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https://ptsldigital.ukm.my/jspui/handle/123456789/464401| Title: | Derivatives - financial ratios link model for Singapore banking stocks - an international perspective |
| Authors: | Sim, Simons |
| Conference Name: | The thirteenth Annual PACAP/FMA Finance Conference |
| Keywords: | Banking stocks Stock market |
| Conference Date: | 2001-07-05 |
| Conference Location: | Westin Chosun Hotel, Seoul, Korea Radisson Plaza Hotel, Seoul, Korea |
| Abstract: | A multifactor derivatives-financial ratios link model is used to forecast Singapore top 4 banking stocks. The various independent variables used are net asset backing/net tangible asset(NTA), dividend yields(DY), earnings per share (EPS) , price earnings ratio(P/E}, exchange rate (EX), interest rate (IR) and exchange rate volatility (o). Results show that the double log function best describes the model with dividend yield(DY) and price earnings ratio (PIE) the best contributing factors in predicting the share price and one can be about 95% confident about the prediction. |
| Pages: | 34 |
| Call Number: | HG4026.A536 2001 katsem |
| URI: | https://ptsldigital.ukm.my/jspui/handle/123456789/464401 |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding |
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