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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Bibliographic Details
Main Authors: JENWITTAYAROJE, Nattawut, CHAROENWONG, Charlie, DING, David K., YANG, Yung Chiang
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
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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