Which trade sizes move prices on the Singapore Stock Exchange?
Using transactions data of all constituent stocks of the Straits Times Index (STI) spanning January 2001 to November 2007, this study examines how trades of different sizes contribute to the intra-day cumulative price changes, and the trade size choices of informed traders in an automated, non-marke...
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sg-ntu-dr.10356-97832023-05-19T06:16:13Z Which trade sizes move prices on the Singapore Stock Exchange? Liu, Jia Foo, Yi Kim Oh, Eline Hwee Yin Charoenwong, Charlie Nanyang Business School DRNTU::Business::Finance::Stock exchanges Using transactions data of all constituent stocks of the Straits Times Index (STI) spanning January 2001 to November 2007, this study examines how trades of different sizes contribute to the intra-day cumulative price changes, and the trade size choices of informed traders in an automated, non-market maker, order-driven market. 2008-09-24T07:36:19Z 2008-09-24T07:36:19Z 2008 2008 Final Year Project (FYP) http://hdl.handle.net/10356/9783 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::Stock exchanges |
| spellingShingle |
DRNTU::Business::Finance::Stock exchanges Liu, Jia Foo, Yi Kim Oh, Eline Hwee Yin Which trade sizes move prices on the Singapore Stock Exchange? |
| description |
Using transactions data of all constituent stocks of the Straits Times Index (STI) spanning January 2001 to November 2007, this study examines how trades of different sizes contribute to the intra-day cumulative price changes, and the trade size choices of informed traders in an automated, non-market maker, order-driven market. |
| author2 |
Charoenwong, Charlie |
| author_facet |
Charoenwong, Charlie Liu, Jia Foo, Yi Kim Oh, Eline Hwee Yin |
| format |
Final Year Project |
| author |
Liu, Jia Foo, Yi Kim Oh, Eline Hwee Yin |
| author_sort |
Liu, Jia |
| title |
Which trade sizes move prices on the Singapore Stock Exchange? |
| title_short |
Which trade sizes move prices on the Singapore Stock Exchange? |
| title_full |
Which trade sizes move prices on the Singapore Stock Exchange? |
| title_fullStr |
Which trade sizes move prices on the Singapore Stock Exchange? |
| title_full_unstemmed |
Which trade sizes move prices on the Singapore Stock Exchange? |
| title_sort |
which trade sizes move prices on the singapore stock exchange? |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/9783 |
| _version_ |
1770566531720151040 |