impact asymmetry between buy and sell trades • Hypotheses • Data and Methodology • Empirical Findings • Conclusion Background on Price Impact Asymmetry • Empirical findings of permanent price impact
SEC Secretary-General Ruenvadee Suwanmongkol and nine leading digital organizations led by Ms. Ajarin Pattanapanchai, Permanent Secretary of the Ministry of Digital Economy and Society, signed the
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asymmetry of permanent and temporary price impact between buy trades and sell trades is determined primarily by market conditions. Specifically, contrary to the findings in previous studies, the results show
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