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BANGKOK, May 20 (Reuters) - Thai shares fell more than 1.5 percent in early trade on Tuesday after Thailand's army declared martial law to restore order after six months of anti-government protests.

The SET index was down 1.58 percent at 1,388.31, shortly after the opening bell, led down by shares in Advanced Info Service, PTT Exploration and Production and Kasikornbank.

(Reporting by Viparat Jantraprap; Editing by Alan Raybould)