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...
Saved in:
Main Authors: | Cheow, Xue Yen, Cao, Shabaihe, Lim, Cheryl Si Hong |
---|---|
Other Authors: | Tong Yen Hee |
Format: | Final Year Project |
Language: | English |
Published: |
2013
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/51483 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Testing the ability of selected financial ratios in tracking the out performance of stocks for the hotel and property sectors
by: Kok, Hwee Ping, et al.
Published: (2015) -
The government and its impact on the stock market : evidence from Singapore
by: Ong, Lun Kuang, et al.
Published: (2013) -
Liquidity and stock returns : empirical evidence in China
by: Lam, Pei Xin, et al.
Published: (2012) -
Macro-economic determinants of stock market co-movement beween China and United States.
by: Leng, Ruowei., et al.
Published: (2011) -
Weak form market efficiency in developing countries : a case study on Jakarta stock exchange
by: Han, Eric Kok Teng, et al.
Published: (2014)