00693nam a2200145Ia 450000500170000008000260001710000180004324501080006126000690016930000100023852002430024858300190049194200200051099900170053020260716043440.0  a11.02.01 M742le(2001)  aLeon, Hyginus  aInformation efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean  b[Caribbean Centre for Monetary Studies]a[St. Augustine]TTc2001  a37 p.  aInvestigates 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.  c2/25/02kJOY_D  cMmM742le(2001)  c47506d47506