Financial Liberalization, the Weekend Effect, and Common Stock
Returns in the Thai Stock Market

QR Code

Financial Liberalization, the Weekend Effect, and Common Stock Returns in the Thai Stock Market

The purpose of this study is to undertake an empirical analysis of the pattern of the daily equity returns and the day-of-the-week effect on 29 individual stocks in the financial sector of the Thai stock market over the period following the government's attempts to establish Bangkok as an int...

Full description

Bibliographic Details
Main Authors:	Chotigeat, T., Lee, S. M.
Format:	Article
Language:	English English
Published:	Universiti Putra Malaysia Press 1993
Online Access:	http://psasir.upm.edu.my/id/eprint/2949/ http://psasir.upm.edu.my/id/eprint/2949/1/Financial_Liberalization%2C_the_Weekend_Effect%2C_and_Common_Stock.pdf

Similar Items

Stock Returns and the Weekend Effect: the Malaysian Experience
by: Md. Nasir, Annuar, et al.
Published: (1988)

Stock market liberalization impact on sectoral stock market return in Malaysia
by: Maniam, Subashini, et al.
Published: (2018)

Size effect and the Common Variation in stock returns: Evidence from the Indian Stock Market
by: Zhang, Zhuoqi
Published: (2012)

Stock market liberalization, returns and integration in Asia / Noor Azryani Auzairy
by: Auzairy, Noor Azryani
Published: (2014)

The impacts of the financial performance indicators on the stock returns in the Chinese Stock Market
by: Cheng, Zixuan
Published: (2020)

Intraday returns patterns of Malaysian common stock
by: Mohammed Zain Yusof,, et al.
Published: (1995)

The Effect of Credit Rating Changes on Common Stock Return-Evidence from the UK Market
by: Wang, Xueying
Published: (2019)

The relationship between the money market rates and the common stock returns: the Malaysian experience
by: Noor Azlan Ghazali,
Published: (1992)

Relationship between stock market returns and exchangerates in emerging stock markets
by: Arshad, M. N., et al.
Published: (2016)

Behaviour of Stock Return Autocorrelation in the GCC Stock Markets
by: Chowdhury, H., et al.
Published: (2014)

The effect of corporate credit rating changes on UK common stock returns
by: Zhang, Huizhong
Published: (2020)

Liquidity and stock returns-evidence from UK stock market
by: Le, Dang Thuy Trang
Published: (2013)

Can Financial Ratios Predict The Malaysian Stock Return?
by: Lee, Chin, et al.
Published: (2008)

The relationship between financial liberalization and stock market efficiency: A study of emerging markets / Navaz Naghavi
by: Navaz, Naghavi
Published: (2014)

Effects of financial leverage on stock returns in Bursa Malaysia
by: Lau, Wei Theng
Published: (2016)

Inflation and Stock Market Returns in Indonesia
by: Astriandina, Irsa
Published: (2006)

Relationship between Interest Rate Movements and Common Stock Returns
by: Chen, Jun
Published: (2006)

An analysis of the impact of political news on Thai stock market
by: Kongprajya, Anyarat
Published: (2010)

An Analysis of The Impact of Political News on Thai Stock Market
by: Kongprajya, Anyarat
Published: (2010)

The impact of leverage on stock returns: an empirical test on the Australian stock market
by: Thuy Linh, Doan
Published: (2009)

The importance of fear: investor sentiment and stock market returns
by: Smales, Lee
Published: (2017)

The effect of Malaysia general election on stock market returns
by: Liew, Venus Khim-Sen, et al.
Published: (2016)

The effect of government policy on stock market return in Malaysia
by: Wu, Chia Ping, et al.
Published: (2014)

Size Effect on Stock Returns based on Asset Pricing Models in Chinese Stock Market
by: Yin, Shiyan
Published: (2018)

Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets
by: Sharmin, Rashida
Published: (2019)

Stock Returns Predictability and Market Timing Trading : Evidence from Malaysian Stock Market
by: Nguyen, Thi Tuyet Nhung
Published: (2011)

Normality and homoscedasticity of stock market returns: the case of Malaysian and some major stock markets
by: Othman Yong,
Published: (1990)

Open market repurchases and firm stock return variation: evidence in Malaysia stock market
by: Chee, Chong Meng, et al.
Published: (2017)

Macroeconomic determinants of the stock market return : the case in Malaysia
by: Heng, Lee Ting, et al.
Published: (2012)

Effect of financial ratios on the poultry's stock returns in Bursa Malaysia
by: Wong, Wei Kok
Published: (2018)

Shanghai-Hong Kong stock connect: an analysis of Chinese partial stock market liberalization impact on the local and foreign markets
by: Bai, Ye, et al.
Published: (2017)

An Investigation on The Behaviour of Stock Returns in Emerging Markets
by: Chen, Yao
Published: (2011)

The asymptotics of extreme returns in the Australian stock market
by: Jeyasreedharan, N., et al.
Published: (2009)

Macroeconomic Variables and Stock Returns: Empirical Evidence from Nigerian Stock Market
by: Adenike, Azeez Aminat
Published: (2009)

The Low-Risk Anomaly: Evidence From The Thai Stock Market
by: Saengchote, Kanis
Published: (2017)

Does stock market liberalization cause higher volatility in the Bursa Malaysia?
by: Law, Siong Hook, et al.
Published: (2008)

Volatility of returns and financial liberalization: new evidence
by: Sarmidi, Tamat, et al.
Published: (2012)

Volatility of returns and financial liberalization:new evidence
by: Tamat Sarmidi,, et al.
Published: (2012)

Investigation of the Return and Volatility Clustering Effects in China Stock Markets
by: Mei, Lirong
Published: (2009)

Weather effects on returns: An empirical study of UK stock market
by: Zhao, Juan
Published: (2011)