The investment performance of Fundamental Analysis in Singapore Exchange Main board from 2003 to 2013

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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Main Authors: Chien,yu-chi, 簡玉琪
Other Authors: 鍾俊文
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/z6p2e4
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spelling ndltd-TW-103SCU003210142019-05-15T21:59:52Z http://ndltd.ncl.edu.tw/handle/z6p2e4 The investment performance of Fundamental Analysis in Singapore Exchange Main board from 2003 to 2013 新加坡股市選股模型之投資績效分析-2003年至2013年主板公司實證 Chien,yu-chi 簡玉琪 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. 鍾俊文 2015 學位論文 ; thesis 52 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 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.
author2 鍾俊文
author_facet 鍾俊文
Chien,yu-chi
簡玉琪
author Chien,yu-chi
簡玉琪
spellingShingle Chien,yu-chi
簡玉琪
The investment performance of Fundamental Analysis in Singapore Exchange Main board from 2003 to 2013
author_sort Chien,yu-chi
title The investment performance of Fundamental Analysis in Singapore Exchange Main board from 2003 to 2013
title_short The investment performance of Fundamental Analysis in Singapore Exchange Main board from 2003 to 2013
title_full The investment performance of Fundamental Analysis in Singapore Exchange Main board from 2003 to 2013
title_fullStr The investment performance of Fundamental Analysis in Singapore Exchange Main board from 2003 to 2013
title_full_unstemmed The investment performance of Fundamental Analysis in Singapore Exchange Main board from 2003 to 2013
title_sort investment performance of fundamental analysis in singapore exchange main board from 2003 to 2013
publishDate 2015
url http://ndltd.ncl.edu.tw/handle/z6p2e4
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