Regression analysis of financial ratios and stock returns : evidence from Singapore.

Using fundamental analysis of published financial information, a buy and hold annual strategy which takes into account the year on year percentage change in the variables, instead of the actual values of the variables, is superior to a short term monthly strategy. Furthermore, the significant variab...

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Main Authors:	Kok, Raymond Seng Hun., Lien, Ber Luen.
Other Authors:	Tan, Hwee Cheng
Format:	Theses and Dissertations
Language:	English
Published:	2009
Subjects:	DRNTU::Business::Finance::Stock exchanges
Online Access:	http://hdl.handle.net/10356/20031
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Institution:	Nanyang Technological University
Language:	English

id	sg-ntu-dr.10356-20031
record_format	dspace
spelling	sg-ntu-dr.10356-200312024-01-12T10:10:45Z Regression analysis of financial ratios and stock returns : evidence from Singapore. Kok, Raymond Seng Hun. Lien, Ber Luen. Tan, Hwee Cheng Nanyang Business School DRNTU::Business::Finance::Stock exchanges Using fundamental analysis of published financial information, a buy and hold annual strategy which takes into account the year on year percentage change in the variables, instead of the actual values of the variables, is superior to a short term monthly strategy. Furthermore, the significant variables in the annual and monthly models are consistent with theories in fundamental analysis on choosing investments over different time periods. Master of Business Administration (Accountancy) 2009-12-14T08:02:09Z 2009-12-14T08:02:09Z 1996 1996 Thesis http://hdl.handle.net/10356/20031 en NANYANG TECHNOLOGICAL UNIVERSITY 87 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Stock exchanges
spellingShingle	DRNTU::Business::Finance::Stock exchanges Kok, Raymond Seng Hun. Lien, Ber Luen. Regression analysis of financial ratios and stock returns : evidence from Singapore.
description	Using fundamental analysis of published financial information, a buy and hold annual strategy which takes into account the year on year percentage change in the variables, instead of the actual values of the variables, is superior to a short term monthly strategy. Furthermore, the significant variables in the annual and monthly models are consistent with theories in fundamental analysis on choosing investments over different time periods.
author2	Tan, Hwee Cheng
author_facet	Tan, Hwee Cheng Kok, Raymond Seng Hun. Lien, Ber Luen.
format	Theses and Dissertations
author	Kok, Raymond Seng Hun. Lien, Ber Luen.
author_sort	Kok, Raymond Seng Hun.
title	Regression analysis of financial ratios and stock returns : evidence from Singapore.
title_short	Regression analysis of financial ratios and stock returns : evidence from Singapore.
title_full	Regression analysis of financial ratios and stock returns : evidence from Singapore.
title_fullStr	Regression analysis of financial ratios and stock returns : evidence from Singapore.
title_full_unstemmed	Regression analysis of financial ratios and stock returns : evidence from Singapore.
title_sort	regression analysis of financial ratios and stock returns : evidence from singapore.
publishDate	2009
url	http://hdl.handle.net/10356/20031
_version_	1789482916136353792

Regression analysis of financial ratios and stock returns : evidence from Singapore.

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