Essays on market microstructure : empirical studies on the Thai stock market
In this thesis, there are three essays on empirical market microstructure. The fIrst essay extends the study of the stealth trading hypothesis of Barclay and Warner (1993) that informed traders submit average size trades in order to minimize the price impact of their trades. After distinguishing bet...
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University of Essex
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.486569 |