Market Conditions, Return Distributions, and the Day-of-the-Week Effects in Thailand: The Experience of the 1990s

Chusanachoti, Jirayuth; Kamath, Ravindra
January 2002
American Business Review;Jan2002, Vol. 20 Issue 1, p6
Academic Journal
Examines the presence of day-of-the-three effect in the stock market in Thailand. Percentage of market decline; Use of the Generalized Autoregressive Conditional Heteroscedasticity model; Factors contributing to the existence of the effect.


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