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Title: Effect of voluntary disclosure on stock volatility and liquidity : Singapore evidence
Authors: Ang, Li Chen
Leong, Richard See-Kit
Ng, Shuling
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2004
Abstract: In this paper, we investigate if the stock market rewards firms for voluntary disclosure using three proxies for information asymmetry, namely security returns volatility, trading volume and bid-ask spreads. The efficiency of the Singapore stock market is also tested by comparing the three proxies during announcement and non-announcement periods.
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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