Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore

• Main Authors: Lim, Emelia Xiu Yi, Ng, Eng Han, Zhang, Xiuhui
• Other Authors: Lau, Sie Ting
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/10434
• Institution: Nanyang Technological University

The objective of this paper is to examine the relationship between stock returns and the financial variables, beta, size, earnings-to-price ration, cash flow-to-price ration, book-to-market equity ration, and sales growth. Our study is based on a sample of 50 top Singapore non-financial firms liste...