Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.
Our research paper analyzes the application of the expected return factor model in the current U.S. market with relevance to the 500 largest stocks. Incorporating several factors from Haugen and Baker (1996), our study discovered a number of firm-specific characteristics that can be used as determin...
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9280 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Summary: | Our research paper analyzes the application of the expected return factor model in the current U.S. market with relevance to the 500 largest stocks. Incorporating several factors from Haugen and Baker (1996), our study discovered a number of firm-specific characteristics that can be used as determinants in expected stock returns. |
|---|