Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore
The objective of this paper is to examine the relationship between stock returns and the financial variables, beta, size, earnings-to-price ration, cash flow-to-price ration, book-to-market equity ration, and sales growth. Our study is based on a sample of 50 top Singapore non-financial firms liste...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/10434 |
| _version_ | 1811676438291546112 |
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| author | Lim, Emelia Xiu Yi Ng, Eng Han Zhang, Xiuhui |
| author2 | Lau, Sie Ting |
| author_facet | Lau, Sie Ting Lim, Emelia Xiu Yi Ng, Eng Han Zhang, Xiuhui |
| author_sort | Lim, Emelia Xiu Yi |
| collection | NTU |
| description | The objective of this paper is to examine the relationship between stock returns and the financial variables, beta, size, earnings-to-price ration, cash flow-to-price ration, book-to-market equity ration, and sales growth. Our study is based on a sample of 50 top Singapore non-financial firms listed on the Stock Exchange of Singapore (SES), in the period of 1996-2005. Through a cross sectional examination of how each variable affects market returns, we find that our variables have little explanatory power against stock returns. |
| first_indexed | 2024-10-01T02:21:28Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/10434 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T02:21:28Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/104342023-05-19T05:41:39Z Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore Lim, Emelia Xiu Yi Ng, Eng Han Zhang, Xiuhui Lau, Sie Ting Nanyang Business School DRNTU::Business::Finance::Equity The objective of this paper is to examine the relationship between stock returns and the financial variables, beta, size, earnings-to-price ration, cash flow-to-price ration, book-to-market equity ration, and sales growth. Our study is based on a sample of 50 top Singapore non-financial firms listed on the Stock Exchange of Singapore (SES), in the period of 1996-2005. Through a cross sectional examination of how each variable affects market returns, we find that our variables have little explanatory power against stock returns. 2008-09-24T07:43:37Z 2008-09-24T07:43:37Z 2007 2007 Final Year Project (FYP) http://hdl.handle.net/10356/10434 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Equity Lim, Emelia Xiu Yi Ng, Eng Han Zhang, Xiuhui Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore |
| title | Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore |
| title_full | Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore |
| title_fullStr | Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore |
| title_full_unstemmed | Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore |
| title_short | Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore |
| title_sort | stock returns and beta firms size e p cf p book to market and sales growth evidence from top 50 companies in singapore |
| topic | DRNTU::Business::Finance::Equity |
| url | http://hdl.handle.net/10356/10434 |
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