Browsing by Subject "Corporations -- Finance"
Results Per Page
Sort Options
-
Item
-
Item
-
Item
-
Item
-
Item
-
Item
-
Item
-
Item
-
ItemInflation hedging characteristics of housing markets in Thailand(Assumption University, 2006) Annop Peungchuer ; Assumption University. Martin de Tours School of Management and EconomicsProperty has been traditionally perceived as a good hedge against inflation. Extensive empiri- cal researches have been undertaken to prove whether properties hedge against inflation in different countries. This paper explores the relationship between inflation and returns in the housing markets in Thailand. Only the appreciation component, not income, of housing market returns is taken into account due to the limitations of data. Inflation is decomposed into expected and unexpected inflation. As expected inflation is not directly observable, a proxy of expected inflation is required. This paper uses Treasury Bill rates and regression-generated time series, Autoregressive (AR) and Autoregressive Integrated Moving Average (ARIMA) modelling, to estimate expected inflation.
-
ItemThe propensity to pay dividends : the case of Thai listed firms(Assumption University, 2004) Malinee Ronapat ; Assumption University. Martin de Tours School of Management and EconomicsThis paper investigates the propensity to pay dividends of the listed firms in the developing capital market of Thailand. It adopts similar methodology to Fama and French (2001) and explores the propensity to pay dividends given the particular characteristics of firms. These characteristics include profitability, investment opportunities and size. The findings suggest that the propensity to pay dividends slightly decline in pre-crisis, largely decline during crisis, but is resumed later in post-crisis period.
-
Item