January effect in Singapore.

This study examines the presence of a January effect in the Singapore stock market across the period 2003-2012. Upon establishing the presence of such an effect, possible reasons were proposed. Given the absence of tax on capital gain in Singapore, various other reasons must have resulted in the phe...

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Bibliographic Details
Main Authors: Wang, Zhuo., Ng, Ernest Poh San., Loh, Stella Yun Jia.
Other Authors: Liu Wei-Lin
Format: Final Year Project
Language:English
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10356/51476
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Institution: Nanyang Technological University
Language: English
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Summary:This study examines the presence of a January effect in the Singapore stock market across the period 2003-2012. Upon establishing the presence of such an effect, possible reasons were proposed. Given the absence of tax on capital gain in Singapore, various other reasons must have resulted in the phenomenon observed. Risk factors were examined as a possible cause of the effect in this study. Various limitations and recommendations for further research were cited.