Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.
Our research paper analyzes the application of the expected return factor model in the current U.S. market with relevance to the 500 largest stocks. Incorporating several factors from Haugen and Baker (1996), our study discovered a number of firm-specific characteristics that can be used as determin...
| 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/10356/9280 |
| _version_ | 1824456528823844864 |
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| author | Cai, Shu Juan Chiang, Zi Ling Wan, Wee Min |
| author2 | Choong, Edmund Chewn Seng |
| author_facet | Choong, Edmund Chewn Seng Cai, Shu Juan Chiang, Zi Ling Wan, Wee Min |
| author_sort | Cai, Shu Juan |
| collection | NTU |
| description | Our research paper analyzes the application of the expected return factor model in the current U.S. market with relevance to the 500 largest stocks. Incorporating several factors from Haugen and Baker (1996), our study discovered a number of firm-specific characteristics that can be used as determinants in expected stock returns. |
| first_indexed | 2025-02-19T03:55:32Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/9280 |
| institution | Nanyang Technological University |
| last_indexed | 2025-02-19T03:55:32Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/92802023-05-19T06:09:03Z Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S. Cai, Shu Juan Chiang, Zi Ling Wan, Wee Min Choong, Edmund Chewn Seng Nanyang Business School DRNTU::Business::Finance::Equity Our research paper analyzes the application of the expected return factor model in the current U.S. market with relevance to the 500 largest stocks. Incorporating several factors from Haugen and Baker (1996), our study discovered a number of firm-specific characteristics that can be used as determinants in expected stock returns. 2008-09-24T07:30:28Z 2008-09-24T07:30:28Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9280 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Equity Cai, Shu Juan Chiang, Zi Ling Wan, Wee Min Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S. |
| title | Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S. |
| title_full | Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S. |
| title_fullStr | Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S. |
| title_full_unstemmed | Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S. |
| title_short | Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S. |
| title_sort | empirical study of the determinants of expected stock returns a case for large stocks in the u s |
| topic | DRNTU::Business::Finance::Equity |
| url | http://hdl.handle.net/10356/9280 |
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