A behavioural trading strategy in the Singapore stock market.

• Main Authors: Chen, Zhang Rui., Quah, Joel Shenghui., Lim, Han Zhen.
• 其他作者: Nanyang Business School
• 格式: Final Year Project
• 語言: English
• 出版: 2012
• 主題: DRNTU::Business::Finance::Portfolio management
• 在線閱讀: http://hdl.handle.net/10356/48085

The study by Cooper, Gulen, and Schill [2009] documented a strong negative relation between the growth in firms’ total assets and stock returns, often referred to as the “asset growth effect”. In our study, we seek to explore the asset growth effect in Singapore. Our study indicates that while the U...