Factor model for the Singapore stock market.

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...

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Bibliographic Details
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
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Nanyang Technological University
Language:	English

id	sg-ntu-dr.10356-7578
record_format	dspace
spelling	sg-ntu-dr.10356-75782024-01-12T10:16:28Z Factor model for the Singapore stock market. Bertram Rodrigo F. Sarmago. Chen, Li. Lim, Pei Bin. Wu, Yuan Nanyang Business School DRNTU::Business::Finance::Stock exchanges 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 variation of the Singapore equities market. Master of Science (Financial Engineering) 2008-09-18T07:47:41Z 2008-09-18T07:47:41Z 2002 2002 Thesis http://hdl.handle.net/10356/7578 en Nanyang Technological University 84 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::Stock exchanges
spellingShingle	DRNTU::Business::Finance::Stock exchanges Bertram Rodrigo F. Sarmago. Chen, Li. Lim, Pei Bin. Factor model for the Singapore stock market.
description	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 variation of the Singapore equities market.
author2	Wu, Yuan
author_facet	Wu, Yuan Bertram Rodrigo F. Sarmago. Chen, Li. Lim, Pei Bin.
format	Theses and Dissertations
author	Bertram Rodrigo F. Sarmago. Chen, Li. Lim, Pei Bin.
author_sort	Bertram Rodrigo F. Sarmago.
title	Factor model for the Singapore stock market.
title_short	Factor model for the Singapore stock market.
title_full	Factor model for the Singapore stock market.
title_fullStr	Factor model for the Singapore stock market.
title_full_unstemmed	Factor model for the Singapore stock market.
title_sort	factor model for the singapore stock market.
publishDate	2008
url	http://hdl.handle.net/10356/7578
_version_	1789483008792723456

Factor model for the Singapore stock market.

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