Investigating the size effect and value premium in the Singapore Exchange

This study sets out to examine if both the size effect and value premium existed in the Singapore Exchange during recent years. It also aims to detect any interaction between size and value so as to allow investors to formulate strategies to maximize gains or minimize losses under the different mar...

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Bibliographic Details
Main Authors: Ang, Qian Lu, Choo, Joseph Tianyi, Tan, Audrua Kai Fen
Other Authors: Choong, Edmund Chewn Seng
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/10278
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author Ang, Qian Lu
Choo, Joseph Tianyi
Tan, Audrua Kai Fen
author2 Choong, Edmund Chewn Seng
author_facet Choong, Edmund Chewn Seng
Ang, Qian Lu
Choo, Joseph Tianyi
Tan, Audrua Kai Fen
author_sort Ang, Qian Lu
collection NTU
description This study sets out to examine if both the size effect and value premium existed in the Singapore Exchange during recent years. It also aims to detect any interaction between size and value so as to allow investors to formulate strategies to maximize gains or minimize losses under the different market conditions.
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format Final Year Project (FYP)
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institution Nanyang Technological University
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publishDate 2008
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spelling ntu-10356/102782023-05-19T06:24:04Z Investigating the size effect and value premium in the Singapore Exchange Ang, Qian Lu Choo, Joseph Tianyi Tan, Audrua Kai Fen Choong, Edmund Chewn Seng Nanyang Business School DRNTU::Business::Finance::Stock exchanges This study sets out to examine if both the size effect and value premium existed in the Singapore Exchange during recent years. It also aims to detect any interaction between size and value so as to allow investors to formulate strategies to maximize gains or minimize losses under the different market conditions. 2008-09-24T07:41:55Z 2008-09-24T07:41:55Z 2006 2006 Final Year Project (FYP) http://hdl.handle.net/10356/10278 Nanyang Technological University application/pdf
spellingShingle DRNTU::Business::Finance::Stock exchanges
Ang, Qian Lu
Choo, Joseph Tianyi
Tan, Audrua Kai Fen
Investigating the size effect and value premium in the Singapore Exchange
title Investigating the size effect and value premium in the Singapore Exchange
title_full Investigating the size effect and value premium in the Singapore Exchange
title_fullStr Investigating the size effect and value premium in the Singapore Exchange
title_full_unstemmed Investigating the size effect and value premium in the Singapore Exchange
title_short Investigating the size effect and value premium in the Singapore Exchange
title_sort investigating the size effect and value premium in the singapore exchange
topic DRNTU::Business::Finance::Stock exchanges
url http://hdl.handle.net/10356/10278
work_keys_str_mv AT angqianlu investigatingthesizeeffectandvaluepremiuminthesingaporeexchange
AT choojosephtianyi investigatingthesizeeffectandvaluepremiuminthesingaporeexchange
AT tanaudruakaifen investigatingthesizeeffectandvaluepremiuminthesingaporeexchange