An empirical study on the efficiency of the Singapore equity market.
This paper aims to determine the efficiency of the Singapore stock market empirically, using conventional least-squared regression as well as more sophisticated testing techniques such as Vector Autoregression (VAR) andvariance bounds tests. The results will provide much insight into the development...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11262 |