Testing for weak form efficiency of the Singapore stock market using technical analysis

Testing for weak form efficiency of the Singapore stock market using technical analysis

Since the inception of Efficient Market Hypothesis (EMH) in the 1960s, many debates and questions have been raised about this theory. This research study has been conducted to test the weak-form efficiency of Singapore Stock Exchange (SGX) using technical analysis (TA). Daily price information of St...

Full description

Bibliographic Details
Main Authors: Cheow, Xue Yen, Cao, Shabaihe, Lim, Cheryl Si Hong
Other Authors: Tong Yen Hee
Format: Final Year Project (FYP)
Language:English
Published: 2013
Subjects:
DRNTU::Business::Finance
DRNTU::Business::Finance::Capital market
Online Access:http://hdl.handle.net/10356/51483

Similar Items

Similar Items