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

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...

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Bibliographic Details
Main Authors: Chua, Chin Heng., Lee, Kim Loong.
Other Authors: Nanyang Business School
Format: Final Year Project
Language:English
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10356/51892
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Institution: Nanyang Technological University
Language: English