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Browsing by Subject "Stock exchanges -- Thailand"

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  • Item
    Bankruptcy prediction using camel ratios : the case of the stock exchange of Thailand
    (Assumption University, 2006) Malinee Ronapat ; Assumption University. Martin de Tours School of Management and Economics
    The objective of this paper is to find a model to predict bankruptcy of firms listed on the Stock Exchange of Thailand (SET) by using a secondary data approach. Using five ratios and applying logistic regression approach, the CAMEL model was then created. The results show the model could be used as a predictor; however, the degree of accuracy may vary with different time, situations and environments.
  • Item
    Comparison between SET index and SET property development index based on macro-economic factors in Thailand during 2002-11
    (Assumption University, 2013) Aissara Chokesirikulchai
  • Item
    Economic impact on stock market performance : evidence from market for alternative investment (MAI), Thailand
    (Bangkok : Assumption University, 2013) Worapong Joungrattanakamjorn ; Phassawan Suntraruk
  • Item
    The effectiveness of confirming indicators: a case study of Stocks in Thailand
    (Assumption University Press, 2017) Shivathep Srichawla ; Suppanunta Romprasert
    This paper developed a model that tested trading signals (including double and triple indicators) on the security traded in the Stock Exchange of Thailand (SET). One indicator from each of the six groups of technical indicators, including MACD, Parabolic SAR (PSAR), RSI, Twiggs Money Flow, Volume Oscillator, and Bollinger Bands, were tested in order to determine whether their use could generate excess returns for investors. PSAR was the most profitable indicator as it alone or when used in combined with other indicators could generate excess returns. The findings showed that the AND function could be use to combine trading signals but with proper interpretation of inputs. Findings also showed that combined indicators increase abnormal profits above individual indicators. A combined indicators model had the best performance in terms of End of Period Wealth and the least downside risk which was measured by Maximum Drawdown. The significance of this research is that it identifies confirming indicators that can be used effectively to generate excess profits, although the findings do have some limitations which is discussed in this paper however further study on similar concept is highly recommended.
  • Item
    The expected stock returns of Thai listed firms : case of stock exchange of Thailand
    (Bangkok : Assumption University, 2012) Hatairat Sattaboriphan ; Wiyada Nittayagasetwat
  • Item
    Long-term determinants of the stock return in the banking sector : empirical evidence from the stock exchange of Thailand
    (Assumption University, 2013) Cruz, Michael Dela
  • Item
    Management of the initial public offering performance : empirical evidence from the Thai stock market
    (Bangkok : Assumption University, 2011) Ekkachai Boonchuaymetta ; Wiparat Chuanrommanee
  • Item
    Over-investment and Free Cash Flow: Evidence from Thailand
    ( 2015-04) Nopphon Tangjitprom
    This paper examines whether there is a relation between over-investment and free cash flow. In perfect capital market, it is expected that investment decision should not be influenced by the level of cash flow. However, the free cash flow hypothesis predicts that firms with higher free cash flow will be vulnerable to the agency problem like over-investment. Using the data from listed firms in the Stock Exchange of Thailand during 2001-2013, the result indicates that there is a positive relation between over-investment and free cash flow. Therefore, this evidence supports the free cash flow hypothesis and it implies that corporate governance mechanism is required to mitigate the agency cost of free cash flow.
  • Item
    Short Term IPO Returns In Stock Exchange Of Thailand: The Study In 2003-2013
    ( 2015) Marisa Laokulrach
    This study examines the short term performance of initial public offering (IPO) in capital market of Thailand from 2003-2013. The daily price data is used in this study to identify the short term returns of IPO of the first trading day until the day that abnormal return cannot be earned. The results confirm the abnormal returns of the first trading day of IPO and also identify that their outperformance returns remain until day 246 after the market. IPO of four industries which are financial, service, resources, and technology outperform the market, while the other four industries which are agro and food, consumer products, industrials, and property and construction do not provide significant abnormal returns.
  • Item
    A simple test of the CAPM model under bull and bear market conditions : the case of Thailand
    (Assumption University, 2008) Phassawan Suntraruk ; Assumption University. Martin de Tours School of Management and Economics
    The current study is aimed at examining the explanatory power of the CAPM model in Bull and Bear markets for Thailand from 2000 to 2006. Using the varying risk model suggested by Fabozzi and Francis (1977), the study evidences that the systematic risks or betas do not differ between Bull and Bear periods. The substantial forces of Bull and Bear markets have no impact on the CAPM model. The CAPM is still robust. Moreover. the study observes size effect in which small stocks are found to outper- form large stocks, regardless of market conditions. However, the reversal of size effect persists in the Bull periods. The results of this study suggest two important implications for the Thai market. First, investors could employ the traditional CAPM model. Second, it is not necessary to predict future Bull and Bear market conditions when estimating the risk premium.
  • Item
    A study on relationship of foreign net-fund-flow and the index of stock market in Thailand
    (Assumption University, 2013) Worapot Jumniandumrongkarn ; Assumption University. Office of the Vice President for Advancement. Public Relations Department

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