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Structural breaks and testing for the random walk hypothesis in international stock prices

Chancharat, Surachai; Valadkhani, Abbas - In: The journal of the Korean economy 8 (2007) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10009771405

Dynamic linkages between Thai and international stock markets

Valadkhani, Abbas; Chancharat, Surachai - In: Journal of economic studies 35 (2008) 5/6, pp. 425-441

Persistent link: https://www.econbiz.de/10003778695

The interplay between the Thai and several other international stock markets

Valadkhani, Abbas (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003383568

An empirical analysis of the Thai and major international stock markets

Chancharat, Surachai (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003605743

Testing for the random walk hypothesis and structural breaks in international stock prices

Chancharat, Surachai (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003605754

The influence of international stock markets and macroeeconomic variables on the Thai stock market

Chancharat, Surachai; Valadkhani, Abbas; Havie, Charles - In: Applied econometrics and international development 7 (2007) 1, pp. 221-230

Persistent link: https://www.econbiz.de/10003938654

The Influence of International Stock Markets and Macroeconomic Variables on the Thai Stock Market

Chancharat, Surachai - 2008

The paper examines the impact of several stock market price indices and macroeconomic variables on the Thai stock market, using a GARCH-M model and monthly data (1988M1-2004M12). We find that (a) changes in returns in Singapore, Malaysia and Indonesia before the 1997 crisis, and changes in...

Persistent link: https://www.econbiz.de/10012770565

Contrarian profits in Thailand sustainability investment-listed versus in stock exchange of Thailand-Listed companies

Parichat Sinlapates; Surachai Chancharat - In: Risks : open access journal 10 (2022) 12, pp. 1-12

In contrarian trading, investors buy and sell loser stocks (lowest average historical prices) and winner stocks (highest average historical prices), respectively. This study examines whether (a) Thailand Sustainability Investment-listed companies outperform Stock Exchange of Thailand...

Persistent link: https://www.econbiz.de/10014230910

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

Board structure, ownership structure, and performance of Thai Listed Companies

Surachai Chancharat; Nongnit Chancharat - In: Australasian accounting business and finance journal : AABF 13 (2019) 3, pp. 53-70

Persistent link: https://www.econbiz.de/10012130705