Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices.

We study skewness of stocks in Japan with particular emphasis on industry portfolios. Industry portfolios are unique as they are formed from stocks that tend to move in the same fashion and possess similar cyclical tendencies. We find that the formation of industry portfolios helps to ‘preserve’ pos...

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Bibliographic Details
Main Authors:	Ng, Yi Ting., Ong, Hui Ling., Tan, Yue Li.
Other Authors:	Kong, Yoon Kee
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/9290
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-9290
record_format	dspace
spelling	sg-ntu-dr.10356-92902023-05-19T05:41:36Z Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices. Ng, Yi Ting. Ong, Hui Ling. Tan, Yue Li. Kong, Yoon Kee Nanyang Business School DRNTU::Business::Finance::Equity We study skewness of stocks in Japan with particular emphasis on industry portfolios. Industry portfolios are unique as they are formed from stocks that tend to move in the same fashion and possess similar cyclical tendencies. We find that the formation of industry portfolios helps to ‘preserve’ positive skewness and this skewness persists over time. 2008-09-24T07:30:35Z 2008-09-24T07:30:35Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9290 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 Ng, Yi Ting. Ong, Hui Ling. Tan, Yue Li. Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices.
description	We study skewness of stocks in Japan with particular emphasis on industry portfolios. Industry portfolios are unique as they are formed from stocks that tend to move in the same fashion and possess similar cyclical tendencies. We find that the formation of industry portfolios helps to ‘preserve’ positive skewness and this skewness persists over time.
author2	Kong, Yoon Kee
author_facet	Kong, Yoon Kee Ng, Yi Ting. Ong, Hui Ling. Tan, Yue Li.
format	Final Year Project
author	Ng, Yi Ting. Ong, Hui Ling. Tan, Yue Li.
author_sort	Ng, Yi Ting.
title	Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices.
title_short	Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices.
title_full	Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices.
title_fullStr	Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices.
title_full_unstemmed	Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices.
title_sort	skewness analysis on japanese stocks, random portfolios, industry portfolios and market indices.
publishDate	2008
url	http://hdl.handle.net/10356/9290
_version_	1770565123526623232

Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices.

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