Intraday Price And Volume Relations In The Stock And Warrant Markets

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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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Bibliographic Details
Main Author:	LIM, KOK SEE
Format:	Thesis
Language:	English
Published:	2004
Subjects:	HF5001-6182 Business
Online Access:	http://eprints.usm.my/25802/ http://eprints.usm.my/25802/1/INTRADAY_PRICE_AND_VOLUME_RELATIONS_IN_THE_STOCK_AND_WARRANT_MARKETS.pdf

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