Intraday Price And Volume Relations In The Stock And Warrant Markets

This research paper examines the causal structure of price and volume in the warrant and stock markets within the Kuala Lumpur Stock Exchange (KLSE) of Malaysia. We investigate the intraday relations between price and trading volume of the top 25 most active warrants and their underlying stocks duri...

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Détails bibliographiques
Auteur principal: LIM, KOK SEE
Format: Thèse
Langue:anglais
Publié: 2004
Sujets:
Accès en ligne:http://eprints.usm.my/25802/