A behavioural trading strategy in the Singapore stock market.

• المؤلفون الرئيسيون: Chen, Zhang Rui., Quah, Joel Shenghui., Lim, Han Zhen.
• مؤلفون آخرون: Nanyang Business School
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2012
• الموضوعات: DRNTU::Business::Finance::Portfolio management
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/48085
• المؤسسة: 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...