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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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 |
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DRNTU::Business::Finance::Equity Chua, Jia Leng. The determinants of value and growth portfolios in selected Asian countries. |
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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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1789483098028638208 |