Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/147814
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dc.titleTRADING STRATEGY USING LEADING ECONOMIC INDICATORS: A CASE STUDY OF SINGAPORE
dc.contributor.authorMD. HASIB REZA
dc.date.accessioned2018-09-28T02:36:52Z
dc.date.available2018-09-28T02:36:52Z
dc.date.issued2013
dc.identifier.citationMD. HASIB REZA (2013). TRADING STRATEGY USING LEADING ECONOMIC INDICATORS: A CASE STUDY OF SINGAPORE. ScholarBank@NUS Repository.
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/147814
dc.description.abstractThis paper looks into the potential of using leading economic indicators to assist in the investments made in Singapore. The investment horizon is split into periods of expansion and contraction. The trading strategy is to hold stocks during expansion and either hold safer securities, like government bonds, during contraction or short stocks during contraction. The returns from both types of portfolios are compared with each other, and also compared with the returns from a simple buy-and-hold strategy. The return volatility of these portfolios is also measured and compared. This paper analyses if the leading economic indicators can be used to enhance returns from the various portfolios.
dc.typeThesis
dc.contributor.departmentNUS Business School
dc.description.degreeBachelor's
dc.description.degreeconferredBACHELOR OF BUSINESS ADMINISTRATION WITH HONOURS
Appears in Collections:Bachelor's Theses

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