The determinants of value and growth portfolios in selected Asian countries.

This paper examines the behavior of value and growth portfolios in Hong Kong, Indonesia, Japan, Malaysia, Singapore, Taiwan and Thailand during July 1976 to December 1997 when firm size, risk, liquidity and growth potential are taken into account. Pre-crisis (July 1976 to June 1997) evidence suggest...

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Main Author: Chua, Jia Leng.
Other Authors: Ding, David Kuan Yong
Format: Theses and Dissertations
Language:English
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/7203
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-72032024-01-12T10:23:20Z The determinants of value and growth portfolios in selected Asian countries. Chua, Jia Leng. Ding, David Kuan Yong Nanyang Business School DRNTU::Business::Finance::Equity This paper examines the behavior of value and growth portfolios in Hong Kong, Indonesia, Japan, Malaysia, Singapore, Taiwan and Thailand during July 1976 to December 1997 when firm size, risk, liquidity and growth potential are taken into account. Pre-crisis (July 1976 to June 1997) evidence suggests that US dollar value premiums for six out of the seven countries are positive. Indonesia is the only exception with negative premiums. Master of Business (By Research) 2008-09-18T07:41:32Z 2008-09-18T07:41:32Z 2000 2000 Thesis http://hdl.handle.net/10356/7203 en Nanyang Technological University 110 p. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Business::Finance::Equity
spellingShingle DRNTU::Business::Finance::Equity
Chua, Jia Leng.
The determinants of value and growth portfolios in selected Asian countries.
description This paper examines the behavior of value and growth portfolios in Hong Kong, Indonesia, Japan, Malaysia, Singapore, Taiwan and Thailand during July 1976 to December 1997 when firm size, risk, liquidity and growth potential are taken into account. Pre-crisis (July 1976 to June 1997) evidence suggests that US dollar value premiums for six out of the seven countries are positive. Indonesia is the only exception with negative premiums.
author2 Ding, David Kuan Yong
author_facet Ding, David Kuan Yong
Chua, Jia Leng.
format Theses and Dissertations
author Chua, Jia Leng.
author_sort Chua, Jia Leng.
title The determinants of value and growth portfolios in selected Asian countries.
title_short The determinants of value and growth portfolios in selected Asian countries.
title_full The determinants of value and growth portfolios in selected Asian countries.
title_fullStr The determinants of value and growth portfolios in selected Asian countries.
title_full_unstemmed The determinants of value and growth portfolios in selected Asian countries.
title_sort determinants of value and growth portfolios in selected asian countries.
publishDate 2008
url http://hdl.handle.net/10356/7203
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