An empirical study on the efficiency of the Singapore equity market.
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...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11262 |
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| Institution: | Nanyang Technological University |
| Summary: | 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 of the equity market in light of Singapore’s efforts to become a global financial hub. |
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