Determinants of stock returns : Singapore case.

Making use of an expected return factor model, we incorporate several factors from the study by Haugen and Baker (1996), and establish the relevance of these chosen factors in forecasting returns for stocks traded in Singapore by introducing a multifactor model that will measure stock returns.

Saved in:

Bibliographic Details
Main Authors:	Tan, Keng Wee., Lew, Royston Kah Chun., Ng, Kah Fah.
Other Authors:	Covrig, Marian Vicentiu
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/8574
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-8574
record_format	dspace
spelling	sg-ntu-dr.10356-85742023-05-19T06:09:01Z Determinants of stock returns : Singapore case. Tan, Keng Wee. Lew, Royston Kah Chun. Ng, Kah Fah. Covrig, Marian Vicentiu Nanyang Business School DRNTU::Business::Finance::Equity Making use of an expected return factor model, we incorporate several factors from the study by Haugen and Baker (1996), and establish the relevance of these chosen factors in forecasting returns for stocks traded in Singapore by introducing a multifactor model that will measure stock returns. 2008-09-24T07:22:47Z 2008-09-24T07:22:47Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8574 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::Equity
spellingShingle	DRNTU::Business::Finance::Equity Tan, Keng Wee. Lew, Royston Kah Chun. Ng, Kah Fah. Determinants of stock returns : Singapore case.
description	Making use of an expected return factor model, we incorporate several factors from the study by Haugen and Baker (1996), and establish the relevance of these chosen factors in forecasting returns for stocks traded in Singapore by introducing a multifactor model that will measure stock returns.
author2	Covrig, Marian Vicentiu
author_facet	Covrig, Marian Vicentiu Tan, Keng Wee. Lew, Royston Kah Chun. Ng, Kah Fah.
format	Final Year Project
author	Tan, Keng Wee. Lew, Royston Kah Chun. Ng, Kah Fah.
author_sort	Tan, Keng Wee.
title	Determinants of stock returns : Singapore case.
title_short	Determinants of stock returns : Singapore case.
title_full	Determinants of stock returns : Singapore case.
title_fullStr	Determinants of stock returns : Singapore case.
title_full_unstemmed	Determinants of stock returns : Singapore case.
title_sort	determinants of stock returns : singapore case.
publishDate	2008
url	http://hdl.handle.net/10356/8574
_version_	1770564619222384640

Determinants of stock returns : Singapore case.

Similar Items