Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download The Stock Market In Thailand full books in PDF, epub, and Kindle. Read online The Stock Market In Thailand ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author :
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.:/5 (2 download)
Download or read book The Stock Market in Thailand written by and published by . This book was released on 1999 with total page 62 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 : Luxvara Piamworrakaroon
Publisher :
ISBN 13 :
Total Pages : 140 pages
Book Rating : 4.:/5 (111 download)
Download or read book Market Segmentation and Foreign Price Premium in The Stock Exchange of Thailand written by Luxvara Piamworrakaroon and published by . This book was released on 2016 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foreign share premium in Thai stock market has exhibited the downward trend during 2002 to 2014. This study attempts to explain this phenomenon by three hypotheses which are demand differential, information availability, and diversification benefit. The panel regression and cross-sectional regression are employed to account for variation of foreign share premium over time and across firms. The results of the study show that demand differential between foreign and domestic investors plays important role to explain foreign share premium. As foreign investors' demand for Thai stock is downward sloping, lower foreign room left relative to foreign ownership limit indicates higher foreign demand and higher foreign share premium for that stock. Moreover, foreign investors are likely to shift their investment from traditional foreign share on the Foreign Board to Non-Votiing Depository Receipt (NVDR) over time as it is a close substitute investment of domestic share for foreign investors. The existence of NVDR cause foreign investors' demand to become more elastic resulting in lower foreign share premium. Together with information availability hypothesis, foreign investors are interested to invest in larger firms and firms with more analyst coverages, via NVDR rather than foreign share on the Foreign Board, since they need not to concern about foreign ownership limit. Nevertheless, diversification benefit is the motive driven foreign investors to invest in domestic share on the Foreign Board. For any stock, if its return yields lower correlation with market portfolio return, it shows the higher diversification benefit and results in higher foreign share premium.
Author :
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (221 download)
Download or read book The Stock Market in Thailand 1992 written by and published by . This book was released on 1992 with total page 68 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:
Download or read book The Stock Exchange of Thailand (SET). written by and published by . This book was released on with total page 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 : Supachok Thakolsri
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)
Download or read book Asymmetric Volatility of the Thai Stock Market written by Supachok Thakolsri and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This study employs the daily data of the Stock Exchange of Thailand to test for the leverage and volatility feedback effects. The period of investigation is during January 4, 2005 to December 27, 2013, which includes the Subprime crisis period in the US that might affect the volatility of stock market return in emerging stock markets. The results from this study show that the US subprime crisis imposes a minimal positive impact on volatility. In addition, the estimations of the three parametric asymmetric volatility models give the results showing some evidence of the volatility feedback and leverage effects. The findings give implications for portfolio diversification and risk management.
Author : Charlie Charoenwong
Publisher :
ISBN 13 :
Total Pages : 37 pages
Book Rating : 4.:/5 (129 download)
Download or read book Price Movers on the Stock Exchange of Thailand written by Charlie Charoenwong and published by . This book was released on 2013 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 2001). Our results support the hypothesis that informed traders on a pure limit order market such as the SET, where there are no market makers, are able to use larger sized trades than those employed by informed traders on U.S. markets.
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (473 download)
Download or read book The Stock Exchange of Thailand (SET). written by and published by . This book was released on with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Talāt Laksap hǣng Prathēt Thai
Publisher :
ISBN 13 :
Total Pages : 346 pages
Book Rating : 4.:/5 (398 download)
Download or read book Rules of the Stock Exchange of Thailand Governing Listed Company on the Stock Exchange of Thailand and the Market for Alternative Investment (mai) written by Talāt Laksap hǣng Prathēt Thai and published by . This book was released on 2005 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dararat Urapanthamat
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (88 download)
Download or read book Pre-holiday Effects : the Calendar Anomalies of Thailand Stock Market Evidence written by Dararat Urapanthamat and published by . This book was released on 2012 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eduard Schmidt
Publisher :
ISBN 13 :
Total Pages : 170 pages
Book Rating : 4.:/5 (111 download)
Download or read book The Impact of Attention on Investors written by Eduard Schmidt and published by . This book was released on 2016 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the influence of attention on three investor groups: individual investors, institutional investors and foreign investors in the setting of the Thai stock market between 2011 and 2014. To measure the impact of attention I sort stocks by their extreme daily returns and by their abnormal trading volume on a certain day. Purchasing stocks that grabbed ones attention earlier is a way to deal with the problem of having to choose from thousands of stocks that one could potentially buy. I test and confirm the hypothesis that individual investors are net buyers of attention grabbing stocks. Furthermore I hypothesize that attention affects different investor groups to a different degree in their buying behavior. I confirm that individual investors engage the most in attention driven buying behavior. Surprisingly I find strong evidence for attention driven buying behavior for institutional investors as well. Foreign investors merely show tendencies for purchases driven by attention grabbing stocks.
Author : Pradit Withisuphakorn
Publisher :
ISBN 13 :
Total Pages : 280 pages
Book Rating : 4.:/5 (773 download)
Download or read book Determinants of Market Quality written by Pradit Withisuphakorn and published by . This book was released on 1998 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nattawut Wongwachirawanich
Publisher :
ISBN 13 :
Total Pages : 128 pages
Book Rating : 4.:/5 (898 download)
Download or read book Forecasting the Stock Exchange of Thailand Market Returns written by Nattawut Wongwachirawanich and published by . This book was released on 2014 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Talāt Laksap hǣng Prathēt Thai
Publisher :
ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (731 download)
Download or read book Listing Securities in the Stock Exchange of Thailand written by Talāt Laksap hǣng Prathēt Thai and published by . This book was released on 1992 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Herald van der Linde
Publisher : Marshall Cavendish International Asia Pte Ltd
ISBN 13 : 9815009524
Total Pages : 274 pages
Book Rating : 4.8/5 (15 download)
Download or read book Asia’s Stock Markets from the Ground Up written by Herald van der Linde and published by Marshall Cavendish International Asia Pte Ltd. This book was released on 2021-10-15 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: A summary of how stock markets work for those looking to invest. This book is a practical guide to Asia’s stock markets for a general audience. It is for people who do not know much about financial markets but, for whatever reason, would like to learn more. They could be seasoned expatriate pilots, academics and other professionals, newcomers in the region as well as students or young men and women about to start in the finance industry. The idea is to cut through the alphabet soup of industry jargon to provide a clear understanding of how these markets work, how they differ from each other in size and depth, what unique features each stock market has and what drives all the different sectors in these markets – consumers, the internet, banks and technology. The book includes helpful history lessons and personal anecdotes drawn from the author’s 30 years in the world of Asian investments.
