Information efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean
Leon, Hyginus
creator
text
St. Augustine]TT
[Caribbean Centre for Monetary Studies]
2001
monographic
37 p.
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
11.02.01 M742le(2001)