Testing for weak form efficiency of the Singapore stock market using technical analysis
Since the inception of Efficient Market Hypothesis (EMH) in the 1960s, many debates and questions have been raised about this theory. This research study has been conducted to test the weak-form efficiency of Singapore Stock Exchange (SGX) using technical analysis (TA). Daily price information of St...
محفوظ في:
المؤلفون الرئيسيون: | Cheow, Xue Yen, Cao, Shabaihe, Lim, Cheryl Si Hong |
---|---|
مؤلفون آخرون: | Tong Yen Hee |
التنسيق: | Final Year Project |
اللغة: | English |
منشور في: |
2013
|
الموضوعات: | |
الوصول للمادة أونلاين: | http://hdl.handle.net/10356/51483 |
الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
مواد مشابهة
-
Testing the ability of selected financial ratios in tracking the out performance of stocks for the hotel and property sectors
بواسطة: Kok, Hwee Ping, وآخرون
منشور في: (2015) -
The government and its impact on the stock market : evidence from Singapore
بواسطة: Ong, Lun Kuang, وآخرون
منشور في: (2013) -
Liquidity and stock returns : empirical evidence in China
بواسطة: Lam, Pei Xin, وآخرون
منشور في: (2012) -
Macro-economic determinants of stock market co-movement beween China and United States.
بواسطة: Leng, Ruowei., وآخرون
منشور في: (2011) -
Weak form market efficiency in developing countries : a case study on Jakarta stock exchange
بواسطة: Han, Eric Kok Teng, وآخرون
منشور في: (2014)