Empirical Study On Anomalies Of Singapore Stock Market

QR Code

Empirical Study On Anomalies Of Singapore Stock Market

Market anomaly refers to observed capital market seasonality that cannot be explained by theory or institutional practice. The discovery of market anomaly dated back to mid 1970's. Ever since, these anomalies have gained great attention among academicians as they constitute a challenge to the...

Full description

Bibliographic Details
Main Author:	Sim, Meng Hwee Andrew
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	Singapore Singapore stock market market anomalies January effect weekend effect intra-day effect firm size effect
Online Access:	https://eprints.nottingham.ac.uk/20817/

Similar Items

The Adaptive Market Hypothesis：An empirical study on the UK stock market
by: WANG, KAIXIN
Published: (2019)

Analysis of the Liquidity Effect on Stock Return: Empirical Evidence from the UK Stock Market over the Period 1993-2008
by: Jiang, Shuai-yu
Published: (2009)

The low volatility anomaly in Chinese equity market
by: Hong, Zhuoling
Published: (2023)

Regionalization strategies of SME sector : an empirical study of Singapore managers / Samir Ranjan Chatterjee and Lim Cheng Hwa
by: Chatterjee, Samir Ranjan, et al.
Published: (2000)

Global city : Malay motion pictures, Mambang Moden and the contested terrains of Singapore history / Benjamin McKay
by: McKay, Benjamin
Published: (2006)

Stock Market Anomalies in Emerging Markets: A Case of India
by: Goel, Sajal
Published: (2021)

Resurrecting the size effect: Evidence from a panel nonlinear cointegration model forthe G7 stock markets
by: Apergis, Nicholas, et al.
Published: (2013)

The impact of bitcoin futures trading on cryptocurrency spot prices
by: Sukumaran, Shankara
Published: (2022)

Return and volatility spillover eﬀects: Evaluating the impact of Shanghai and Shenzhen-Hongkong Stock Connect Programs on A-H-US stock markets ---An empirical analysis based on VAR-GARCH model
by: JI, BAIHAO
Published: (2019)

Corporate Restructuring: Empirical Evidence from Singapore
by: LIU, ZHI WAI
Published: (2015)

Singapore urged to hands on bridge.
Published: (2008)

King makes three-day visit to Singapore
Published: (2008)

Stock Market Efficiency and Momentum Effect:Evidence from Chinese Stock Market
by: Zheng, Huiyi
Published: (2020)

Targeting buyers of counterfeits of luxury brands: a study on attitudes of Singapore consumers
by: Phau, Ian, et al.
Published: (2009)

Toda and Yamamoto Causality Between Stock Market Development and Economic Growth: Evidence from China, Japan, Singapore, UK and US
by: Zhang, Haoxing
Published: (2012)

Frequency of stepping down antibiotics and nebuliser treatment is lower at weekends compared to weekdays: an observational study
by: Lewis, Sarah, et al.
Published: (2017)

Testing intra-daily seasonality using Maximum Entropy Density
by: Chan, F., et al.
Published: (2013)

Impact of health capital on productivity and economic growth in Singapore
by: Opeoluwa Isreal, Akingba Idowu
Published: (2017)

Loosening state controls in Singapore: the emergence of local capital as a political force
by: Chalmers, Ian
Published: (2001)

The Calendar Effect on A-Share Index Return in Chinese Stock Market
by: Cao, Qi
Published: (2006)

Examination of the Singapore Code of Corporate Governance and its Impact on Corporate Reporting and Investor Perception/Decision
by: Gopalakrishnan, Jainty
Published: (2006)

Price dependency and spillover effects in global crude oil markets
by: Zhang, Han
Published: (2017)

South-South migration and the labor market: evidence from South Africa
by: Biavaschi, Costanza, et al.
Published: (2018)

A case study on the factor of marketing effectiveness at Amanah Raya Berhad Malaysia / Ammar Amierul Zahba
by: Zahba, Ammar Amierul
Published: (2009)

Market orientation, nonfinancial performance measures, and performance: evidence from Thailand / Sirilak Bangchokdee, Lokman Mia and Samkao Runglertkrengkrai
by: Sirilak, Bangchokdee, et al.
Published: (2013)

Counterfeiting in Singapore: understanding consumer attitudes and purchase intentions
by: Teah, Min, et al.
Published: (2008)

Stock Index Futures and Hedging Performance: Evidence from Developed and Emerging Markets
by: Zhang, Shu
Published: (2007)

The impact of selected financial variables on major sectoral output in Malaysia and Singapore
by: Abd. Ghani, Nur Hanim
Published: (2002)

Sustainability and business schools in Singapore: an empirical study on student attitudes
by: Lau, Hailey
Published: (2024)

'Jambatan indah' diteruskan
Published: (2008)

Jambatan : Keputusan tepat dan tidak gadai hak Malaysia.
Published: (2008)

Johor unfazed over scrapping of project
Published: (2008)

Keputusan Malyasia diharap memuaskan hati Singapura
Published: (2008)

Looking from both sides
Published: (2008)

Main points of contention.
Published: (2008)

Malaysia tidak akan beralah tuntutan tambahan Singapura
Published: (2008)

Mindef to prob aircraft over Johor
Published: (2008)

Muhyiddin : Better a painful decision now
Published: (2008)

Singapura dakwa jambatan Malaysia bawa implikasi serius.
Published: (2008)

Strong backing for timely decision
Published: (2008)