Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20102
Title: In search of a unified model for prediction of stock prices.
Authors: Kan, Andrew Mun Kit.
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 1995
Abstract: The objective of this study is to model a stock market index in Singapore as a function of major macroeconomic variables and past index values, with the aim of predicting stock market movements more accurately by combining fundamental and technical analyses. The study draws on the theoretical models and empirical results of Chen et al. (1986), Cheng et al. (1990), and Larrain (1991), a theoretical framework which integrates the arbitrage pricing theory, noise trading, and chaos theory.
URI: http://hdl.handle.net/10356/20102
Rights: NANYANG TECHNOLOGICAL UNIVERSITY
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

Files in This Item:
File Description SizeFormat 
KanAndrewMunKit95.pdf
  Restricted Access
8.82 MBAdobe PDFView/Open

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.