Sutheebanjard, Phaisarn; Premchaiswadi, Wichian - In: Asian Academy of Management Journal of Accounting and … 6 (2010) 2, pp. 85-114
This paper proposes a new prediction function for the Stock Exchange of Thailand (SET index). Included in the proposed prediction function are the important economic factors: namely, the Dow Jones, Nikkei, and Hang Seng indexes; the minimum loan rate (MLR); and the previous SET index. The tuning...