Trading Costs on the Stock Exchange of Thailand
This study examines the components of trading costs incurred in trading large and liquid stocks listed on the Stock Exchange of Thailand. We find that aggressive orders pay an immediacy price measured by price impact, whereas executed passive orders gain the immediacy price. We also find a sizable o...
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Main Authors: | , , , |
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
2015
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Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/4764 https://ink.library.smu.edu.sg/context/lkcsb_research/article/5763/viewcontent/Trading_costs_SE_Thailand_av.pdf |
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Institution: | Singapore Management University |
Language: | English |
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