Which Trade Sizes Move Stock Prices in a Fully Automated Order-Driven Market? A Case of the Stock Exchange of Thailand

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Bibliographic Details
Main Authors: Charoenwong, C., DING, David K., Jenwittayaroje, Nattawut
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2007
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/711
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Institution: Singapore Management University
Language: English