Information efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean
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TextPublication details: [Caribbean Centre for Monetary Studies] [St. Augustine]TT 2001Description: 37 pAction note: - 2/25/02 JOY_D
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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