Spread, depth, and order flow patterns of warrants and their underlying stocks on the Stock Exchange of Thailand

Spread, depth, and order flow patterns of warrants and their underlying stocks on the Stock Exchange of Thailand

This study compared the trading characteristics of warrants and their underlying stocks. The Stock Exchange of Thailand provided a good platform for comparing the trading characteristics of warrants and their underlying stocks because both these securities are traded in the same market venue and hav...

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Bibliographic Details
Main Authors: CHAROENWONG, Charlie, VISALTANACHOTI, Nuttawat, DING, David K.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2003
Subjects:
Intraday patterns
spreads
depths
order flows
Thailand
Asian Studies
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/6443
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7442/viewcontent/SSRN_id488402.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/6443
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7442/viewcontent/SSRN_id488402.pdf

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