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

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.

Saved in:
Bibliographic Details
Main Authors: Lim, Sandy., Tan, Hong Peng.
Other Authors: Taylor, Grant Allan
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8284
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
id sg-ntu-dr.10356-8284
record_format dspace
spelling sg-ntu-dr.10356-82842023-05-19T03:30:08Z Testing for the efficient market hypothesis in the Singapore equity market. Lim, Sandy. Tan, Hong Peng. Taylor, Grant Allan Nanyang Business School DRNTU::Business::Finance::Equity 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. 2008-09-24T07:19:25Z 2008-09-24T07:19:25Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8284 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Equity
spellingShingle DRNTU::Business::Finance::Equity
Lim, Sandy.
Tan, Hong Peng.
Testing for the efficient market hypothesis in the Singapore equity market.
description 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.
author2 Taylor, Grant Allan
author_facet Taylor, Grant Allan
Lim, Sandy.
Tan, Hong Peng.
format Final Year Project
author Lim, Sandy.
Tan, Hong Peng.
author_sort Lim, Sandy.
title Testing for the efficient market hypothesis in the Singapore equity market.
title_short Testing for the efficient market hypothesis in the Singapore equity market.
title_full Testing for the efficient market hypothesis in the Singapore equity market.
title_fullStr Testing for the efficient market hypothesis in the Singapore equity market.
title_full_unstemmed Testing for the efficient market hypothesis in the Singapore equity market.
title_sort testing for the efficient market hypothesis in the singapore equity market.
publishDate 2008
url http://hdl.handle.net/10356/8284
_version_ 1770564308740079616