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: | , , |
|---|---|
| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11262 |
| _version_ | 1826126008502190080 |
|---|---|
| author | Koh, Wai Khuen. Lee, Chwee Beng. Poh, Soo Wee. |
| author2 | Tan, Khee Giap |
| author_facet | Tan, Khee Giap Koh, Wai Khuen. Lee, Chwee Beng. Poh, Soo Wee. |
| author_sort | Koh, Wai Khuen. |
| collection | NTU |
| description | 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 of the equity market in light of Singapore’s efforts to become a global financial hub. |
| first_indexed | 2024-10-01T06:45:43Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/11262 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T06:45:43Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/112622023-05-19T05:45:01Z An empirical study on the efficiency of the Singapore equity market. Koh, Wai Khuen. Lee, Chwee Beng. Poh, Soo Wee. Tan, Khee Giap Nanyang Business School DRNTU::Business::Finance::Equity 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 of the equity market in light of Singapore’s efforts to become a global financial hub. 2008-09-24T07:52:58Z 2008-09-24T07:52:58Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11262 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Equity Koh, Wai Khuen. Lee, Chwee Beng. Poh, Soo Wee. An empirical study on the efficiency of the Singapore equity market. |
| title | An empirical study on the efficiency of the Singapore equity market. |
| title_full | An empirical study on the efficiency of the Singapore equity market. |
| title_fullStr | An empirical study on the efficiency of the Singapore equity market. |
| title_full_unstemmed | An empirical study on the efficiency of the Singapore equity market. |
| title_short | An empirical study on the efficiency of the Singapore equity market. |
| title_sort | empirical study on the efficiency of the singapore equity market |
| topic | DRNTU::Business::Finance::Equity |
| url | http://hdl.handle.net/10356/11262 |
| work_keys_str_mv | AT kohwaikhuen anempiricalstudyontheefficiencyofthesingaporeequitymarket AT leechweebeng anempiricalstudyontheefficiencyofthesingaporeequitymarket AT pohsoowee anempiricalstudyontheefficiencyofthesingaporeequitymarket AT kohwaikhuen empiricalstudyontheefficiencyofthesingaporeequitymarket AT leechweebeng empiricalstudyontheefficiencyofthesingaporeequitymarket AT pohsoowee empiricalstudyontheefficiencyofthesingaporeequitymarket |