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

• Main Authors: Lim, Sandy., Tan, Hong Peng.
• Other Authors: Taylor, Grant Allan
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/8284
• Institution: 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.