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...

Full description

Saved in:

Bibliographic Details
Main Authors:	Cai, Shu Juan, Chiang, Zi Ling, Wan, Wee Min
Other Authors:	Choong, Edmund Chewn Seng
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/9280
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-9280
record_format	dspace
spelling	sg-ntu-dr.10356-92802023-05-19T06:09:03Z Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S. Cai, Shu Juan Chiang, Zi Ling Wan, Wee Min Choong, Edmund Chewn Seng Nanyang Business School DRNTU::Business::Finance::Equity 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. 2008-09-24T07:30:28Z 2008-09-24T07:30:28Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9280 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 Cai, Shu Juan Chiang, Zi Ling Wan, Wee Min Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.
description	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.
author2	Choong, Edmund Chewn Seng
author_facet	Choong, Edmund Chewn Seng Cai, Shu Juan Chiang, Zi Ling Wan, Wee Min
format	Final Year Project
author	Cai, Shu Juan Chiang, Zi Ling Wan, Wee Min
author_sort	Cai, Shu Juan
title	Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.
title_short	Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.
title_full	Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.
title_fullStr	Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.
title_full_unstemmed	Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.
title_sort	empirical study of the determinants of expected stock returns : a case for large stocks in the u.s.
publishDate	2008
url	http://hdl.handle.net/10356/9280
_version_	1770567586077999104

Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.

Similar Items