SEASONALITY IN STOCK RETURNS: AN EMPIRICAL STUDY OF THAILAND
This study empirically examined various statistical characteristics ofthe equity market in Thailand with special emphasis on examining seasonality in stock returns.. It utilizes monthly time serie~ data on the SET stock price index from 1975 to 1998. The result indicate that stock returns were highe...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2001-09-01
|
| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150625111349-Z87RN.pdf |