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

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

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...

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書目詳細資料
Main Authors:	Phua, Cindy Boon Ling., Lew, Alex Yan Liang., Koh, Wee Ming.
其他作者:	Charlie Charoenwong
格式:	Final Year Project
語言:	English
出版:	2009
主題:	DRNTU::Business::Finance::Equity
在線閱讀:	http://hdl.handle.net/10356/15084
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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