Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand
This dissertation consists of three essays. Essay 1 examines and quantifies various components of the trading costs of stocks listed on the Stock Exchange of Thailand (SET). Essay 2 examines the price behavior associated with buy and sell trades of 71 stocks actively traded on the SET. Essay 3 exami...
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| Format: | Theses and Dissertations |
| Published: |
2008
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| Online Access: | https://hdl.handle.net/10356/7719 |
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| Institution: | Nanyang Technological University |
| Summary: | This dissertation consists of three essays. Essay 1 examines and quantifies various components of the trading costs of stocks listed on the Stock Exchange of Thailand (SET). Essay 2 examines the price behavior associated with buy and sell trades of 71 stocks actively traded on the SET. Essay 3 examines trade sizes used by informed traders on the SET. |
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