Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8284
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dc.contributor.authorLim, Sandy.en_US
dc.contributor.authorTan, Hong Peng.en_US
dc.date.accessioned2008-09-24T07:19:25Z-
dc.date.available2008-09-24T07:19:25Z-
dc.date.copyright2002en_US
dc.date.issued2002-
dc.identifier.urihttp://hdl.handle.net/10356/8284-
dc.description.abstractThis paper is an extension of past researches, which focus on the efficient market hypothesis (EMH). We make use of several extensively used financial econometrics models to verify the EMH theory in the Singapore context.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Equity-
dc.titleTesting for the efficient market hypothesis in the Singapore equity market.en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorTaylor, Grant Allanen_US
dc.contributor.schoolNanyang Business Schoolen_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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