Stock Market Equilibrium and Macroeconomic Fundamentals /

This paper examines the efficiency of the Stock Exchange of Singapore and the relationship between the stock market and the overall economy. Using a wide range of methods for testing market efficiency, the paper establishes that the Singapore stock market is both 'weakly' and 'semi-st...

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Détails bibliographiques
Auteur principal: Leigh, Lamin
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 1997.
Collection:IMF Working Papers; Working Paper ; No. 1997/015
Accès en ligne:Full text available on IMF
Description
Résumé:This paper examines the efficiency of the Stock Exchange of Singapore and the relationship between the stock market and the overall economy. Using a wide range of methods for testing market efficiency, the paper establishes that the Singapore stock market is both 'weakly' and 'semi-strongly' efficient in asset-pricing terms but not 'strongly' efficient. Granger causality tests based on the efficiency test results indicate that developments in the stock market appear to be systematically related to the overall economy in Singapore and can thus serve as a leading indicator of its intertemporal behavior.
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Description matérielle:1 online resource (41 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Accès:Electronic access restricted to authorized BRAC University faculty, staff and students