Stability and predictability of betas of Singapore securities (1987-1992)

• Main Authors: Loh, Amy, Wee, Wei Ling, Yeo, Poh Kuan
• Other Authors: Wendy Foo
• Format: Final Year Project
• Language: English
• Published: 2015
• Subjects: DRNTU::Business::Finance::Money
• Online Access: http://hdl.handle.net/10356/62980
• Institution: Nanyang Technological University

Betas have been broadly accepted by academic circles and the investment community as a measure of risk of stocks. With the increase of interest in investments and in the stock market of Singapore lately, there is a growing concern regarding the riskiness of stocks listed on the SES. The objective...