Search Results - person:"Parichat Sinlapates"

Risk spillovers between Bitcoin and ASEAN+6 Stock markets before and after COVID-19 outbreak : a comparative analysis with gold

Parichat Sinlapates; Tanit Sriwong; Surachai Chancharat - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-17

This paper applies the multivariate GARCH models to investigate the role of Bitcoin as a hedge and safe haven for ASEAN+6 stock markets compared to gold. We used daily data for the dates 2 January 2017–20 January 2023, covering the recent COVID-19 pandemic. The empirical findings provide...

Persistent link: https://www.econbiz.de/10014305903

Contrarian profits in Thailand sustainability investment-listed versus in stock exchange of Thailand-Listed companies

Parichat Sinlapates; Surachai Chancharat - In: Risks : open access journal 10 (2022) 12, pp. 1-12

In contrarian trading, investors buy and sell loser stocks (lowest average historical prices) and winner stocks (highest average historical prices), respectively. This study examines whether (a) Thailand Sustainability Investment-listed companies outperform Stock Exchange of Thailand...

Persistent link: https://www.econbiz.de/10014230910

Asymmetric volatility spillovers between Bitcoin, oil, and global stocks in economic uncertainty

Surachai Chancharat; Parichat Sinlapates - In: International journal of monetary economics and finance … 17 (2024) 2/3, pp. 238-246

Persistent link: https://www.econbiz.de/10015066145

Zero-investment portfolio strategy and excess returns in ESG100 stocks

Parichat Sinlapates; Thawaree Chinnasaeng - In: Comparative analysis of trade and finance in emerging …, (pp. 51-66). 2023

Persistent link: https://www.econbiz.de/10014316845

Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict : evidence from the ASEAN+6

Surachai Chancharat; Parichat Sinlapates - In: Finance research letters 57 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014526667

Is value premium driven by risk in the stock exchange of Thailand? : a comparison of the Fama/French three-factor model and Fama/French five-factor model

Nongnit Chancharat; Parichat Sinlapates - In: International journal of monetary economics and finance … 14 (2021) 4, pp. 314-322

Persistent link: https://www.econbiz.de/10012613327

The profitability of trading strategies based on historical prices and risk : evidence from Thailand

Surachai Chancharat; Parichat Sinlapates - In: International journal of monetary economics and finance … 14 (2021) 4, pp. 323-331

Persistent link: https://www.econbiz.de/10012613341