Results 11 to 20 of about 175,651 (277)

Value at risk estimation of the SET50 index: Comparison between stock exchange of Thailand and Thailand futures exchange [PDF]

open access: yesJournal of International Studies, 2021
Value at Risk (VaR) is the most widely used measure of risk. This study uses SET50 daily returns from the period from July 3, 2015 to December 27, 2019 to estimate VaR for the assessment of risk exposure at the Stock Exchange of Thailand and Thailand ...
W. Jongadsayakul
openaire   +3 more sources

Deep context-attentive transformer transfer learning for financial forecasting [PDF]

open access: yesPeerJ Computer Science
This study presents 2CAT (CNN-Correlation-based Attention Transformer), a deep learning model for financial time-series forecasting. The model integrates signal decomposition, convolutional layers, and correlation-based attention mechanisms to capture ...
Ling Feng, Ananta Sinchai
doaj   +3 more sources

Profitability of Candlestick Charting Patterns in the Stock Exchange of Thailand [PDF]

open access: yesSAGE Open, 2017
This article investigates the profitability of candlestick patterns. The holding periods are 1, 3, 5, and 10 days. Two exit strategies are studied.
Piyapas Tharavanij   +2 more
doaj   +2 more sources

The effects of macroeconomic factors on the rate of return of securities [PDF]

open access: yesAccounting, 2020
This study aims to study the macroeconomic factors that affect the rate of return of securities in the transport and service category of the Stock Exchange of Thailand.
Kulanart Phutornkotara   +1 more
doaj   +1 more source

PRAKTIK PENGUNGKAPAN SOSIAL: STUDI KOMPARATIF DI ASIA TENGGARA

open access: yesJurnal Siasat Bisnis, 2015
This research aims to examine the effect of corporate governance on the corporate social disclosure in the South East Asia companies as well as to test the difference of the level of corporate social disclosure (CSD) between three countries: Indonesia ...
Edy Supriyono, Djoko Suhardjanto
doaj   +9 more sources

Comparative economic value added on Southeast Asian banking industry

open access: yesEconomic Journal of Emerging Markets, 2017
This study analyses the bank's performance comparison across countries in some ASEAN members which are listed in the stock exchange, as well as to analyse the influence of Economic Value Added (EVA) and some financial ratios on the company stock return.
Lintang Dewanti, Rofikoh Rokhim
doaj   +13 more sources

The Effect of Crypto Currency Return and Volume on The Indonesian, Philipphine and Thailand Stock Exchange period of 2020-2022

open access: yeseCo-Buss, 2023
Currently the crypto currency market continues to surge, and is experiencing explosive growth. These fast-rising crypto currencies are attracting the attention of investors and traders, as they offer the potential for huge profits quickly.
Vivin Hanita, Hendra Hendra, Tri Angreni
semanticscholar   +1 more source

Determinants of Financial Performance of State-Owned Enterprises in Indonesia and Thailand

open access: yesIndonesian Interdisciplinary Journal of Sharia Economics, 2023
The purpose of this study is to analyze and present empirical data on the effects of institutional ownership, a board of independent commissioners, a board of directors, an audit committee, and managerial ownership on the financial performance of state ...
Prihasantyo Siswo Nugroho   +5 more
doaj   +1 more source

Trading costs on the Stock Exchange of Thailand [PDF]

open access: yesInternational Review of Financial Analysis, 2015
Abstract This study examines the components of trading costs incurred in trading large and liquid stocks listed on the Stock Exchange of Thailand. We find that aggressive orders pay an immediacy price measured by price impact, whereas executed passive orders gain the immediacy price. We also find a sizable opportunity cost from the unexecuted portion
Nattawut Jenwittayaroje   +3 more
openaire   +3 more sources

Tick Size Change on the Stock Exchange of Thailand [PDF]

open access: yesReview of Quantitative Finance and Accounting, 2008
This paper explores the impact of exogenous tick size reduction on bid-ask spreads, depths, and trading volume on the Stock Exchange of Thailand (SET). On November 5, 2001, the SET implemented tick size reduction on stocks below THB 25. Even though trading on the Thai Exchange is largely dominated by retail investors, the tick reduction produces ...
Pavabutra, Pantisa   +1 more
openaire   +3 more sources

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