Effect of margin eligibility on stocks listed on Stock Exchange of Singapore.
Chan, Hui Ling.
Lim, Catherine Ai Nar.
Low, Kiat Heng.
Date of Issue1999
College of Business (Nanyang Business School)
This study examines the effect of margin eligibility of stocks that are listed on the Stock Exchange of Singapore. It seeks to investigate the impact of a change in margin eligibility on abnormal returns, return volatility levels and the trading activity of stocks that become marginable and/or non-marginable. The analysis also test for firm size effect. The study is being carried out over a six-year period from 1993 to 1998, during which four changes were made to the list of marginable stocks.
Final Year Project (FYP)
Nanyang Technological University