Which Trade Sizes Move Stock Prices in a Fully Automated Order-Driven Market? A Case of the Stock Exchange of Thailand

Author

C. Charoenwong
David K. DING, Singapore Management UniversityFollow
Nattawut Jenwittayaroje

Publication Type

Conference Paper

Publication Date

7-2007

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

China International Conference in Finance, Chengdu, China, July 2007

City or Country

Chengdu, China

Citation

Charoenwong, C.; DING, David K.; and Jenwittayaroje, Nattawut. Which Trade Sizes Move Stock Prices in a Fully Automated Order-Driven Market? A Case of the Stock Exchange of Thailand. (2007). China International Conference in Finance, Chengdu, China, July 2007.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/711