Empirical study of the validity and relevance of the CAPM and the APT to the Singapore stock market.

The objective of this Applied Research Project is to investigate the validity of the Capital Asset Pricing Model and the Arbitrage Pricing Theory, as well as to find out which model is superior in terms of its forecasting ability, thereby making it the more relevant model for Singapore’s stock marke...

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Bibliographic Details
Main Authors:	Chiang, Edwin Wy Jeon., Teo, Eng Chong.
Other Authors:	Taylor, Grant Allan
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/8285
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Institution:	Nanyang Technological University

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record_format	dspace
spelling	sg-ntu-dr.10356-82852023-05-19T05:41:40Z Empirical study of the validity and relevance of the CAPM and the APT to the Singapore stock market. Chiang, Edwin Wy Jeon. Teo, Eng Chong. Taylor, Grant Allan Nanyang Business School DRNTU::Business::Finance::Equity The objective of this Applied Research Project is to investigate the validity of the Capital Asset Pricing Model and the Arbitrage Pricing Theory, as well as to find out which model is superior in terms of its forecasting ability, thereby making it the more relevant model for Singapore’s stock market. 2008-09-24T07:19:25Z 2008-09-24T07:19:25Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8285 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 Chiang, Edwin Wy Jeon. Teo, Eng Chong. Empirical study of the validity and relevance of the CAPM and the APT to the Singapore stock market.
description	The objective of this Applied Research Project is to investigate the validity of the Capital Asset Pricing Model and the Arbitrage Pricing Theory, as well as to find out which model is superior in terms of its forecasting ability, thereby making it the more relevant model for Singapore’s stock market.
author2	Taylor, Grant Allan
author_facet	Taylor, Grant Allan Chiang, Edwin Wy Jeon. Teo, Eng Chong.
format	Final Year Project
author	Chiang, Edwin Wy Jeon. Teo, Eng Chong.
author_sort	Chiang, Edwin Wy Jeon.
title	Empirical study of the validity and relevance of the CAPM and the APT to the Singapore stock market.
title_short	Empirical study of the validity and relevance of the CAPM and the APT to the Singapore stock market.
title_full	Empirical study of the validity and relevance of the CAPM and the APT to the Singapore stock market.
title_fullStr	Empirical study of the validity and relevance of the CAPM and the APT to the Singapore stock market.
title_full_unstemmed	Empirical study of the validity and relevance of the CAPM and the APT to the Singapore stock market.
title_sort	empirical study of the validity and relevance of the capm and the apt to the singapore stock market.
publishDate	2008
url	http://hdl.handle.net/10356/8285
_version_	1770565059384180736

Empirical study of the validity and relevance of the CAPM and the APT to the Singapore stock market.

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