Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/59684
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dc.contributor.authorFoo, Onn Siew
dc.contributor.authorKoh, Tee Chin
dc.contributor.authorLee, Jia Yen
dc.date.accessioned2014-05-12T03:15:19Z
dc.date.available2014-05-12T03:15:19Z
dc.date.copyright1995en_US
dc.date.issued1995
dc.identifier.urihttp://hdl.handle.net/10356/59684
dc.description.abstractThe 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.en_US
dc.format.extent90 p.en_US
dc.language.isoenen_US
dc.rightsNanyang Technological University
dc.subjectDRNTU::Businessen_US
dc.titleApplying non-linear dynamics in the Singapore stock market using Chaos theoryen_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeBUSINESSen_US
dc.contributor.supervisor2Jesse Seegmilleren_US
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Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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