Effect of voluntary disclosure on stock volatility and liquidity : Singapore evidence

Effect of voluntary disclosure on stock volatility and liquidity : Singapore evidence

In this paper, we investigate if the stock market rewards firms for voluntary disclosure using three proxies for information asymmetry, namely security returns volatility, trading volume and bid-ask spreads. The efficiency of the Singapore stock market is also tested by comparing the three proxies d...

Full description

Saved in:
Bibliographic Details
Main Authors: Ang, Li Chen, Leong, Richard See-Kit, Ng, Shuling
Other Authors: Courtenay, Stephen M.
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/9257
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
id sg-ntu-dr.10356-9257
record_format dspace
spelling sg-ntu-dr.10356-92572023-05-19T06:16:18Z Effect of voluntary disclosure on stock volatility and liquidity : Singapore evidence Ang, Li Chen Leong, Richard See-Kit Ng, Shuling Courtenay, Stephen M. Nanyang Business School DRNTU::Business::Finance::Stock exchanges In this paper, we investigate if the stock market rewards firms for voluntary disclosure using three proxies for information asymmetry, namely security returns volatility, trading volume and bid-ask spreads. The efficiency of the Singapore stock market is also tested by comparing the three proxies during announcement and non-announcement periods. 2008-09-24T07:30:14Z 2008-09-24T07:30:14Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9257 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
Ang, Li Chen
Leong, Richard See-Kit
Ng, Shuling
Effect of voluntary disclosure on stock volatility and liquidity : Singapore evidence
description In this paper, we investigate if the stock market rewards firms for voluntary disclosure using three proxies for information asymmetry, namely security returns volatility, trading volume and bid-ask spreads. The efficiency of the Singapore stock market is also tested by comparing the three proxies during announcement and non-announcement periods.
author2 Courtenay, Stephen M.
author_facet Courtenay, Stephen M.
Ang, Li Chen
Leong, Richard See-Kit
Ng, Shuling
format Final Year Project
author Ang, Li Chen
Leong, Richard See-Kit
Ng, Shuling
author_sort Ang, Li Chen
title Effect of voluntary disclosure on stock volatility and liquidity : Singapore evidence
title_short Effect of voluntary disclosure on stock volatility and liquidity : Singapore evidence
title_full Effect of voluntary disclosure on stock volatility and liquidity : Singapore evidence
title_fullStr Effect of voluntary disclosure on stock volatility and liquidity : Singapore evidence
title_full_unstemmed Effect of voluntary disclosure on stock volatility and liquidity : Singapore evidence
title_sort effect of voluntary disclosure on stock volatility and liquidity : singapore evidence
publishDate 2008
url http://hdl.handle.net/10356/9257
_version_ 1770567437239975936

Similar Items