Testing for the efficient market hypothesis in the Singapore equity market.

• Main Authors: Lim, Sandy., Tan, Hong Peng.
• 其他作者: Taylor, Grant Allan
• 格式: Final Year Project
• 出版: 2008
• 主題: DRNTU::Business::Finance::Equity
• 在線閱讀: http://hdl.handle.net/10356/8284
• 機構: Nanyang Technological University

This paper is an extension of past researches, which focus on the efficient market hypothesis (EMH). We make use of several extensively used financial econometrics models to verify the EMH theory in the Singapore context.