Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/11637
Title: Intraday prices and trading volume relationship in Singapore.
Authors: Ng, Eliza.
Fong, Yuen Wai.
Lee, Danny Huan Ching.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2001
Abstract: This paper examines the intraday stock returns and trading relationship in one of the most open and dynamic Asian markets – Singapore. Average trading volume is found to be a function of the time of the day for all days of the week but not a function of the day of the week. Average returns is found to be neither a function of the day of the week nor time of the day. For the contemporaneous relation between trading volume and absolute value of return, we found that there exists a significant positive relationship.
URI: http://hdl.handle.net/10356/11637
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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