An assessment of risk and return in the singapore stock market

This paper presents the results of empirical tests on the relationship between stock returns and the various measures of risk in the Singapore stock market over the period The findings show that the application of the Capital Asset Pricing Model in Singapore appears weak when weekly data are used.

Moreover, there is also no significant relationship between total risk and stock returns or between unsystematic risk and stock returns. Article Purchase 24 hours access for EUR 35, Issue Purchase 30 days access for EUR , Journal Applied Financial Economics Volume 1, - Issue 1.

Submit an article Journal homepage. Tan Department of Finance and Banking , National University of Singapore , 10 Kent Ridge Crescent, Singapore, , Republic of Singapore.

Risk and reward introduction

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an assessment of risk and return in the singapore stock market

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An assessment of risk and return in the Singapore stock market: Applied Financial Economics: Vol 1, No 1

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