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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Bibliographic Details
Main Authors: Tan, Wee Fong, Tee, Steven Yeow Yoong, Wan, Allan Kok Keong
Other Authors: Chandrasekhar Krishnamurti
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11666
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-11666
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spelling 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
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle DRNTU::Business::Finance::Stock exchanges
Tan, Wee Fong
Tee, Steven Yeow Yoong
Wan, Allan Kok Keong
Testing of market efficiency using trading rules
description 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