A behavioural trading strategy in the Singapore stock market.

• Main Authors: Chen, Zhang Rui., Quah, Joel Shenghui., Lim, Han Zhen.
• Other Authors: Nanyang Business School
• Format: Final Year Project
• Language: English
• Published: 2012
• Subjects: DRNTU::Business::Finance::Portfolio management
• Online Access: http://hdl.handle.net/10356/48085
• Institution: Nanyang Technological University

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...