Browsing by Author Chulalongkorn University. Faculty of commerce and accountancy

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Issue DateTitleAuthor(s)
2022A pair trading using reinforcement learning and wavelet decompositionPanudate Nithinon
2022A study of potential factor investing strategy from ESG score and intangible capital in ThailandIssaraphorn Voratavornviwat
2021Are short sellers equally informed? Evidence from the US. credit rating announcementsOmtong Kasemsant
2022Behavioral bias in number and the stability of stock priceNatapong Teekaput
2022Corporate diversification and stock risk in Thailand: Evidence from a global shockMiaoqi Su
2023Does ESG matter In corporate takeover?Sann Wai Lhyan
2023Does ESG performance impact financial distress risk? evidence from Asia-Pacific marketsMethee Srikranjanapert
2013Does insider trading provide information in Thai market?Sunti Tirapat
2022Effect of joining Paris Agreement to Green Bond Premium in US MarketOnjira Sukijjakamin
2023Examining purity and green complexity score on wind and solar stock returnKanokphorn Pongklang
2023Exploring the link between ESG Scores and downside risks of stock returns during periods of negative shock : evidence in APACNattakij Summakarawa
2022Forecasting stock volatility with neural network on time varying transition probabilityWasit Norakarntiansin
2022Fund characteristics immunity to COVID-19 pandemic: evidence from ThailandPrimporn Thanomsakul
2022Global oil price transmission to domestic diesel prices, andthe impact on listed firm's profitability and stock market returns : evidence from ThailandKoravik Renuros
2022How flash manufacturing PMI is affecting the U.S. stock market. An empirical studyThurein Htet Myat
2022How influential are FinFluencers? granger causality between finance influencers and price movements in cryptocurrency and stock marketsSita Kedvarin
2022Impact of environmental policy announcements on investment performance of equity mutual fundsKaung Htet
2023Information asymmetry transmissions between futures and spot markets : evidence from ThailandSupichaya Pattanapanitchai
2023Investor type effect to volatility-volume relationship: SET50 index futuresJirayu Nakviroj
2021Is cryptocurrency a hedge, safe haven, diversifier against Thailand, Indonesia, Philippine stock market on pre-COVID-19 and during COVID-19?Suphawit Keakultanes