TITLE

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

AUTHOR(S)
Chusanachoti, Jirayuth; Kamath, Ravindra
PUB. DATE
January 2002
SOURCE
American Business Review;Jan2002, Vol. 20 Issue 1, p6
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
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.
ACCESSION #
5724035

 

Related Articles

  • Thailand: Economic Concerns Weigh On SETI.  // Emerging Markets Monitor;3/21/2005, Vol. 10 Issue 47, p4 

    Presents updates on the economic conditions in Thailand as of March 21, 2005. Decline in the Stock Exchange of Thailand Index; Reasons why investors are becoming more cautious towards the country; Status of several economic indicators.

  • Profit-Taking In Thailand.  // Emerging Markets Monitor;7/14/2003, Vol. 9 Issue 14, p8 

    Presents an update on the economic conditions of Thailand. Consumer confidence index in June 2003; Performance of the stock market in July 2003.

  • Long-Term Takeover Effects on The Stock Exchange Of Thailand. Soongswang, Amporn // International Journal of Economic Perspectives;2007, Vol. 1 Issue 3, p162 

    Although there are numerous studies examining takeover effects, there are few that focus on emerging stock markets. There is even less evidence about whether such activities result in value-increasing or value-decreasing effects for target firms when applied different methods. This research...

  • READY. SET...  // Futures: News, Analysis & Strategies for Futures, Options & Deri;Aug2008, Vol. 37 Issue 9, p14 

    The article reports on the approval to demutualize in 2011 by the board of governors of the Stock Exchange of Thailand (SET). The Stock Exchange will focus on strengthening the domestic capital markets by deepening the significance of the market in the overall economy. SET is anticipating the...

  • ...do-righters do well where Asia crisis began. Cohen, Yvan // Christian Science Monitor;12/4/98, Vol. 91 Issue 7, p7 

    Discusses the prospects for an economic recovery in Thailand as of December 1998. The recovery of the Thai stock market; How the Thai currency, the baht, is valued against the United States dollar; Falling interest rates which have resulted from the stabilization of the baht; Growing optimism...

  • Thailand: SETI Technically Bullish, Fundamentally Cautious.  // Emerging Markets Monitor;4/11/2011, Vol. 17 Issue 3, p11 

    The article reports on the performance of the Stock Exchange of Thailand Index (SETI) in the first quarter of 2011 and the outlook for the following months. A cautious outlook on Thai equities is maintained despite the bullish forecast on the SETI in the near term. Key risks identified which...

  • SETI: Positive Medium-Term.  // Emerging Markets Monitor;9/8/2003, Vol. 9 Issue 21, p5 

    Reports on the performance of the Thai equity market in 2003. Credit rating given by Fitch; Major players in the banking sector; Data on credit ratings for the Asian market.

  • THAILAND: RISK SUMMARY.  // Asia Monitor: South East Asia Monitor Volume 1;Sep2006, Vol. 17 Issue 9, p2 

    The article presents a summary of Thailand's political risk, economic risk, and business environment. Three of Thailand's election commissioners have been jailed by the Supreme Court for mishandling the April 2 snap election, which was necessary to ensure a smooth re-run of the election on...

  • BMI VIEW: ASIA.  // Emerging Markets Monitor;6/4/2007, Vol. 13 Issue 9, p3 

    The article presents on outlook for the performance of the Stock Exchange of Thailand Index (SETI). It is stated that the index is showing signs of significant upside potential, having reached a one-year high of 753.93 on June 1, 2007. According to the article, the break above the 750 resistance...

Share

Read the Article

Courtesy of VIRGINIA BEACH PUBLIC LIBRARY AND SYSTEM

Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics