Trading strategies : illiquid stocks.
This paper examines the possibility of earning super normal returns from trading illiquid stocks in the Singapore Stock Exchange (SGX). Using trading volume as a proxy for liquidity, we examine the correlation between trading volume and stock returns and seek to determine if the holding period has a...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11176 |
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| Institution: | Nanyang Technological University |