The effectiveness of low P/E strategy in Singapore

• Main Authors: Butt, Yiu Yi, Lai, Choi Wai, Seah, Miew Siang
• Other Authors: Nanyang Business School
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Business
• Online Access: http://hdl.handle.net/10356/58597
• Institution: Nanyang Technological University

Many studies have investigated and concluded that firms of low PIE ratios yield abnormally high risk adjusted returns. Such a phenomenon has been labeled as the low PIE effect. This project aims to verify the low PIE effect and the optimal investment horizon of the low PI...