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Information efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean

By:

Leon, Hyginus

Material type: Text

TextPublication details: [Caribbean Centre for Monetary Studies] [St. Augustine]TT 2001Description: 37 pAction note:

2/25/02 JOY_D

Summary: 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.

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Holdings
Item type	Current library	Call number	Status	Barcode
Monograph	CARICOM Documentation Centre	11.02.01 M742le(2001) (Browse shelf(Opens below))	Available	0000000018185

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.

2/25/02 JOY_D

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