pandemic and the resulting uncertainty in Thailand. Using a multivariate GARCH-BEKK model, the conditional volatility dynamics … infection cases are examined. The increased rate of COVID-19 infections impacts stock returns detrimentally; in Thailand, stock …

Using Thailand stock market data, we find that prospect theory has strong predictive power for returns in the Thailand … stronger predictive power in the Market for Alternative Investment (MAI) than in the Securities Exchange of Thailand (SET …

and the influences of volatility. Using a sample of 46 stocks listed in the Stock Exchange of Thailand, in this paper, an … volatility in Thailand during the period of the pandemic. The empirical results suggest that most securities in the Thai stock … in the Stock Exchange of Thailand (SET) was significantly higher during the event window of COVID-19. …

The purpose of this paper is to examine the holiday effect in Thailand. The holiday effect is the phenomenon in which … the Stock Exchange of Thailand. Moreover, this study examines whether the abnormal stock returns observed are associated …