Intraday prices and trading volume relationship in Singapore.

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...

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Bibliographic Details
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
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-11637
record_format	dspace
spelling	sg-ntu-dr.10356-116372023-05-19T06:16:16Z Intraday prices and trading volume relationship in Singapore. Ng, Eliza. Fong, Yuen Wai. Lee, Danny Huan Ching. Lau, Sie Ting Nanyang Business School DRNTU::Business::Finance::Stock exchanges 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 to be neither a function of the day of the week nor time of the day. For the contemporaneous relation between trading volume and absolute value of return, we found that there exists a significant positive relationship. 2008-09-24T07:57:18Z 2008-09-24T07:57:18Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11637 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Stock exchanges
spellingShingle	DRNTU::Business::Finance::Stock exchanges Ng, Eliza. Fong, Yuen Wai. Lee, Danny Huan Ching. Intraday prices and trading volume relationship in Singapore.
description	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 to be neither a function of the day of the week nor time of the day. For the contemporaneous relation between trading volume and absolute value of return, we found that there exists a significant positive relationship.
author2	Lau, Sie Ting
author_facet	Lau, Sie Ting Ng, Eliza. Fong, Yuen Wai. Lee, Danny Huan Ching.
format	Final Year Project
author	Ng, Eliza. Fong, Yuen Wai. Lee, Danny Huan Ching.
author_sort	Ng, Eliza.
title	Intraday prices and trading volume relationship in Singapore.
title_short	Intraday prices and trading volume relationship in Singapore.
title_full	Intraday prices and trading volume relationship in Singapore.
title_fullStr	Intraday prices and trading volume relationship in Singapore.
title_full_unstemmed	Intraday prices and trading volume relationship in Singapore.
title_sort	intraday prices and trading volume relationship in singapore.
publishDate	2008
url	http://hdl.handle.net/10356/11637
_version_	1770565068634718208

Intraday prices and trading volume relationship in Singapore.

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