Trading costs on the stock exchange of Thailand
This study examines the components of trading costs incurred in trading large and liquid stocks listed on the Stock Exchange of Thailand. We find that aggressive orders pay an immediacy price measured by price impact, whereas executed passive orders gain the immediacy price. We also find a sizable o...
| Main Authors: | , , , |
|---|---|
| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2015
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/98115 http://hdl.handle.net/10220/38526 |