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

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