Testing for weak form efficiency of the Singapore stock market using technical analysis

• 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: DRNTU::Business::Finance; DRNTU::Business::Finance::Capital market
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/51483
• المؤسسة: Nanyang Technological University

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...