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
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