Security returns, risks and fundamental performances of value and growth firms in Singapore.
In this paper, we examine the relationship between security returns, risks and fundamental performance of value and growth firms in Singapore. Form 1976 to 1997, value stocks produced significantly higher returns than growth stocks on an absolute as well as risk-adjusted bias. However, growth firms...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/7843 |
| _version_ | 1811686869190049792 |
|---|---|
| author | Yen, Jenn Yaw. |
| author2 | Nanyang Business School |
| author_facet | Nanyang Business School Yen, Jenn Yaw. |
| author_sort | Yen, Jenn Yaw. |
| collection | NTU |
| description | In this paper, we examine the relationship between security returns, risks and fundamental performance of value and growth firms in Singapore. Form 1976 to 1997, value stocks produced significantly higher returns than growth stocks on an absolute as well as risk-adjusted bias. However, growth firms produced better post-formation fundamental results than value firms. |
| first_indexed | 2024-10-01T05:07:16Z |
| format | Thesis |
| id | ntu-10356/7843 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T05:07:16Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/78432024-01-12T10:18:22Z Security returns, risks and fundamental performances of value and growth firms in Singapore. Yen, Jenn Yaw. Nanyang Business School DRNTU::Business::Finance::Equity In this paper, we examine the relationship between security returns, risks and fundamental performance of value and growth firms in Singapore. Form 1976 to 1997, value stocks produced significantly higher returns than growth stocks on an absolute as well as risk-adjusted bias. However, growth firms produced better post-formation fundamental results than value firms. Master of Business 2008-09-18T07:52:07Z 2008-09-18T07:52:07Z 2002 2002 Thesis http://hdl.handle.net/10356/7843 en Nanyang Technological University 62 p. application/pdf |
| spellingShingle | DRNTU::Business::Finance::Equity Yen, Jenn Yaw. Security returns, risks and fundamental performances of value and growth firms in Singapore. |
| title | Security returns, risks and fundamental performances of value and growth firms in Singapore. |
| title_full | Security returns, risks and fundamental performances of value and growth firms in Singapore. |
| title_fullStr | Security returns, risks and fundamental performances of value and growth firms in Singapore. |
| title_full_unstemmed | Security returns, risks and fundamental performances of value and growth firms in Singapore. |
| title_short | Security returns, risks and fundamental performances of value and growth firms in Singapore. |
| title_sort | security returns risks and fundamental performances of value and growth firms in singapore |
| topic | DRNTU::Business::Finance::Equity |
| url | http://hdl.handle.net/10356/7843 |
| work_keys_str_mv | AT yenjennyaw securityreturnsrisksandfundamentalperformancesofvalueandgrowthfirmsinsingapore |