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

• Main Authors: Koh, Wai Khuen., Lee, Chwee Beng., Poh, Soo Wee.
• 其他作者: Tan, Khee Giap
• 格式: Final Year Project
• 出版: 2008
• 主題: DRNTU::Business::Finance::Equity
• 在線閱讀: http://hdl.handle.net/10356/11262

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...