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Title: Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.
Authors: Lee, Chun Wai.
Lew, Ronnie.
Quek, Benjamin.
Keywords: DRNTU::Business::Finance::Investments
Issue Date: 2002
Abstract: This project documents the enhanced profitability of book-to-market strategy if the book-to-market portfolio is further refined using aggregate signals for firm’s future performance.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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