Which trade sizes move prices on the Singapore Stock Exchange?

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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Main Authors: Liu, Jia, Foo, Yi Kim, Oh, Eline Hwee Yin
Other Authors: Charoenwong, Charlie
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/9783
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-9783
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spelling 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

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