Applying non-linear dynamics in the Singapore stock market using Chaos theory

• المؤلفون الرئيسيون: Foo, Onn Siew, Koh, Tee Chin, Lee, Jia Yen
• مؤلفون آخرون: Nanyang Business School
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2014
• الموضوعات: DRNTU::Business
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/59684
• المؤسسة: Nanyang Technological University

The question of whether the Stock Exchange of Singapore (SES) is weak-form efficient under the Efficient Market Hypothesis (EMH) has been a topic of much debate. Although various tests have been conducted to verify its efficiency, they have yielded inconclusive and mixed results. The problem may lie...