Analysis of the Fama and French three factor model on ASEAN markets.
The Fama and French three factor model introduced two variables (size and book to market value) to capture the cross-sectional variations of stock returns in the US market. This paper seeks to extend this finding to the ASEAN markets, namely the Singapore, Malaysia, Thailand and The Philippines equi...
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2009
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/15084 |
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| 機構: | Nanyang Technological University |
| 語言: | English |