TY  - BOOK
AU  - Leon, Hyginus
TI  - Information efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean
PY  - 2001///
CY  - [St. Augustine]TT
PB  - [Caribbean Centre for Monetary Studies]
N2  - 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
ER  -