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Dynamic linkages between Thai and international stock markets

Valadkhani, Abbas; Chancharat, Surachai - In: Journal of Economic Studies 35 (2008) October, pp. 425-441

market price indices of Thailand and its major trading partners (Australia, Hong Kong, Indonesia, Japan, Korea, Malaysia, the … (allowing for one structural break) provide no evidence of a long-run relationship between the stock prices of Thailand and … of Hong Kong, the Philippines and the UK to those of Thailand, pair-wise. Furthermore, there are two unidirectional …

Persistent link: https://www.econbiz.de/10005081184

Rise of the "tiger cub" economies : an empirical investigation of Southeast Asian stock market efficiency

Heng, Panha; Niblock, Scott J. - In: International journal of economics and business research 8 (2014) 4, pp. 474-489

Persistent link: https://www.econbiz.de/10011333195

Trading with tigers : a technical analysis of Southeast Asian stock index futures

Heng, Panha; Niblock, Scott J. - In: International economic journal 28 (2014) 4, pp. 679-692

Persistent link: https://www.econbiz.de/10010504177

Financial spillovers in Asian emerging economies

Fukuda, Shin'ichi; Tanaka, Mariko - In: Asian development review 37 (2020) 1, pp. 93-118

Persistent link: https://www.econbiz.de/10012405427

Good coups, bad coups : evidence from Thailand’s financial markets

Sutsarun Lumjiak; Nguyen Thi Thieu Quang; Gan, Christopher - In: Investment management and financial innovations 15 (2018) 2, pp. 68-86

Persistent link: https://www.econbiz.de/10012055108

Rise of the 'tiger cub' economies: an empirical investigation of Southeast Asian stock market efficiency

Heng, Panha; Niblock, Scott J. - In: International Journal of Economics and Business Research 8 (2014) 4, pp. 474-489

This paper assesses the evolving efficiency status of Southeast Asian (SEA) 'tiger cub' stock markets. The weak-form efficient market hypothesis (EMH) is examined using daily price index data and variance ratio tests from 2000 to 2012. We also explore two diverse sub-periods of economic activity...

Persistent link: https://www.econbiz.de/10010944860

The impact of volatility shifts on market efficiency: the case of four emerging Southeast Asian stock markets

Tan, Hui-Boon; Wong, Mei-Foong; Elshareif, Elgilani Eltahir - In: Global Business and Economics Review 17 (2015) 2, pp. 203-216

The purpose of this paper is to analyse the behaviour of four Southeast Asian stock markets during the intervals of high uncertainties that accompany crises. Our analysis emphasises the effect of unexpected volatility shifts on market efficiency of the four emerging Southeast Asian markets over...

Persistent link: https://www.econbiz.de/10011266448

An Empirical Analysis of the Thai and Major International Stock Markets

Chancharat, Surachai; Valadkhani, Abbas - School of Accounting, Economics, and Finance, … - 2007

This paper investigates the existence of cointegration and causality between the stock market price indices of Thailand … evidence of a long-run relationship between the stock prices of Thailand and these countries. Based on the empirical results … unidirectional Granger causalities run from the stock returns of Hong Kong, the Philippines and the UK to those of Thailand, pair …

Persistent link: https://www.econbiz.de/10005212361

Selection of stock markets: a factor analysis approach

Hui, Tak Kee; Tsui, Kai Chong; Chua, David - In: International Journal of Applied Management Science 2 (2010) 2, pp. 136-151

This study uses factor analysis to simplify the complex relationships among stock markets and to reduce the number of markets required for portfolio construction. Our sample consists of the US and 11 Asia-Pacific stock markets. We find that the reduced portfolio obtained from factor analysis has...

Persistent link: https://www.econbiz.de/10008755259

Measuring the costs of FTA utilization : evidence from transaction-level import data of Thailand

Hayakawa, Kazunobu; Nuttawut Laksanapanyakul; Urata, … - 2015

Persistent link: https://www.econbiz.de/10011545881

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