In search of a unified model for prediction of stock prices.

The objective of this study is to model a stock market index in Singapore as a function of major macroeconomic variables and past index values, with the aim of predicting stock market movements more accurately by combining fundamental and technical analyses. The study draws on the theoretical models...

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Bibliographic Details
Main Author: Kan, Andrew Mun Kit.
Other Authors: Yeo, Gillian Hian Heng
Format: Theses and Dissertations
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10356/20102
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Institution: Nanyang Technological University
Language: English