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

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

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...