An Empirical Analysis of Stock Market Anomalies and Spillover Effects: Evidence from the Securities Exchange of Thailand
This study examines two interrelated but separate issues: cross-sectional predictability of equity returns in the Stock Exchange of Thailand (SET), and transmission of stock market movements. The first essay empirically investigates to what extent the evidence of three major documented stock market...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | English |
| Published: |
University of North Texas
1994
|
| Subjects: | |
| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc277737/ |