Share-price-changes-volume relation on the Singapore equity market

Share-price-changes-volume relation on the Singapore equity market

A critical review of the literature on security-price-changes-volume research suggests that the published studies in the United States and one each in Hong Kong and Japan have largely ignored the impacts on the results from autocorrelation, non-normality of distributions, heteroscedasticity and non-...

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Bibliographic Details
Main Authors: LEE, David K. C., ARIFF, Mohamed
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1993
Subjects:
Stocks prices
Investment banking
Correlation in Statistics
Analysis of variance
Least squares
Heteroscedasticity
Asian Studies
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3366
https://ink.library.smu.edu.sg/context/lkcsb_research/article/4365/viewcontent/SharePriceChangesVolSingaporeEquityMkt_1993.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/3366
https://ink.library.smu.edu.sg/context/lkcsb_research/article/4365/viewcontent/SharePriceChangesVolSingaporeEquityMkt_1993.pdf

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