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...

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Main Authors: Chan, Hui Ling., Lim, Catherine Ai Nar., Low, Kiat Heng.
Other Authors: Lau, Sie Ting
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/10749
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-10749
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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