Intraday prices and trading volume relationship in Singapore.

• Main Authors: Ng, Eliza., Fong, Yuen Wai., Lee, Danny Huan Ching.
• Other Authors: Lau, Sie Ting
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/11637
• Institution: Nanyang Technological University

This paper examines the intraday stock returns and trading relationship in one of the most open and dynamic Asian markets – Singapore. Average trading volume is found to be a function of the time of the day for all days of the week but not a function of the day of the week. Average returns is found...