Factor model for the Singapore stock market.

• Main Authors: Bertram Rodrigo F. Sarmago., Chen, Li., Lim, Pei Bin.
• Other Authors: Wu, Yuan
• Format: Theses and Dissertations
• Language: English
• Published: 2008
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/7578
• Institution: Nanyang Technological University

Factor models provide a good understanding between asset returns and a number of factors. In Singapore, a number of factors are expected to influence the equity market returns. Using this context, we identified global and regional market factors with local economic factors to explain the return vari...