Analysis of the Fama and French three factor model on ASEAN markets.

• المؤلفون الرئيسيون: Phua, Cindy Boon Ling., Lew, Alex Yan Liang., Koh, Wee Ming.
• مؤلفون آخرون: Charlie Charoenwong
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/15084
• المؤسسة: Nanyang Technological University

The Fama and French three factor model introduced two variables (size and book to market value) to capture the cross-sectional variations of stock returns in the US market. This paper seeks to extend this finding to the ASEAN markets, namely the Singapore, Malaysia, Thailand and The Philippines equi...