The investment performance of Fundamental Analysis in Singapore Exchange Main board from 2003 to 2013
碩士 === 東吳大學 === 國際經營與貿易學系 === 103 === This research explores 11 security fundamentals test the performance explaining the stock portfolio returns in Singapore exchange main board from 2003 to 2013. We followed Fama and French (1992) to find the indexes which can explain the stock premium. The empiri...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/z6p2e4 |
| Summary: | 碩士 === 東吳大學 === 國際經營與貿易學系 === 103 === This research explores 11 security fundamentals test the performance
explaining the stock portfolio returns in Singapore exchange main board
from 2003 to 2013. We followed Fama and French (1992) to find
the indexes which can explain the stock premium.
The empirical results show that working capital in running divided by
size effect , cash dividend ratio, stock monthly turnover and size effect
can explain stock excess returns, and using composite indicators strategy
can obtain better return of investment than individual indicator strategy.
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