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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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1993
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| Subjects: | |
| 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 |