A study of intraday trading behavior around tick size changes A study of intraday trading behavior around tick size changes Roongkiat Ratanabancheun, Kanis Saengchote Chulalongkorn Business School
Comments on: “Trading costs on the Stock Exchange of Thailand” Authors: Charoenwong C., Ding D.K., Jenwittayaroje N. Comments on: “Risk-taking behaviour during downturn: evidence of loss-chasing and
ESSAY 2: AN EXAMINATION INTO BUY-SELL ASYMMETRY OF PRICE BEHAVIOR AROUND TRADES AND TRADING COSTS OF TRADES: EVIDENCES FROM TH 1 THE ASYMMETRY OF PRICE BEHAVIOR AROUND BUY AND SELL TRADES: NEW
, unchanged from the year 2005. Trading Activity An average daily trading value of debt securities in 2006 surged to 28.6 billion baht, an increase of 81 percent from the previous year. Investors focused on
min) 9:00 - 12:00 p.m. & 1:00 - 5:00 p.m. 2 SET Trading Hours ? 3 Literatures • Opening time provides valuable information to the market, including signals to the market and efficient indicative opening
*!()* exclusive rights .% broker \( bML")'#+"!#"bK$*#&% SET L ̀Q#$C# ̀ ' 14 Revenue Breakdown 0% 20% 40% 60% 80% 100% HK SGX MAS JSX SET Trading Fees Listing Fees Clearing & Settlement Depository Fees Sale of
to be exercised must be in a whole number in board lot on SET trading except the last exercise of the Warrants. Conditions concerning the adjustment of the exercise ratio and exercise price : Whenever
to be exercised must be in a whole number in board lot on SET trading except the last exercise of the Warrants. Conditions concerning the adjustment of the exercise ratio and exercise price : The
SET trading venue by proposing to repeal the regulation that prescribes such right and allow non-member foreign firms to have the same direct access. This is in favor of the upcoming linkages with
roughly unchanged. Robustness Checks Conclusions • An out-of-sample test of asymmetry in permanent price impacts documented from block and institutional equity trading in US. • Most importantly, show the