ORCID Profile
0000-0001-7188-9597
Current Organisations
Monash University
,
RMIT University College of Business and Law
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Publisher: Edith Cowan University
Date: 02-2014
Publisher: Emerald Group Publishing Limited
Date: 19-12-2016
Publisher: Elsevier BV
Date: 07-2019
Publisher: IEEE
Date: 11-2011
Publisher: Elsevier BV
Date: 06-2020
Publisher: Springer Singapore
Date: 2019
Publisher: IGI Global
Date: 2012
DOI: 10.4018/978-1-4666-1830-5.CH001
Abstract: It is widely accepted that the presence of some of the firm’s attributes or characteristics attracting premiums in terms of average returns is pervasive and not restricted to a few in idual markets. However, the way to derive these premiums by sorting firms based on their characteristics that are known associated with share returns is not without controversy. This chapter takes a different approach by adopting a novel Multi Self-Organising Maps to cluster shares first and then identify fundamental factors afterwards. It finds that firm’s size and book-to-market ratio attributes do have explanatory power over share average returns. There is also lack of evidence for other factors in explaining the share average returns.
Publisher: Elsevier BV
Date: 07-2021
Publisher: Springer International Publishing
Date: 2014
Publisher: Elsevier BV
Date: 04-2017
Publisher: IEEE
Date: 2008
Publisher: Elsevier BV
Date: 11-2021
Publisher: Elsevier BV
Date: 06-2013
Publisher: Wiley
Date: 2013
DOI: 10.1002/ISAF.1335
Publisher: Informa UK Limited
Date: 29-11-2020
Publisher: Springer Singapore
Date: 2018
Publisher: Springer International Publishing
Date: 2016
Publisher: Informa UK Limited
Date: 04-2018
Publisher: Elsevier BV
Date: 09-2018
Publisher: IEEE
Date: 11-2011
Publisher: Elsevier BV
Date: 2017
Publisher: IEEE
Date: 12-2010
No related grants have been discovered for Yee Ling Boo.