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
timing, and strategy selection. 39 Screening SET50TR Index Rank 3-Yr trailing Trading Volume, then exclude 20% stocks from the bottom – the least liquid. Rank & select the top 50 stocks by their
, was from an increasing brokerage fee on higher market trading volume. In the amidst of the highly fluctuated market from the outbreak of COVID-19, the average daily market trading volume (excluding
be bought or sold in the event of major trading news. For the same reason, companies with larger free floats are generally less volatile which is preferable to the institutional investors. In the
because there are only a limited number of shares that can be bought or sold in the event of major trading news. Page 3/40 Minority Shareholders and SET • The Stock Exchange of Thailand (SET)’s Board of
false statement/ Dissenimation of false or misleading information 1 5 5,000,000.00 - 153,310.00 - - Market manipulation 3 6 83,000,000.00 131,227.00 48,638.00 2 15 Insider trading / Disclose inside
derivatives positions held by a client; (2) profits or any other interests obtained from derivatives trading of a client; (3) warehouse receipt, bill of lading, or any other instruments representing entitlement