Factors affecting stock returns of firms listed on the Singapore Stock Exchange

To examine cross-sectional relationships between average and long run returns of a firm and its size coupled with its book-to-market equity ratio. Our analysis included all firms continually listed on the SGX Mainboard and SESDAQ and conducted for the five-period from June 1998 to June 2003.

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Bibliographic Details
Main Authors: Aw, Melissa Xiao Fang, Kwa, Yiqian, Ng, Minqing
Other Authors: Tan, How Joo
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9778
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Institution: Nanyang Technological University
Description
Summary:To examine cross-sectional relationships between average and long run returns of a firm and its size coupled with its book-to-market equity ratio. Our analysis included all firms continually listed on the SGX Mainboard and SESDAQ and conducted for the five-period from June 1998 to June 2003.