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Information efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean (Record no. 24171)

MARC details
000 -LEADER
fixed length control field 00664nam a2200133Ia 4500
080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER
Universal Decimal Classification number 11.02.01 M742le(2001)
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Leon, Hyginus
245 ## - TITLE STATEMENT
Title Information efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. [Caribbean Centre for Monetary Studies]
Place of publication, distribution, etc. [St. Augustine]TT
Date of publication, distribution, etc. 2001
300 ## - PHYSICAL DESCRIPTION
Extent 37 p.
520 ## - SUMMARY, ETC.
Summary, etc. 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.
583 ## - ACTION NOTE
Time/date of action 2/25/02
Action agent JOY_D
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Monograph
Call number suffix M742le(2001)
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
        CARICOM Documentation Centre CARICOM Documentation Centre 04/05/2023   11.02.01 M742le(2001) 0000000018185 04/05/2023 04/05/2023 Monograph










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