A variance ratio test of random walk in the stock exchange of Singapore

A variance ratio test of random walk in the stock exchange of Singapore

This study aims to provide an insight into the behaviour of the local stock market by testing the random walk hypothesis. Random walk is an important concept which underlies the behaviour of stock prices in a weak-form efficient market. The outcome of such a test has several significant implicati...

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書目詳細資料
Main Authors:	Choo, Boon Poh, Tan, Heng Jack, Neo, Boon Sim
其他作者:	Tan Hwee Cheng
格式:	Final Year Project
語言:	English
出版:	2015
主題:	DRNTU::Business::Accounting
在線閱讀:	http://hdl.handle.net/10356/62967
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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