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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

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

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

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

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

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

Ethnic diverse and financing choices affecting of business survival : a case study of New Zealand small- and medium-sized enterprises

Duppati, Geeta; Scrimgeour, Frank G.; Surachai Chancharat; … - In: Journal of economics, finance & administrative science 26 (2021) 51, pp. 160-174

Purpose - This paper aims to investigate how ethnic diversity and finance options impact the survival of small- and medium-sized enterprises (SMEs) in New Zealand. Design/methodology/approach - This study incorporates survey data and secondary data from the public domain. The surveys were...

Persistent link: https://www.econbiz.de/10012598760

Factors influencing retail investors' trading behaviour in the Thai stock market

Wilaiporn Paisarn; Nongnit Chancharat; Surachai Chancharat - In: Australasian accounting business and finance journal : AABF 15 (2021) 2, pp. 26-37

Persistent link: https://www.econbiz.de/10012601255

Return and volatility linkages between Bitcoin, gold price, and oil price : evidence from diagonal BEKK-GARCH model

Surachai Chancharat; Julaluk Butda - 2022

Persistent link: https://www.econbiz.de/10013197429

Banking development and household welfare in Thailand : evidence from a panel survey

Kanokporn Intharak; Surachai Chancharat; Jakkrich … - 2022

Persistent link: https://www.econbiz.de/10013197460