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1
First year price trends for new issues on the Singapore stock exchange
Published 2014“…The objectives are aimed at studying whether investors are able to gain excess returns by investing in initial public offerings (IPOs) on their first day of trading and whether the average price pattern observed for the entire group of IPOs is consistent with the efficient market hypothesis.…”
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Final Year Project (FYP) -
2
Applying non-linear dynamics in the Singapore stock market using Chaos theory
Published 2014“…The question of whether the Stock Exchange of Singapore (SES) is weak-form efficient under the Efficient Market Hypothesis (EMH) has been a topic of much debate. …”
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Final Year Project (FYP) -
3
Announcement effects of mergers and acquisitions on financial institutions in Asia Pacific
Published 2011“…Based on the efficient market hypothesis, share prices reflect the information for publicly listed firms. …”
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Final Year Project (FYP) -
4
Holiday effect on the Singapore stock market : behavioural or market-driven?
Published 2013“…Since the post-holiday effect violates the Efficient Market Hypothesis, fund managers may take this effect into account when making investment decisions. …”
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Final Year Project (FYP) -
5
Firm size, January and pre-holiday effects : existence and possible explainations in the Singapore market.
Published 2013“…One of the dominant themes in the academic literature since the 1960s has been the concept of an efficient capital market. Efficient market hypothesis indicates that public information, be it past prices or dividend announcements, is fairly rapidly incorporated in security prices. …”
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Final Year Project (FYP)