The Asymmetry of Price Behavior around Buy and Sell Trades: New Evidence on the Stock Exchange of Thailand
This study examines the price behavior associated with buy and sell trades of 71 stocks actively traded on the Stock Exchange of Thailand from March 2000 to June 2002. During this time, Thai market experienced three distinct conditions: bullish, bearish, and neutral. The results show that the asymme...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2007
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/710 |
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| Institution: | Singapore Management University |
| Language: | English |