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

• Main Authors: Foo, Onn Siew, Koh, Tee Chin, Lee, Jia Yen
• Other Authors: Nanyang Business School
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Business
• Online Access: http://hdl.handle.net/10356/59684
• Institution: 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...