Browsing GSBA: Dissertations by Subject "Stock exchanges -- Thailand"
Now showing items 1-4 of 4
Asset pricing on Thailand & Malaysia stock exchange: on the use of macroeconomic and behavioral factors (National Institute of Development Administration, 2017);
This thesis tests five macroeconomic variables that have been both theorized to affect stock returns and been proven to do so in past empirical research. Those variables are risk premium, industrial production, term structure, expected inflation, and unexpected inflation. The variables are retested for their statistical significance using four years of monthly contemporary data using Thailand and Malaysia as two of the five ASEAN markets (Singapore, Thailand, Philippines, Malaysia, and Indonesia). Contrary to previous studies, this study finds ...
Determinants of market quality : a case of the stock exchange of Thailand (National Institute of Development Administration, 1998);
Fixed asset revaluation : management motivation and value relevance (National Institute of Development Administration, 2006);
The impact of algorithmic trading on the market quality in the stock exchange of Thailand (National Institute of Development Administration, 2019);
This dissertation aims to study how the rising algorithmic trading activities in the Stock Exchange of Thailand affects the market quality. I conducted three researches to investigate the impact of algorithmic trading. One is on the impact of algorithmic trading on volatility. Second is on the effect of algorithmic trading on liquidity and third is on the relationship between algorithmic trading and price efficiency. Furthermore, I introduced two new algorithmic trading proxies, namely, algorithmic trading initiated by institutional and ...