Information efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean (Record no. 47506)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 00693nam a2200145Ia 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260716043440.0 |
| 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) |
No items available.