Empirical study of the validity and relevance of the CAPM and the APT to the Singapore stock market.
Chiang, Edwin Wy Jeon.
Teo, Eng Chong.
Date of Issue2002
College of Business (Nanyang Business School)
The objective of this Applied Research Project is to investigate the validity of the Capital Asset Pricing Model and the Arbitrage Pricing Theory, as well as to find out which model is superior in terms of its forecasting ability, thereby making it the more relevant model for Singapore’s stock market.
Final Year Project (FYP)
Nanyang Technological University