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

• 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
• Institution: Nanyang Technological University

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...