Market timing and capital structure in the Japanese market.
The aim of this project is to investigate market timing and capital structure in the Japanese market with special attention to the differences between Keiretsu firms and Non-Keiretsu firms.
Saved in:
Main Authors: | Ow, Yi Ying., Seow, Chin Yuen., Tan, Shin Sian. |
---|---|
Other Authors: | Sen, Nilanjan |
Format: | Final Year Project |
Published: |
2008
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/10407 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Similar Items
-
Empirical models & analysis of the Japanese equity market
by: Li, Zhongqi
Published: (2011) -
Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices.
by: Ng, Yi Ting., et al.
Published: (2008) -
Pricing of underwriting services in the Singapore initial public offering market.
by: Chan, Ying Ying., et al.
Published: (2008) -
Momentum strategies in the Singapore equity market.
by: Tan, Ivan Chin Huat.
Published: (2008) -
Market reaction & motives behind share repurchase : evidence from Japanese companies
by: Abhay Kumar Sinha, et al.
Published: (2008)