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...
Saved in:
| 主要作者: | |
|---|---|
| 其他作者: | |
| 格式: | Theses and Dissertations |
| 語言: | English |
| 出版: |
2009
|
| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/20102 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Nanyang Technological University |
| 語言: | English |
| id |
sg-ntu-dr.10356-20102 |
|---|---|
| record_format |
dspace |
| spelling |
sg-ntu-dr.10356-201022024-01-12T10:14:30Z In search of a unified model for prediction of stock prices. Kan, Andrew Mun Kit. Yeo, Gillian Hian Heng Nanyang Business School DRNTU::Business::Finance::Equity 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 and empirical results of Chen et al. (1986), Cheng et al. (1990), and Larrain (1991), a theoretical framework which integrates the arbitrage pricing theory, noise trading, and chaos theory. Master of Business Administration (Banking & Finance) 2009-12-14T08:17:13Z 2009-12-14T08:17:13Z 1995 1995 Thesis http://hdl.handle.net/10356/20102 en NANYANG TECHNOLOGICAL UNIVERSITY 86 p. application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| language |
English |
| topic |
DRNTU::Business::Finance::Equity |
| spellingShingle |
DRNTU::Business::Finance::Equity Kan, Andrew Mun Kit. In search of a unified model for prediction of stock prices. |
| description |
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 and empirical results of Chen et al. (1986), Cheng et al. (1990), and Larrain (1991), a theoretical framework which integrates the arbitrage pricing theory, noise trading, and chaos theory. |
| author2 |
Yeo, Gillian Hian Heng |
| author_facet |
Yeo, Gillian Hian Heng Kan, Andrew Mun Kit. |
| format |
Theses and Dissertations |
| author |
Kan, Andrew Mun Kit. |
| author_sort |
Kan, Andrew Mun Kit. |
| title |
In search of a unified model for prediction of stock prices. |
| title_short |
In search of a unified model for prediction of stock prices. |
| title_full |
In search of a unified model for prediction of stock prices. |
| title_fullStr |
In search of a unified model for prediction of stock prices. |
| title_full_unstemmed |
In search of a unified model for prediction of stock prices. |
| title_sort |
in search of a unified model for prediction of stock prices. |
| publishDate |
2009 |
| url |
http://hdl.handle.net/10356/20102 |
| _version_ |
1789482980181278720 |