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

• المؤلفون الرئيسيون: Koh, Wai Khuen., Lee, Chwee Beng., Poh, Soo Wee.
• مؤلفون آخرون: Tan, Khee Giap
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: 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...