The Assumption University Institutional Repository (AU-IR) is a digital repository which preserves and distributes AU's publications, including papers, scholarly articles, dissertations, theses, project reports, student reports, achievements, news, and activities.

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    AU academic titles and academic works 2006 

    Assumption University. Office of the Vice President for Academic Affairs (Bangkok : Assumption University Press, 2007-08-01)
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    AU academic titles and academic works 2003 

    Assumption University. Office of the Vice President for Academic Affairs (Bangkok : Assumption University Press, 2004-05-15)
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    AU academic titles and academic works 2005 

    Assumption University. Office of the Vice President for Academic Affairs (Bangkok : Assumption University Press, 2006-06-01)
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    AU academic titles and academic works 2004 

    Assumption University. Office of the Vice President for Academic Affairs (Bangkok : Assumption University Press, 2005-05-01)
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    The Halloween effect and other seasonal anomalies in the energy sector of the stock exchange of Thailand 

    Ploy Tang-u-thaisuk; Witsaroot Pariyaprasert; Ekkachai Boonchuaymetta (Assumption University Press, 2018)

    This research aims to explore the existence of three well - known seasonal anomalies – the January Effect, the April Effect, and the Halloween Eff ect – as pertains to monthly returns as well as to volatility. Effects on returns and volatility will further be studied within the SET Energy index as well as 9 selected energy stocks from the period April 2005 to July 2016. The objective of this study is to find seasonality hidden within the above Index and stocks, and establish a simple trading strategy to ...
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