any interaction between size and value so as to allow investors to formulate strategies to maximize gains or minimize losses under the different mar...