Testing of market efficiency using trading rules
Our applied research is focused on using some of the more advanced trading rules to test the efficiency of the local stock market. We seek to determine the possibilities of gaining abnormal returns frominvestment decisions that are based on these trading rules.
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2008
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Online Access: | http://hdl.handle.net/10356/11666 |
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sg-ntu-dr.10356-116662023-05-19T03:30:07Z Testing of market efficiency using trading rules Tan, Wee Fong Tee, Steven Yeow Yoong Wan, Allan Kok Keong Chandrasekhar Krishnamurti Nanyang Business School DRNTU::Business::Finance::Stock exchanges Our applied research is focused on using some of the more advanced trading rules to test the efficiency of the local stock market. We seek to determine the possibilities of gaining abnormal returns frominvestment decisions that are based on these trading rules. 2008-09-24T07:57:37Z 2008-09-24T07:57:37Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11666 Nanyang Technological University application/pdf |
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DRNTU::Business::Finance::Stock exchanges Tan, Wee Fong Tee, Steven Yeow Yoong Wan, Allan Kok Keong Testing of market efficiency using trading rules |
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Our applied research is focused on using some of the more advanced trading rules to test the efficiency of the local stock market. We seek to determine the possibilities of gaining abnormal returns frominvestment decisions that are based on these trading rules. |
author2 |
Chandrasekhar Krishnamurti |
author_facet |
Chandrasekhar Krishnamurti Tan, Wee Fong Tee, Steven Yeow Yoong Wan, Allan Kok Keong |
format |
Final Year Project |
author |
Tan, Wee Fong Tee, Steven Yeow Yoong Wan, Allan Kok Keong |
author_sort |
Tan, Wee Fong |
title |
Testing of market efficiency using trading rules |
title_short |
Testing of market efficiency using trading rules |
title_full |
Testing of market efficiency using trading rules |
title_fullStr |
Testing of market efficiency using trading rules |
title_full_unstemmed |
Testing of market efficiency using trading rules |
title_sort |
testing of market efficiency using trading rules |
publishDate |
2008 |
url |
http://hdl.handle.net/10356/11666 |
_version_ |
1770567204909088768 |