| 000 | 00664nam a2200133Ia 4500 | ||
|---|---|---|---|
| 080 | _a11.02.01 M742le(2001) | ||
| 100 | _aLeon, Hyginus | ||
| 245 | _aInformation efficiency and non-linear modelling of returns in an emerging stock market in the Caribbean | ||
| 260 |
_b[Caribbean Centre for Monetary Studies] _a[St. Augustine]TT _c2001 |
||
| 300 | _a37 p. | ||
| 520 | _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. | ||
| 583 |
_c2/25/02 _kJOY_D |
||
| 942 |
_cM _mM742le(2001) |
||
| 999 |
_c24171 _d24171 |
||