Effect of margin eligibility on stocks listed on Stock Exchange of Singapore.
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...
Saved in:
Main Authors: | , , |
---|---|
Other Authors: | |
Format: | Final Year Project |
Published: |
2008
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/10749 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
id |
sg-ntu-dr.10356-10749 |
---|---|
record_format |
dspace |
spelling |
sg-ntu-dr.10356-107492023-05-19T05:41:38Z Effect of margin eligibility on stocks listed on Stock Exchange of Singapore. Chan, Hui Ling. Lim, Catherine Ai Nar. Low, Kiat Heng. Lau, Sie Ting Nanyang Business School DRNTU::Business::Finance::Equity 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-marginable. The analysis also test for firm size effect. The study is being carried out over a six-year period from 1993 to 1998, during which four changes were made to the list of marginable stocks. 2008-09-24T07:47:06Z 2008-09-24T07:47:06Z 1999 1999 Final Year Project (FYP) http://hdl.handle.net/10356/10749 Nanyang Technological University application/pdf |
institution |
Nanyang Technological University |
building |
NTU Library |
continent |
Asia |
country |
Singapore Singapore |
content_provider |
NTU Library |
collection |
DR-NTU |
topic |
DRNTU::Business::Finance::Equity |
spellingShingle |
DRNTU::Business::Finance::Equity Chan, Hui Ling. Lim, Catherine Ai Nar. Low, Kiat Heng. Effect of margin eligibility on stocks listed on Stock Exchange of Singapore. |
description |
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-marginable. The analysis also test for firm size effect. The study is being carried out over a six-year period from 1993 to 1998, during which four changes were made to the list of marginable stocks. |
author2 |
Lau, Sie Ting |
author_facet |
Lau, Sie Ting Chan, Hui Ling. Lim, Catherine Ai Nar. Low, Kiat Heng. |
format |
Final Year Project |
author |
Chan, Hui Ling. Lim, Catherine Ai Nar. Low, Kiat Heng. |
author_sort |
Chan, Hui Ling. |
title |
Effect of margin eligibility on stocks listed on Stock Exchange of Singapore. |
title_short |
Effect of margin eligibility on stocks listed on Stock Exchange of Singapore. |
title_full |
Effect of margin eligibility on stocks listed on Stock Exchange of Singapore. |
title_fullStr |
Effect of margin eligibility on stocks listed on Stock Exchange of Singapore. |
title_full_unstemmed |
Effect of margin eligibility on stocks listed on Stock Exchange of Singapore. |
title_sort |
effect of margin eligibility on stocks listed on stock exchange of singapore. |
publishDate |
2008 |
url |
http://hdl.handle.net/10356/10749 |
_version_ |
1770566934860922880 |