Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20102
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dc.contributor.authorKan, Andrew Mun Kit.en_US
dc.date.accessioned2009-12-14T08:17:13Z-
dc.date.available2009-12-14T08:17:13Z-
dc.date.copyright1995en_US
dc.date.issued1995-
dc.identifier.urihttp://hdl.handle.net/10356/20102-
dc.description.abstractThe 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.en_US
dc.format.extent86 p.en_US
dc.language.isoen-
dc.rightsNANYANG TECHNOLOGICAL UNIVERSITYen_US
dc.subjectDRNTU::Business::Finance::Equity-
dc.titleIn search of a unified model for prediction of stock prices.en_US
dc.typeThesisen_US
dc.contributor.supervisorYeo, Gillian Hian Hengen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeMaster of Business Administration (Banking & Finance)en_US
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