Determinants of stock returns : Singapore case.

• 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
• Institution: Nanyang Technological University

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.