Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market
This study examines trade sizes used by informed traders. The selected sample includes 73 active stocks from the Stock Exchange of Thailand (SET), a pure limit order market, that cover two distinct market conditions of a bull and bear market. Using intraday data, the study finds that large sized tra...
Saved in:
Main Authors: | DING, David K., Charoenwong, C., Jenwittayaroje, Nattawut |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2008
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1220 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Price movers on the stock exchange of Thailand: Evidence from a fully automated order-driven market
by: Charoenwong, Charlie, et al.
Published: (2010) -
Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market
by: DING, David K.
Published: (2008) -
Leverage management in a bull-bear switching market
by: Dai, M., et al.
Published: (2014) -
Which Trade Sizes Move Stock Prices in a Fully Automated Order-Driven Market? A Case of the Stock Exchange of Thailand
by: Charoenwong, C., et al.
Published: (2007) -
Modelling sentiment and trader aggressiveness in cryptocurrency markets: An empirical analysis of the Bitcoin limit order book.
by: THANG, Angelique Nicole Huei Yin
Published: (2023)