Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/59684
Title: Applying non-linear dynamics in the Singapore stock market using Chaos theory
Authors: Foo, Onn Siew
Koh, Tee Chin
Lee, Jia Yen
Keywords: DRNTU::Business
Issue Date: 1995
Abstract: The question of whether the Stock Exchange of Singapore (SES) is weak-form efficient under the Efficient Market Hypothesis (EMH) has been a topic of much debate. Although various tests have been conducted to verify its efficiency, they have yielded inconclusive and mixed results. The problem may lie in the fault of the models used and their simplifying assumptions. All the current tests for weak form efficiency are based on the linear model, which we will show may be invalid to be used for analysing the capital markets, since capital markets are non-linear in nature.
URI: http://hdl.handle.net/10356/59684
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
FOO_ONN_SIEW_1995.pdf
  Restricted Access
Main Report7.74 MBAdobe PDFView/Open

Page view(s)

146
Updated on Dec 1, 2020

Download(s)

7
Updated on Dec 1, 2020

Google ScholarTM

Check

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