Leon, Hyginus <br/><br/>
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. 
<br/><br/> 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. 
<br/><br/><label>Universal Decimal Class. No.: </label>11.02.01 M742le(2001)