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

• Main Author: Chua, Jia Leng.
• Other Authors: Ding, David Kuan Yong
• Format: Theses and Dissertations
• Language: English
• Published: 2008
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/7203
• Institution: Nanyang Technological University

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...