An empirical study on the efficiency of the Singapore equity market.

• Main Authors: Koh, Wai Khuen., Lee, Chwee Beng., Poh, Soo Wee.
• Other Authors: Tan, Khee Giap
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/11262
• Institution: Nanyang Technological University

This paper aims to determine the efficiency of the Singapore stock market empirically, using conventional least-squared regression as well as more sophisticated testing techniques such as Vector Autoregression (VAR) andvariance bounds tests. The results will provide much insight into the development...