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Download or read book Test of Relationship Between the Exchange Rate and the Stock Price of Energy Sector in the Stock Exchange of Thailand written by and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (882 download)
Download or read book Test of Relationship Between Exchange Rate and Sectoral Index in the Stock Exchange of Thailand written by and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nittaya Wiboonprapat
Publisher :
ISBN 13 :
Total Pages : 176 pages
Book Rating : 4.:/5 (318 download)
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:
Author : Bhinyadarr Sukhsawath
Publisher :
ISBN 13 :
Total Pages : 126 pages
Book Rating : 4.:/5 (86 download)
Download or read book Independent Study The Study of January Effect and Rate of Return of Energy and Uitlities Sector in the Stock Exchange of Thailand written by Bhinyadarr Sukhsawath and published by . This book was released on 2006 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kittisak Wisudtitham
Publisher :
ISBN 13 :
Total Pages : 78 pages
Book Rating : 4.:/5 (87 download)
Download or read book The Effect of Market, Interest Rate, and Exchange Rate Risks on Sector Indices Return written by Kittisak Wisudtitham and published by . This book was released on 2013 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kasidit Thongplew
Publisher :
ISBN 13 :
Total Pages : 130 pages
Book Rating : 4.:/5 (86 download)
Download or read book Independent Study The Study of Relationships Between Economic Value Added (EVA) and Financial Performance Measures of Listed Companies in Energy & Utility Sector in the Stock Exchange of Thailand written by Kasidit Thongplew and published by . This book was released on 2006 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Komain Jiranyakul
Publisher :
ISBN 13 :
Total Pages : 11 pages
Book Rating : 4.:/5 (13 download)
Download or read book Behavior of Stock Market Index in the Stock Exchange of Thailand written by Komain Jiranyakul and published by . This book was released on 2013 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, the variance-ratio test and the ARMA-GARCH (1,1) are used to test whether the Stock Exchange of Thailand is an efficient market. Using monthly market index during January 1987 and December 2006, the variance-ratio test shows that the market index follows a random walk process, and this is confirmed by unit root tests. The GARCH process shows that the volatility of stock market return generated by the GARCH variance series exhibits an uneven pattern. The unpredictable stock index and uneven volatility of stock return imply that the Thai stock market is efficient according to weak-form efficient market hypothesis.
Author : Komain Jiranyakul
Publisher :
ISBN 13 :
Total Pages : 13 pages
Book Rating : 4.:/5 (13 download)
Download or read book Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand's Stock Market written by Komain Jiranyakul and published by . This book was released on 2014 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study examines whether bubbles are present in the Stock Exchange of Thailand. Three different methods are employed: variance bounds test, equity price bubbles test, and cointegration tests. The results from the variance bounds tests show that stock prices (proxied by the stock market index) diverge from their fundamental values. Speculative bubbles exist using the West's two-step test. There is no cointegration between stock prices and dividends from the results of both Engle-Granger cointegration test and the bounds testing for cointegration. The divergence of stock prices from their fundamental value and no cointegration between stock prices and dividend may indicate the presence of bubbles in the stock market during the period of investigation.
Download or read book Relationship Between the Stock Exchange of Thailand Index and Net Value of Investment from the Foreign Investors Using the Vector Autoregression Approach written by and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Surachai Chancharat
Publisher : LAP Lambert Academic Publishing
ISBN 13 : 9783844324495
Total Pages : 164 pages
Book Rating : 4.3/5 (244 download)
Download or read book Thai Stock Market in the Context of Global Stock Market Integration written by Surachai Chancharat and published by LAP Lambert Academic Publishing. This book was released on 2011-04 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an econometric analysis of the Thai stock market in the context of global stock market integration. Chapter 2 presents a comprehensive review on stock market integration. Chapter 3 examines whether stock prices for 16 countries are trend stationary or follow a random walk process using. Chapter 4 investigates the existence of cointegration and causality between the stock market price indices of Thailand and its major trading partners. The Gregory and Hansen (1996) test provide no evidence of a long-run relationship between the stock prices of Thailand and these countries. Chapter 5 explores the relationships between stock market returns of 13 countries. Factor analysis provides evidence that stock returns in a number of Asian countries are highly correlated and, based on the resulting robust factor loadings; they form the first well-defined common factor. Chapter 6 analyzes how 15 international stock markets and five key Thai macroeconomic variables influenced stock returns in Thailand. The results indicate that the Singapore stock market influenced the Thai stock market significantly in both the pre- and post-1997 periods.
Author : Joko Purnomo Raharjo
Publisher : LAP Lambert Academic Publishing
ISBN 13 : 9783659105302
Total Pages : 68 pages
Book Rating : 4.1/5 (53 download)
Download or read book Exploring the Interaction Between Stock Price and Exchange Rate written by Joko Purnomo Raharjo and published by LAP Lambert Academic Publishing. This book was released on 2012 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of the relationship between the exchange rate and the stock index has been a popular topic among the scholar around the world. Situations and variety in the data affected the findings of the studies. Daily data, monthly data and exchange rate type data yield different result. This thesis examined the sample period using the Johansen Cointegrative Method to determine whether there is a cointegrative relationship among the variables. A short run analysis was conducted by employing the VECM and VAR model. The cointegration analysis, exhibits evidence for the existence of a long run relationship among the JCI, the exchange rate of the Rupiah per Yen and also the N225. The findings are very important for policy makers. Anything that affects the stock market, especially for Indonesia, Japan and US, could have an effect on the Indonesia future due to the complexity and interest of the country. However, by understanding important facts that have been revealed from the study, policy makers could anticipate and maintain a good economic atmosphere.
Author : Komain Jiranyakul
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Economic Forces and the Thai Stock Market, 1993-2007 written by Komain Jiranyakul and published by . This book was released on 2014 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study examines the relationship between stock market index and macroeconomic variables in Thailand. The results from Johansen cointegration test shows that the variables are cointegrated. Thus there exists a long-run relationship between the stock market index and a set of four macroeconomic variables. Real GDP, money supply, and nominal effective exchange rate significantly impose a positive impact on the stock market index while the price level insignificantly imposes a negative impact. The financial crisis in 1997 has no influence on stock prices. The causality test results from an error correction model show bidirectional causal relations between stock market return and the growth rate in the long run and the short run.
Author : Joseph Ato Forson
Publisher :
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (13 download)
Download or read book Selected Macroeconomic Variables and Stock Market Movements written by Joseph Ato Forson and published by . This book was released on 2014 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates and analyzes the long-run equilibrium relationship between the Thai stock Exchange Index (SETI) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to December 2009. The following macroeconomic variables are included in our analysis: money supply (MS), the consumer price index (CPI), interest rate (IR) and the industrial production index (IP) (as a proxy for GDP). Our findings prove that the SET Index and the selected macroeconomic variables are cointegrated at I (1) and have a significant equilibrium relationship over the long run. Money supply demonstrates a strong positive relationship with the SET Index over the long run, whereas the industrial production index and consumer price index show negative long-run relationships with the SET Index. Furthermore, in non-equilibrium situations, the error correction mechanism suggests that the consumer price index, industrial production index and money supply each contribute in some way to restore equilibrium. In addition, using Toda and Yamamoto's augmented Granger causality test, we identify a bi-causal relationship between industrial production and money supply and unilateral causal relationships between CPI and IR, IP and CPI, MS and CPI, and IP and SETI, indicating that all of these variables are sensitive to Thai stock market movements. The policy implications of these findings are also discussed.
Author : Paiboon Sareewiwatthana
Publisher :
ISBN 13 :
Total Pages : 178 pages
Book Rating : 4.:/5 (318 download)
Download or read book Risk and Return Relationship in the Securities Exchange of Thailand written by Paiboon Sareewiwatthana and published by . This book was released on 1985 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Pattanachai Sathidmangkang
Publisher :
ISBN 13 :
Total Pages : 70 pages
Book Rating : 4.:/5 (882 download)
Download or read book The Relationship Between Liquidity and Stock Returns written by Pattanachai Sathidmangkang and published by . This book was released on 2013 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Valerio Bitetta
Publisher : Springer Nature
ISBN 13 : 3030377202
Total Pages : 143 pages
Book Rating : 4.0/5 (33 download)
Download or read book Mining Data for Financial Applications written by Valerio Bitetta and published by Springer Nature. This book was released on 2020-01-03 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes revised selected papers from the 4th Workshop on Mining Data for Financial Applications, MIDAS 2019, held in conjunction with ECML PKDD 2019, in Würzburg, Germany, in September 2019. The 8 full and 3 short papers presented in this volume were carefully reviewed and selected from 16 submissions. They deal with challenges, potentialities, and applications of leveraging data-mining tasks regarding problems in the financial domain.
Author : Mantanee Rattamanee
Publisher :
ISBN 13 :
Total Pages : 206 pages
Book Rating : 4.:/5 (88 download)
Download or read book Test of the Relationship Between Exchange Rates of Thai Baht and Euro Currencies According to the Interest Rate Parity Theory written by Mantanee Rattamanee and published by . This book was released on 2012 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:
