THIN TRADING, FIRM SIZE, E/P, PRICE AND JANUARY EFFECTS ON STOCK RETURNS : THE CASE OF SINGAPORE
Bachelor's
Saved in:
Main Author: | LEE HWEE TONG |
---|---|
Other Authors: | BUSINESS ADMINISTRATION |
Format: | Theses and Dissertations |
Published: |
2020
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/166965 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Analysis of firm size premium and January size effect to stock return seasonality in Jakarta Stock Exchange
by: , SOESILO, Alex Kurniawan, et al.
Published: (2002) -
Which trade sizes move prices on the Singapore Stock Exchange?
by: Liu, Jia, et al.
Published: (2008) -
Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore
by: Lim, Emelia Xiu Yi, et al.
Published: (2008) -
The effect of firm size on stock returns evidence from Indonesia Stock Exchange
by: , KIJOYO, Ngo Anton, et al.
Published: (2009) -
The relationship between trading volume and stock price returns in the Philippine stock exchange
by: Alarcon, Denmark C.
Published: (2012)