January effect in Singapore.

• 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: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/51476
• Institution: Nanyang Technological University

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...