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https://archive.cm.mahidol.ac.th/handle/123456789/693| Title: | The impact of Thai stock market in responses to CPI News announcements. |
| Authors: | Chidchanok Dhomasaroj |
| Keywords: | Thailand financial management Macroeconomic Stock market |
| Issue Date: | 7-Oct-2014 |
| Publisher: | มหาวิทยาลัยมหิดล |
| Citation: | 2014 |
| 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 |
| URI: | https://archive.cm.mahidol.ac.th/handle/123456789/693 |
| Other Identifiers: | TP FM.003 2014 |
| 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 |
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