Effect of margin eligibility on stocks listed on Stock Exchange of Singapore.

• Main Authors: Chan, Hui Ling., Lim, Catherine Ai Nar., Low, Kiat Heng.
• Other Authors: Lau, Sie Ting
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/10749
• Institution: Nanyang Technological University

This study examines the effect of margin eligibility of stocks that are listed on the Stock Exchange of Singapore. It seeks to investigate the impact of a change in margin eligibility on abnormal returns, return volatility levels and the trading activity of stocks that become marginable and/or non-m...