An Analysis of Transactions Data for the Stock Exchange of Singapore: Patterns, Absolute Price Change, Trade Size and Number of Transactions - The availability of the transactions data of the Stock Exchange of Singapore allows us to examine intraday patterns and the relation among absolute price change, trade size and number of transactions. The presence of a trading halt in the mid-day results in ...
Year of publication: |
2001
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Authors: | Ding, David K. ; Lau, Sie Ting |
Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 28.2001, 1-2, p. 151-174
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