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An examination of conditional effect on cross-sectional returns : Singapore evidence

So, Simon M. S.; Tang, Gordon Y. N. - In: Applied economics 42 (2010) 4/6, pp. 777-795

This article empirically examines the usefulness of beta, firm size, book-to-market equity ratio (B/M) and earnings-to-price ratio (E/P), as risk proxies in explaining the cross-sectional returns in the Singapore stock market under both unconditional and conditional frameworks based on up and...

Persistent link: https://www.econbiz.de/10003952459

The risk-return relations : evidence from the Korean and Taiwan stock markets

Tang, Gordon Y. N.; Shum, Wai Cheong - In: Applied economics 39 (2007) 13/15, pp. 1905-1919

Persistent link: https://www.econbiz.de/10003535240

Risk-return characteristics : comparison of China's stock market and three other emerging markets

Shum, Wai Cheong; Tang, Gordon Y. N. - In: The Chinese economy 43 (2010) 5, pp. 15-31

Persistent link: https://www.econbiz.de/10009297656

The risk-return relations in the Singapore stock market

Tang, Gordon Y. N.; Shum, Wai Cheong - In: Pacific-Basin finance journal 12 (2004) 2, pp. 179-195

Persistent link: https://www.econbiz.de/10001970235

The risk behavior of Hong Kong firms approaching bankruptcy

Tang, Gordon Y. N. - In: Advances in Pacific Basin financial markets 3 (1997), pp. 257-269

Persistent link: https://www.econbiz.de/10001243734

The risk-return relations in the Singapore stock market

Tang, Gordon Y. N. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001775907