Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7719
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
Rights: Nanyang Technological University
Fulltext Permission: open
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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