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.
Saved in:
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Similar Items
-
Efficiency testing of Asian stock markets
by: Tham Yein Mei, Asor Heng Miang Tse, Fong Yuen Chiang
Published: (2014) -
Insider trading in the KLSE market.
by: Lim, Sylvia Li Shin., et al.
Published: (2008) -
Momentum trading strategy in the Japanese stock market.
by: Chua, Lay Ann., et al.
Published: (2008) -
An empirical test on the difference between the trading of Malaysian stocks on KLSE (Kuala Lumpur Stock Exchange) and CLOB (Central Limit Order Booking).
by: Chia, Frankie Yeow Tiong., et al.
Published: (2009) -
Can contrarian trading strategy beat the market : evidence from the Singapore stock market.
by: Liew, Shu Yun., et al.
Published: (2008)