Please use this identifier to cite or link to this item:
https://archive.cm.mahidol.ac.th/handle/123456789/693Full metadata record
| DC Field | Value | Language |
|---|---|---|
| eperson.contributor.advisor | Nareerat Taechapiroontong | - |
| dc.contributor.author | Chidchanok Dhomasaroj | - |
| dc.date.accessioned | 2021-03-19T09:18:53Z | - |
| dc.date.available | 2021-03-19T09:18:53Z | - |
| dc.date.issued | 2014-10-07 | - |
| dc.identifier | TP FM.003 2014 | - |
| dc.identifier.citation | 2014 | - |
| dc.identifier.uri | https://archive.cm.mahidol.ac.th/handle/123456789/693 | - |
| dc.description.abstract | This study examines the relationship between Thai stock returns and the impact of CPI news announced in Thailand, the U.S. and Germany. We find that the market returns and traders, which are categorized into four groups; Mutual, Proprietary, Foreign and Retails react to the news more negatively especially when the market condition is in Bear state. However, according to the regression analysis, we can conclude that the CPI affects on the market can take a long leading time for the market to react to the news. KEY WORDS: Consumer Price Index / Macroeconomic News / Market Returns / Trading Imbalance / Thailand | - |
| dc.publisher | มหาวิทยาลัยมหิดล | - |
| dc.subject | Thailand | - |
| dc.subject | financial management | - |
| dc.subject | Macroeconomic | - |
| dc.subject | Stock market | - |
| dc.title | The impact of Thai stock market in responses to CPI News announcements. | - |
| dc.type | Thematic Paper | - |
| Appears in Collections: | Thematic Paper | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| TP FM.003 2014.pdf | 6.19 MB | Adobe PDF |  View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.