Firm size, January and pre-holiday effects : existence and possible explainations in the Singapore market.

• المؤلفون الرئيسيون: Chua, Chin Heng., Lee, Kim Loong.
• مؤلفون آخرون: Nanyang Business School
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Business::General
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/51892
• المؤسسة: Nanyang Technological University

One of the dominant themes in the academic literature since the 1960s has been the concept of an efficient capital market. Efficient market hypothesis indicates that public information, be it past prices or dividend announcements, is fairly rapidly incorporated in security prices. Recently, certain...