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Title: | Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand | Authors: | Nattawut Jenwittayaroje | Keywords: | DRNTU::Business::Finance::Equity | Issue Date: | 2007 | Source: | Nattawut, J. (2007). Essays on trading cost, trade size, and price behavior : empirical evidence from the stock exchange of Thailand. Doctoral thesis, Nanyang Technological University, Singapore. | Abstract: | This dissertation consists of three essays. Essay 1 examines and quantifies various components of the trading costs of stocks listed on the Stock Exchange of Thailand (SET). Essay 2 examines the price behavior associated with buy and sell trades of 71 stocks actively traded on the SET. Essay 3 examines trade sizes used by informed traders on the SET. | URI: | https://hdl.handle.net/10356/7719 | DOI: | 10.32657/10356/7719 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | open | Fulltext Availability: | With Fulltext |
Appears in Collections: | NBS Theses |
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NBS-THESES_627.pdf | 726.93 kB | Adobe PDF | View/Open |
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