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Articles 1 - 3 of 3
Full-Text Articles in Social and Behavioral Sciences
Price Movers On The Stock Exchange Of Thailand: Evidence From A Fully Automated Order-Driven Market, Charlie Charoenwong, David K. Ding, Nattawut Jenwittayaroje
Price Movers On The Stock Exchange Of Thailand: Evidence From A Fully Automated Order-Driven Market, Charlie Charoenwong, David K. Ding, Nattawut Jenwittayaroje
Research Collection Lee Kong Chian School Of Business
This study examines trade sizes used by informed traders. The selected sample includes 73 active stocks from the Stock Exchange of Thailand (SET), a pure limit order market, that cover two distinct market conditions of a bull and bear market. Using intraday data, the study finds that large sized trades (i.e., larger than the 75th percentile) account for a disproportionately large impact on changes in traded and quoted prices. This finding compares with the results of studies conducted on U.S. markets that show informed traders employ trade sizes falling between the 40th and 95th percentiles (Barclay and Warner 1993; Chakravarty …
Ann Poochareon Interview, Christina Yang
Ann Poochareon Interview, Christina Yang
Asian American Art Oral History Project
2010 interview with new media artist Ann Poochareon by Christina Yang
Are External Shocks Permanent Or Transitory? An Analysis Of Visitor Arrivals To Thailand, Ali S. Saleh, Reetu Verma, Ranjith Ihalanayake
Are External Shocks Permanent Or Transitory? An Analysis Of Visitor Arrivals To Thailand, Ali S. Saleh, Reetu Verma, Ranjith Ihalanayake
Faculty of Commerce - Papers (Archive)
Tourism industry in Thailand has recently experienced several external shocks such as September 11 attacks, SARS outbreak, Bird Flu, Political unrest and the recent global financial crisis which may have a temporary or permanent impact on the number of visitor arrivals to the country. This paper conducts univariate and panel Lagrange Multiplier tests with a break proposed by Lee and Strazicich (2004) and Im, Lee, and Tieslau (2005) to identify the time of the structural break and to determine whether shocks to visitor arrivals to Thailand have a temporary or permanent impact. We use annual data for Thailand’s top ten …