Economic factors that affect homogeneous stock groups.
This study attempts to segregate stocks with the same structural relationship into homogeneous groups and identify the pervasive influences that affect the returns on the Singapore market and the various stock groups. It is hoped that by classifying the stocks into meaningful groups, intuitive facto...
Main Authors: | , , |
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其他作者: | |
格式: | Final Year Project (FYP) |
語言: | English |
出版: |
2013
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主題: | |
在線閱讀: | http://hdl.handle.net/10356/54650 |
_version_ | 1826111269332058112 |
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author | Chow, Wing Kin. Ng, Khim Hau. Chong, Kian Fui. |
author2 | Nanyang Business School |
author_facet | Nanyang Business School Chow, Wing Kin. Ng, Khim Hau. Chong, Kian Fui. |
author_sort | Chow, Wing Kin. |
collection | NTU |
description | This study attempts to segregate stocks with the same structural relationship into homogeneous groups and identify the pervasive influences that affect the returns on the Singapore market and the various stock groups. It is hoped that by classifying the stocks into meaningful groups, intuitive factor models that are useful for forecasting risks and constructing portfolios can be built. |
first_indexed | 2024-10-01T02:47:54Z |
format | Final Year Project (FYP) |
id | ntu-10356/54650 |
institution | Nanyang Technological University |
language | English |
last_indexed | 2024-10-01T02:47:54Z |
publishDate | 2013 |
record_format | dspace |
spelling | ntu-10356/546502023-05-19T06:24:07Z Economic factors that affect homogeneous stock groups. Chow, Wing Kin. Ng, Khim Hau. Chong, Kian Fui. Nanyang Business School Lim Yan Chin DRNTU::Business::Finance This study attempts to segregate stocks with the same structural relationship into homogeneous groups and identify the pervasive influences that affect the returns on the Singapore market and the various stock groups. It is hoped that by classifying the stocks into meaningful groups, intuitive factor models that are useful for forecasting risks and constructing portfolios can be built. BUSINESS 2013-07-02T04:21:15Z 2013-07-02T04:21:15Z 1996 1996 Final Year Project (FYP) http://hdl.handle.net/10356/54650 en Nanyang Technological University 122 p. application/pdf |
spellingShingle | DRNTU::Business::Finance Chow, Wing Kin. Ng, Khim Hau. Chong, Kian Fui. Economic factors that affect homogeneous stock groups. |
title | Economic factors that affect homogeneous stock groups. |
title_full | Economic factors that affect homogeneous stock groups. |
title_fullStr | Economic factors that affect homogeneous stock groups. |
title_full_unstemmed | Economic factors that affect homogeneous stock groups. |
title_short | Economic factors that affect homogeneous stock groups. |
title_sort | economic factors that affect homogeneous stock groups |
topic | DRNTU::Business::Finance |
url | http://hdl.handle.net/10356/54650 |
work_keys_str_mv | AT chowwingkin economicfactorsthataffecthomogeneousstockgroups AT ngkhimhau economicfactorsthataffecthomogeneousstockgroups AT chongkianfui economicfactorsthataffecthomogeneousstockgroups |