Multifactor return model based on interim financial statements

The purpose of this research is to examine the significance of a market factor, an industry factor, a company factor and a growth factor in explaining security returns. A secondary objective is to determine if interim financial statements--the balance sheet and the income statement--provide useful i...

Full description

Bibliographic Details
Main Author: Chan, Yee-Ching Lilian
Other Authors: Business Administration (Accounting)
Format: Others
Language:en_US
Published: Virginia Polytechnic Institute and State University 2017
Subjects:
Online Access:http://hdl.handle.net/10919/76064