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

• Main Authors: Foo, Onn Siew, Koh, Tee Chin, Lee, Jia Yen
• 其他作者: Nanyang Business School
• 格式: Final Year Project
• 語言: English
• 出版: 2014
• 主題: DRNTU::Business
• 在線閱讀: http://hdl.handle.net/10356/59684
• 機構: 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...