Signal extraction, ambiguity and asset pricing : an experimental study

• Main Authors: Ho, Jia Jun, Soh, Isabelle Shi Min, Lim, Zhi Xun
• Other Authors: Bao Te
• Format: Final Year Project
• Language: English
• Published: 2019
• Subjects: DRNTU::Social sciences::Economic development
• Online Access: http://hdl.handle.net/10356/76813
• Institution: Nanyang Technological University

Across the past two decades, the world’s stock trading volume has increased nearly five-fold. In Singapore, stock trading volume has increased from US$74.137 billion to US$219.612 billion, amounting to an increment of 196% (World Bank, 2018). Given the increasing scale and pervasiveness of financial...