Information efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean
Leon, Hyginus
Information efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean - [St. Augustine]TT [Caribbean Centre for Monetary Studies] 2001 - 37 p.
Investigates the price-volume relationship on the Trinidad and Tobago Stock Exchange accounting for conditional heteroscedasticity and non-linearity. Seeks to determine whether volume is a sufficent statistic to measure information flow.
11.02.01 M742le(2001)
Information efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean - [St. Augustine]TT [Caribbean Centre for Monetary Studies] 2001 - 37 p.
Investigates the price-volume relationship on the Trinidad and Tobago Stock Exchange accounting for conditional heteroscedasticity and non-linearity. Seeks to determine whether volume is a sufficent statistic to measure information flow.
11.02.01 M742le(2001)