Stock Price Movement Analysis of the Financials Industry on the Stock Exchange of Thailand

Download Stock Price Movement Analysis of the Financials Industry on the Stock Exchange of Thailand PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 176 pages
Book Rating : 4.:/5 (318 download)

DOWNLOAD NOW!


Book Synopsis Stock Price Movement Analysis of the Financials Industry on the Stock Exchange of Thailand by : Nittaya Wiboonprapat

Download or read book Stock Price Movement Analysis of the Financials Industry on the Stock Exchange of Thailand written by Nittaya Wiboonprapat and published by . This book was released on 2005 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Value Investing in Stock Exchange of Thailand (SET)

Download Value Investing in Stock Exchange of Thailand (SET) PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 82 pages
Book Rating : 4.:/5 (921 download)

DOWNLOAD NOW!


Book Synopsis Value Investing in Stock Exchange of Thailand (SET) by :

Download or read book Value Investing in Stock Exchange of Thailand (SET) written by and published by . This book was released on 2009 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt: The primary objective of this paper is to examine value and growth stocks in Stock Exchange of Thailand, based on 1995 to 2007, in order to investigate the assertion that value stocks on average generate higher returns than growth stocks based on numerous considerable evidences suggested that on average value investing strategy outperforms growth investing strategy. This paper uses average returns, Jensen's alpha and Sharpe ratio as a measurement for portfolio efficiency. The result shown that value portfolio could generate higher returns than growth portfolio by approximately 24% annually on portfolio sorted by B/M, E/P, and C/P in both big and small market capitalization. Further, the portfolio returns could be enhanced by approximately 4.3% annually when applied financial signals to discriminate a value firm with strong financial prospect and a value firm with poor financial prospect in order to construct a portfolio that generate a superior return than a conventional value investing strategy. Finally, this paper examines a style investing strategy through using growth in EPS characteristic incorporated with a value stocks in order to investigate whether a dual-characteristic investing strategy of high earnings yield together with high growth in EPS (HEHG) could outperform other investment strategies. However, the result indicates that although high earnings yield with high growth in EPS could generate higher returns other style investing strategies; high earnings yield with low growth (HELG), low earnings yield with high growth (LEHG), and low earnings yield with low growth (LELG), with the difference of 11% (10%), 17% (22%), and 22% (30%), respectively, in big (small) market capitalization; but when compared HEHG with financial analysis approach it seems that HEHG strategy could not outperform financial signals strategy in term of Jensen's alpha and Sharpe ratio.

Stock Market Reaction to THAIFEX

Download Stock Market Reaction to THAIFEX PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 1 pages
Book Rating : 4.:/5 (13 download)

DOWNLOAD NOW!


Book Synopsis Stock Market Reaction to THAIFEX by : Boonyaluk Whangteeranon

Download or read book Stock Market Reaction to THAIFEX written by Boonyaluk Whangteeranon and published by . This book was released on 2017 with total page 1 pages. Available in PDF, EPUB and Kindle. Book excerpt: For many years' economists statisticians and teachers of finance have been interested in developing and testing model impact analysis of stock price behavior with financial analysis. And nowadays the popular trade fair THAIFEX will also continue to play an important role in promoting the growth of Thai Foods Export industry. In this paper, the event study analysis was developed and tested model with the non-financial events which is THAIFEX impact to stock market in Thailand particular in food and beverage industry by using one variable, the Average Abnormal Return, to the model. They are used for testing to see the characteristics before and after THAIFEX exhibition day of each AAR variable of companies. Using the Capital Asset Pricing Model (CAPM) and Regression methodology developed the model. The result from this study can indicate that in Thai stock market, the marketing event of exhibition does not support the semi-strength of the Entire Market Hypothesis (EMH) which suggests that on average the stock prices instantaneously and unbiased reflect the publicly available information.

Introduction to Econophysics

Download Introduction to Econophysics PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 1139431226
Total Pages : 164 pages
Book Rating : 4.1/5 (394 download)

DOWNLOAD NOW!


Book Synopsis Introduction to Econophysics by : Rosario N. Mantegna

Download or read book Introduction to Econophysics written by Rosario N. Mantegna and published by Cambridge University Press. This book was released on 1999-11-13 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.

The Mind of Wall Street

Download The Mind of Wall Street PDF Online Free

Author :
Publisher : PublicAffairs
ISBN 13 : 0786730153
Total Pages : 237 pages
Book Rating : 4.7/5 (867 download)

DOWNLOAD NOW!


Book Synopsis The Mind of Wall Street by : Leon Levy

Download or read book The Mind of Wall Street written by Leon Levy and published by PublicAffairs. This book was released on 2009-03-25 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: As stock prices and investor confidence have collapsed in the wake of Enron, WorldCom, and the dot-com crash, people want to know how this happened and how to make sense of the uncertain times to come. Into the breach comes one of Wall Street's legendary investors, Leon Levy, to explain why the market so often confounds us, and why those who ought to understand it tend to get chewed up and spat out. Levy, who pioneered many of the innovations and investment instruments that we now take for granted, has prospered in every market for the past fifty years, particularly in today's bear market. In The Mind of Wall Street he recounts stories of his successes and failures to illustrate how investor psychology and willful self-deception so often play critical roles in the process. Like his peers George Soros and Warren Buffett, Levy takes a long and broad view of the rhythms of the markets and the economy. He also offers a provocative analysis of the spectacular Internet bubble, showing that the market has not yet completely recovered from its bout of "irrational exuberance." The Mind of Wall Street is essential reading for all of us, whether we are active traders or simply modest contributors to our 401(k) plans, as volatile and unnerving markets come to define so much of our net worth.

Guide to Financial Markets

Download Guide to Financial Markets PDF Online Free

Author :
Publisher : The Economist
ISBN 13 : 1541742516
Total Pages : 250 pages
Book Rating : 4.5/5 (417 download)

DOWNLOAD NOW!


Book Synopsis Guide to Financial Markets by : Marc Levinson

Download or read book Guide to Financial Markets written by Marc Levinson and published by The Economist. This book was released on 2018-07-24 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: The revised and updated 7th edition of this highly regarded book brings the reader right up to speed with the latest financial market developments, and provides a clear and incisive guide to a complex world that even those who work in it often find hard to understand. In chapters on the markets that deal with money, foreign exchange, equities, bonds, commodities, financial futures, options and other derivatives, the book examines why these markets exist, how they work, and who trades in them, and gives a run-down of the factors that affect prices and rates. Business history is littered with disasters that occurred because people involved their firms with financial instruments they didn't properly understand. If they had had this book they might have avoided their mistakes. For anyone wishing to understand financial markets, there is no better guide.

Thailand

Download Thailand PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1513516485
Total Pages : 136 pages
Book Rating : 4.5/5 (135 download)

DOWNLOAD NOW!


Book Synopsis Thailand by : International Monetary Fund. Monetary and Capital Markets Department

Download or read book Thailand written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2019-10-07 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Financial System Stability Assessment paper on Thailand highlights that assets of the insurance and mutual fund sectors have doubled as a share of gross domestic product over the last decade, and capital markets are largely on par with regional peers. The report discusses significant slowdown in China and advanced economies, a sharp rise in risk premia, and entrenched low inflation would adversely impact the financial system. Stress tests results suggest that the banking sector is resilient to severe shocks and that systemic and contagion risks stemming from interlinkages are limited. Financial system oversight is generally strong, but the operational independence of supervisory agencies can be strengthened further. The operational independence of supervisory agencies can be strengthened further by reducing the involvement of the Ministry of Finance in prudential issues and ensuring that each agency has full control over decisions that lie within its areas of responsibility.

Asia’s Stock Markets

Download Asia’s Stock Markets PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 148432014X
Total Pages : 46 pages
Book Rating : 4.4/5 (843 download)

DOWNLOAD NOW!


Book Synopsis Asia’s Stock Markets by : Mr.Fabian Lipinsky

Download or read book Asia’s Stock Markets written by Mr.Fabian Lipinsky and published by International Monetary Fund. This book was released on 2014-02-26 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stock markets play a key role in corporate financing in Asia. However, despite their increasing importance in terms of size and cross-border investment activity, the region’s markets are reputed to be more “idiosyncratic” and less reliant on economic and corporate fundamentals in their pricing. Using a model that draws on international asset pricing and economic theory, as well as accounting literature, we find evidence of greater idiosyncratic influences in the pricing of Asia’s stock markets, compared to their G-7 counterparts, beyond the identified systematic factors and local fundamentals. We also show proof of a significant relationship between the strength of implementation of securities regulations and the “noise” in stock pricing, which suggests that improvements in the regulation of securities markets in Asia could enhance the role of stock markets as stable and reliable sources of financing into the future.

Asia-Pacific Financial Markets

Download Asia-Pacific Financial Markets PDF Online Free

Author :
Publisher : Elsevier
ISBN 13 : 0762314710
Total Pages : 537 pages
Book Rating : 4.7/5 (623 download)

DOWNLOAD NOW!


Book Synopsis Asia-Pacific Financial Markets by : Suk-Joong Kim

Download or read book Asia-Pacific Financial Markets written by Suk-Joong Kim and published by Elsevier. This book was released on 2007-12-12 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of "International Finance Review" focuses on the Asia-Pacific financial markets. A total of 22 original papers, not published elsewhere, have been selected from a competitive field. These papers utilize a variety of methods, including theoretical, empirical and qualitative to highlight a range of issues across the region. Several papers offer combinations of these different categories and among the empirical papers, there are a wide variety of datasets analyzed. While China does play a significant part in the analysis of five of the papers in this volume (this is to be expected given its importance in the region), a host of other countries are also considered. This ensures the volume is truly international in its scope. These papers each serve to contribute to the knowledge on a particular issue related to the financial markets within this region and for this volume, three main issues have been identified: integration, innovation and challenges. Articles are contributed by experts in their fields. It is truly international in scope.

Empirical Finance

Download Empirical Finance PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3790826669
Total Pages : 208 pages
Book Rating : 4.7/5 (98 download)

DOWNLOAD NOW!


Book Synopsis Empirical Finance by : Sardar M. N. Islam

Download or read book Empirical Finance written by Sardar M. N. Islam and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book makes two key contributions to empirical finance. First it provides a comprehensive analysis of the Thai stock market. Second it presents an excellent exposition ofhow modem econometric techniques can be utilised to understand a market. The increasing globalisation of the world's financial markets has made our un derstanding of the risk-return relationship in a broader range of markets critical. This is particularly so in emerging markets where market depth and liquidity are major issues. One such emerging market is Thailand. The Thai capital market isof particular interest given that it was the market in which the Asian financial crises commenced. As such an understanding ofthe Thai capital market via study of the pre and post-crisis periods enables one to shed light on one of the major financial markets events of recent times. This book provides a quantitative analysis of the Thai capital market using some very useful and recent econometric techniques. The book provides an over view of the Thai stock market in chapter 2. Descriptive statistics and time series models (moving average, exponential smoothing, ARIMA) are presented in chap ter 3 followed by market efficiency tests based on autocorrelations in chapter 4. A richer set of models is then considered in chapters 5 through 8. Chapter 5 finds a cointegrating relationship between macroeconomic factors and stock returns.

Efficiency and Anomalies in Stock Markets

Download Efficiency and Anomalies in Stock Markets PDF Online Free

Author :
Publisher : Mdpi AG
ISBN 13 : 9783036530802
Total Pages : 232 pages
Book Rating : 4.5/5 (38 download)

DOWNLOAD NOW!


Book Synopsis Efficiency and Anomalies in Stock Markets by : Wing-Keung Wong

Download or read book Efficiency and Anomalies in Stock Markets written by Wing-Keung Wong and published by Mdpi AG. This book was released on 2022-02-17 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.

Risk Management Post Financial Crisis

Download Risk Management Post Financial Crisis PDF Online Free

Author :
Publisher : Emerald Group Publishing
ISBN 13 : 1784410268
Total Pages : 455 pages
Book Rating : 4.7/5 (844 download)

DOWNLOAD NOW!


Book Synopsis Risk Management Post Financial Crisis by : Jonathan A. Batten

Download or read book Risk Management Post Financial Crisis written by Jonathan A. Batten and published by Emerald Group Publishing. This book was released on 2014-10-03 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk Management Post Financial Crisis: A Period of Monetary Easing provides further insights into postcrisis developments in the global economic and financial environment including advances in measuring and reporting risk and liquidity. Contributions come from leading banks, international organisations and worldrenowned universities.

Partial Identification in Econometrics and Related Topics

Download Partial Identification in Econometrics and Related Topics PDF Online Free

Author :
Publisher : Springer Nature
ISBN 13 : 3031591100
Total Pages : 724 pages
Book Rating : 4.0/5 (315 download)

DOWNLOAD NOW!


Book Synopsis Partial Identification in Econometrics and Related Topics by : Nguyen Ngoc Thach

Download or read book Partial Identification in Econometrics and Related Topics written by Nguyen Ngoc Thach and published by Springer Nature. This book was released on with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Macroeconomics: A European Text

Download Macroeconomics: A European Text PDF Online Free

Author :
Publisher : Oxford University Press, USA
ISBN 13 : 0199608644
Total Pages : 596 pages
Book Rating : 4.1/5 (996 download)

DOWNLOAD NOW!


Book Synopsis Macroeconomics: A European Text by : Michael Burda

Download or read book Macroeconomics: A European Text written by Michael Burda and published by Oxford University Press, USA. This book was released on 2013 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: The clarity and accessibility of this text, together with the numerous examples and case studies featured, combine to make the learning of macroeconomics as simple as possible.

The Stock Market, Credit and Capital Formation

Download The Stock Market, Credit and Capital Formation PDF Online Free

Author :
Publisher : Ludwig von Mises Institute
ISBN 13 : 1610163354
Total Pages : 432 pages
Book Rating : 4.6/5 (11 download)

DOWNLOAD NOW!


Book Synopsis The Stock Market, Credit and Capital Formation by : Fritz Machlup

Download or read book The Stock Market, Credit and Capital Formation written by Fritz Machlup and published by Ludwig von Mises Institute. This book was released on 1940 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Business Research Methods

Download Business Research Methods PDF Online Free

Author :
Publisher : Oxford University Press, USA
ISBN 13 : 0199284989
Total Pages : 822 pages
Book Rating : 4.1/5 (992 download)

DOWNLOAD NOW!


Book Synopsis Business Research Methods by : Alan Bryman

Download or read book Business Research Methods written by Alan Bryman and published by Oxford University Press, USA. This book was released on 2007 with total page 822 pages. Available in PDF, EPUB and Kindle. Book excerpt: An adaptation of 'Social Research Methods' by Alan Bryman, this volume provides a comprehensive introduction to the area of business research methods. It gives students an assessment of the contexts within which different methods may be used and how they should be implemented.

Business Research Yearbook

Download Business Research Yearbook PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 748 pages
Book Rating : 4.3/5 ( download)

DOWNLOAD NOW!


Book Synopsis Business Research Yearbook by :

Download or read book Business Research Yearbook written by and published by . This book was released on 2006 with total page 748 pages. Available in PDF, EPUB and Kindle. Book excerpt: