Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/9280
Title: Empirical study of the determinants of expected stock returns : a case for large stocks in the U.S.
Authors: Cai, Shu Juan
Chiang, Zi Ling
Wan, Wee Min
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 2004
Abstract: Our research paper analyzes the application of the expected return factor model in the current U.S. market with relevance to the 500 largest stocks. Incorporating several factors from Haugen and Baker (1996), our study discovered a number of firm-specific characteristics that can be used as determinants in expected stock returns.
URI: http://hdl.handle.net/10356/9280
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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