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

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: 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
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-11262
record_format dspace
spelling sg-ntu-dr.10356-112622023-05-19T05:45:01Z An empirical study on the efficiency of the Singapore equity market. Koh, Wai Khuen. Lee, Chwee Beng. Poh, Soo Wee. Tan, Khee Giap Nanyang Business School DRNTU::Business::Finance::Equity 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. 2008-09-24T07:52:58Z 2008-09-24T07:52:58Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11262 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
Koh, Wai Khuen.
Lee, Chwee Beng.
Poh, Soo Wee.
An empirical study on the efficiency of the Singapore equity market.
description 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.
author2 Tan, Khee Giap
author_facet Tan, Khee Giap
Koh, Wai Khuen.
Lee, Chwee Beng.
Poh, Soo Wee.
format Final Year Project
author Koh, Wai Khuen.
Lee, Chwee Beng.
Poh, Soo Wee.
author_sort Koh, Wai Khuen.
title An empirical study on the efficiency of the Singapore equity market.
title_short An empirical study on the efficiency of the Singapore equity market.
title_full An empirical study on the efficiency of the Singapore equity market.
title_fullStr An empirical study on the efficiency of the Singapore equity market.
title_full_unstemmed An empirical study on the efficiency of the Singapore equity market.
title_sort empirical study on the efficiency of the singapore equity market.
publishDate 2008
url http://hdl.handle.net/10356/11262
_version_ 1770566208846823424

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