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https://hdl.handle.net/10356/7578| Title: | Factor model for the Singapore stock market. | Authors: | Bertram Rodrigo F. Sarmago. Chen, Li. Lim, Pei Bin. |
Keywords: | DRNTU::Business::Finance::Stock exchanges | Issue Date: | 2002 | Abstract: | Factor models provide a good understanding between asset returns and a number of factors. In Singapore, a number of factors are expected to influence the equity market returns. Using this context, we identified global and regional market factors with local economic factors to explain the return variation of the Singapore equities market. | URI: | http://hdl.handle.net/10356/7578 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
| Appears in Collections: | NBS Theses |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-THESES_50.pdf Restricted Access | 406.6 kB | Adobe PDF | View/Open |
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