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World and regional factors in stock market returns

Pattarathammas, Suluck; Khanthavit, Anya - In: International journal of managerial finance : IJMF 5 (2009) 2, pp. 222-241

Persistent link: https://www.econbiz.de/10009896533

World and regional factors in stock market returns

Pattarathammas, Suluck; Khanthavit, Anya - In: International Journal of Managerial Finance 5 (2009) April, pp. 222-242

Purpose – This paper aims to test the hypothesis that the national stock market returns are driven by a world factor, regional factors and idiosyncratic factors, and to measure the importance of each factor. Design/methodology/approach – The state-space model is applied to describe the...

Persistent link: https://www.econbiz.de/10004979818

World and regional factors in stock market returns

Pattarathammas, Suluck; Khanthavit, Anya - In: International Journal of Managerial Finance 5 (2009) 2, pp. 222-242

Persistent link: https://www.econbiz.de/10014785299

Exposure to permanent and temporary exchange-rate shocks of industries in Thailand

Khanthavit, Anya - In: Advances in Pacific Basin financial markets 6 (2000), pp. 303-320

Persistent link: https://www.econbiz.de/10001487803

Enhancing portfolio performance : a Bayesian approach to incorporating the CAPM into conditional asset allocation

Khanthavit, Anya - In: Advances in Pacific Basin financial markets 3 (1997), pp. 303-329

Persistent link: https://www.econbiz.de/10001243728

Foreign investors' abnormal trading behavior in the time of COVID-19

Khanthavit, Anya - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 9, pp. 63-74

Persistent link: https://www.econbiz.de/10012670780

Weather-induced moods and stock-return autocorrelation

Khanthavit, Anya - In: Zagreb international review of economics & business 23 (2020) 1, pp. 19-33

Persistent link: https://www.econbiz.de/10012600006

Time-varying weather effects on Thai government bond returns

Khanthavit, Anya - In: DLSU business & economics review 28 (2019) 2, pp. 122-132

Persistent link: https://www.econbiz.de/10012263910

The effects of Myanmar’s 2020 general election and 2021 military coup on stock market returns

Khanthavit, Anya - In: Thailand and the world economy 40 (2022) 3, pp. 1-14

Stock market returns are driven by political events. Investors adjust their behavior and reallocate their investments with respect to them. This study examines the effects of Myanmar’s 2020 general election and 2021 military coup on the Yangon Stock Exchange’s (YSX) returns. Myanmar is one...

Persistent link: https://www.econbiz.de/10013440358

Effects of economic and behavioral components of traffic congestion on stock market returns

Khanthavit, Anya - In: Southeast Asian journal of economics 10 (2022) 2, pp. 121-143

Persistent link: https://www.econbiz.de/10013490850