The Stock Selection Model and Performance Analysis on Philippine PSE Market from 2003 to 2014

碩士 === 東吳大學 === 國際經營與貿易學系 === 103 === In this study explored 12 stock fundamental analysis to test the performance in Philippine PSE Market in 2003 to 2014. It followed the research of Fama and French (1992). Using a single indicator and the composite indicators mode to find out the best stock se...

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Main Authors: Su Hsiao Chuan, 蘇筱娟
Other Authors: Jung Chun Wen
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/mfbpz4
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spelling ndltd-TW-103SCU003210352019-05-15T22:00:21Z http://ndltd.ncl.edu.tw/handle/mfbpz4 The Stock Selection Model and Performance Analysis on Philippine PSE Market from 2003 to 2014 菲律賓上市公司選股模型與績效分析-2003~2014實證 Su Hsiao Chuan 蘇筱娟 碩士 東吳大學 國際經營與貿易學系 103 In this study explored 12 stock fundamental analysis to test the performance in Philippine PSE Market in 2003 to 2014. It followed the research of Fama and French (1992). Using a single indicator and the composite indicators mode to find out the best stock selection model and the best profitability. And to compare Philippine with Taiwan, Hong Kong, China and Japan’s stock market. After the empirical analysis to obtain the following results: (1) A single indicator value-based indexes show the best results.(2) The best of composite indicators mode are the value-based indexes add other indicators. (3) The composite indicator performance better than a single indicator. Jung Chun Wen 鍾俊文 2015 學位論文 ; thesis 69 zh-TW
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description 碩士 === 東吳大學 === 國際經營與貿易學系 === 103 === In this study explored 12 stock fundamental analysis to test the performance in Philippine PSE Market in 2003 to 2014. It followed the research of Fama and French (1992). Using a single indicator and the composite indicators mode to find out the best stock selection model and the best profitability. And to compare Philippine with Taiwan, Hong Kong, China and Japan’s stock market. After the empirical analysis to obtain the following results: (1) A single indicator value-based indexes show the best results.(2) The best of composite indicators mode are the value-based indexes add other indicators. (3) The composite indicator performance better than a single indicator.
author2 Jung Chun Wen
author_facet Jung Chun Wen
Su Hsiao Chuan
蘇筱娟
author Su Hsiao Chuan
蘇筱娟
spellingShingle Su Hsiao Chuan
蘇筱娟
The Stock Selection Model and Performance Analysis on Philippine PSE Market from 2003 to 2014
author_sort Su Hsiao Chuan
title The Stock Selection Model and Performance Analysis on Philippine PSE Market from 2003 to 2014
title_short The Stock Selection Model and Performance Analysis on Philippine PSE Market from 2003 to 2014
title_full The Stock Selection Model and Performance Analysis on Philippine PSE Market from 2003 to 2014
title_fullStr The Stock Selection Model and Performance Analysis on Philippine PSE Market from 2003 to 2014
title_full_unstemmed The Stock Selection Model and Performance Analysis on Philippine PSE Market from 2003 to 2014
title_sort stock selection model and performance analysis on philippine pse market from 2003 to 2014
publishDate 2015
url http://ndltd.ncl.edu.tw/handle/mfbpz4
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