Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.

This project documents the enhanced profitability of book-to-market strategy if the book-to-market portfolio is further refined using aggregate signals for firm’s future performance.

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Bibliographic Details
Main Authors:	Lee, Chun Wai., Lew, Ronnie., Quek, Benjamin.
Other Authors:	Kang, Joseph Choong Seok
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Investments
Online Access:	http://hdl.handle.net/10356/8282
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Institution:	Nanyang Technological University

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spelling	sg-ntu-dr.10356-82822023-05-19T06:16:13Z Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001. Lee, Chun Wai. Lew, Ronnie. Quek, Benjamin. Kang, Joseph Choong Seok Nanyang Business School DRNTU::Business::Finance::Investments This project documents the enhanced profitability of book-to-market strategy if the book-to-market portfolio is further refined using aggregate signals for firm’s future performance. 2008-09-24T07:19:23Z 2008-09-24T07:19:23Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8282 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Investments
spellingShingle	DRNTU::Business::Finance::Investments Lee, Chun Wai. Lew, Ronnie. Quek, Benjamin. Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.
description	This project documents the enhanced profitability of book-to-market strategy if the book-to-market portfolio is further refined using aggregate signals for firm’s future performance.
author2	Kang, Joseph Choong Seok
author_facet	Kang, Joseph Choong Seok Lee, Chun Wai. Lew, Ronnie. Quek, Benjamin.
format	Final Year Project
author	Lee, Chun Wai. Lew, Ronnie. Quek, Benjamin.
author_sort	Lee, Chun Wai.
title	Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.
title_short	Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.
title_full	Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.
title_fullStr	Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.
title_full_unstemmed	Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.
title_sort	profitability of a refined book-to-market investment strategy : asian stock markets 1991-2001.
publishDate	2008
url	http://hdl.handle.net/10356/8282
_version_	1770564096320602112

Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.

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