Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand

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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Main Author: Nattawut Jenwittayaroje
Other Authors: Charlie Charoenwong
Format: Theses and Dissertations
Published: 2008
Subjects:
DRNTU::Business::Finance::Equity
Online Access:https://hdl.handle.net/10356/7719
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-7719
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spelling sg-ntu-dr.10356-77192023-05-19T07:19:58Z Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand Nattawut Jenwittayaroje Charlie Charoenwong Nanyang Business School DRNTU::Business::Finance::Equity 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. DOCTOR OF PHILOSOPHY (NBS) 2008-09-18T07:50:10Z 2008-09-18T07:50:10Z 2007 2007 Thesis Nattawut, J. (2007). Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand. Doctoral thesis, Nanyang Technological University, Singapore. https://hdl.handle.net/10356/7719 10.32657/10356/7719 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Equity
spellingShingle DRNTU::Business::Finance::Equity
Nattawut Jenwittayaroje
Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand
description 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.
author2 Charlie Charoenwong
author_facet Charlie Charoenwong
Nattawut Jenwittayaroje
format Theses and Dissertations
author Nattawut Jenwittayaroje
author_sort Nattawut Jenwittayaroje
title Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand
title_short Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand
title_full Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand
title_fullStr Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand
title_full_unstemmed Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand
title_sort essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of thailand
publishDate 2008
url https://hdl.handle.net/10356/7719
_version_ 1770567084072239104

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