Cost of equity in Singapore.

Our paper examines the cost of equity in the Singapore market using five different pricing models, namely CAPM, CAPM with size premium, Build-up method, Fama and French three-factor model, and Carhart four-factor model. We seek to find the firm-specific, industry and country-level cost of equity whi...

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Bibliographic Details
Main Authors: Foo, Qiao Yun., Ng, Cassie Yi Ting., Teng, Sheng Hua.
Other Authors: Kong Yoon Kee
Format: Final Year Project
Language:English
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/10356/38602
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Institution: Nanyang Technological University
Language: English