Essays about: "stock market in thailand"

Showing result 1 - 5 of 9 essays containing the words stock market in thailand.

1. 1. A Non-linear Analysis of Cointegration in South-East Asian Equity Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Massimiliano Severi; [2021]
   Keywords : Cointegration; South-East Asian stock markets; Time series comovements; Markov-switching models; Regime-shifting models;

   Abstract : This paper investigates the presence of cointegration among the main stock markets in South-East Asia, namely those of Hong Kong, Singapore, Malaysia and Thailand. Part 1 of the thesis studies the relationship using Markov-switching models, while Part 2 uses regime-shifting models with one structural break. READ MORE

3. 2. Energy Efficiency for Emerging Market Economies : A Panel Stochastic Frontier Analysis

   University essay from Umeå universitet/Nationalekonomi

   Author : Joseph Basabose; [2021]
   Keywords : ;

   Abstract : Using the stochastic frontier analysis (SFA) model, this research measures total-factor energy efficiency (TFEE) for 21 emerging market economies (EMEs) by analyzing the panel data collected from World Bank indicators, which stretches from 1990 up to 2015. Capital stock, labor force, carbon dioxide, and gross domestic product (GDP) are input variables and energy use is used as the output variable, while renewable energy consumption and urban population are the environmental variables. READ MORE

4. 3. Comparing the Liquidity-Adjusted Expected Shortfall Models Over High and Low Liquid Stocks Portfolios: Empirical Results on Thailand Stock Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Watsachol Koosamart; Biyun Meng; [2020]
   Keywords : expected shortfall; liquidity adjustment; bid-ask spread; liquidity discount; liquidation time; Business and Economics;

   Abstract : The stylized fact that stock markets are not perfectly liquid propels banks to incorporate liquidity risk in the risk metrics so that market risk can be managed properly. Disregarding liquidity risk can lead to an underestimation of overall risk and substantial losses. READ MORE

5. 4. Effects of intra-state political protests on stock returns in emerging market economies: An empirical study of stock markets in Brazil, Thailand, and Turkey

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Tobias Michael Brickel; Malte Melnyk; [2016]
   Keywords : Political Protests; Emerging Markets; Abnormal Returns; Political Uncertainty;

   Abstract : This empirical study investigates the effects of intra-state protests and political uncertainty on stock returns in Brazil, Thailand, and Turkey by analyzing three large-scale events between 2013 and 2014. Although distinct by nature, the studied events combine common characteristics as they turned from a single catalyst event into mass protests that targeted several aspects of public discontent. READ MORE

6. 5. A Study of a Relationship Between The U.S. Stock Market and Emerging Stock Markets in Southeast Asia

   University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Author : Tanyatorn Suppakittiwong; Sornsita Aimprasittichai; [2015]
   Keywords : Stock Market Integration; Structural Break; The Subprime Crisis; Diversification; Co-Movement; Gregory and Hansen Cointegration Test; Error Correction Model ECM ;

   Abstract : Resulting from the deregulation and prosperity of the economic and financial sectors in Asia during 1980s, a significant increase in cross-bordered financial transactions ultimately accelerated the region of Southeast Asia to be on a process of financial integration and consequently diminished opportunities for portfolio diversification. Financial Integration is a multidimensional process through which allocation of financial assets becomes lastly borderless. READ MORE