Please use this identifier to cite or link to this item:
Title: Leading macroeconomic indicator announcement and the respond to Thai stock market.
Authors: Juthamart Phochareon
Keywords: financial management
Stock market
Issue Date: 7-Oct-2014
Publisher: มหาวิทยาลัยมหิดล
Citation: 2014
Abstract: This paper examines how leading macroeconomic indicators announcements (BSI index) have reacted to the stock market. How those indicators play such an important role in the market. The impacts are divided into positive and negative changes in index have reactions to market return on few before and after announcement date. The proxy for measurement is the return on the closing index from Stock Exchange of Thailand. Each sector listed in stock market respond differently of BSI signals. Also, the Retail investors and Foreign investors respond to BSI index in both negative and positive changes but behave in opposite direction. The relationship also examines which shows that Proprietary Trading investors have a relationship to BSI index changes. KEY WORDS: Macroeconomic news/ Leading indicators/ Stock markets
Other Identifiers: TP FM.002 2014
Appears in Collections:Thematic Paper

Files in This Item:
File Description SizeFormat 
TP FM.002 2014.pdf5.19 MBAdobe PDFThumbnail

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.