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Articles 421 - 450 of 839
Full-Text Articles in Business
Mutual Fund Performance Evaluation With Active Peer Benchmarks Of Domestic Equity Funds In Thailand, Pornthip Supasinthanaphat
Mutual Fund Performance Evaluation With Active Peer Benchmarks Of Domestic Equity Funds In Thailand, Pornthip Supasinthanaphat
Chulalongkorn University Theses and Dissertations (Chula ETD)
We use the active peer benchmarks (APB) methodology suggested by Hunter et al. (2014) to capture commonalities or common idiosyncratic noise in fund strategies. These commonalities cannot be captured by the Carhart 4-factor model and it also decreases the accuracy in fund performance evaluation. Firstly, we examine the efficiency of the APB methodology compared with the Carhart 4-factor model. Then we also use the APB methodology to evaluate the performance of actively managed Thai open-end domestic equity funds from January 2006 through December 2020. In the APB methodology, we focus on two dimensions: fund returns and the fund’s investment objectives. …
The Impact Of Institutional Ownership And Valuation On Stock Price Around Set50 Index Inclusion And Exclusion, Pranittra Ritthiwitthayasakun
The Impact Of Institutional Ownership And Valuation On Stock Price Around Set50 Index Inclusion And Exclusion, Pranittra Ritthiwitthayasakun
Chulalongkorn University Theses and Dissertations (Chula ETD)
This study examines the impact of institutional ownership and valuation on stock price around the changes in index constituents. Specifically, this paper studies the significant SET50 index during the period of 2014 – 2021. According to the empirical result, there is an asymmetric price response between index additions and index deletions. The effects from exclusions are considerably stronger than from inclusions. The findings also show that percentage ownership of institutional investors and abnormal return are positively correlated in case of exclusions but not for inclusions (though insignificant). Companies deleted from the index result in lower institutional holdings and subsequently exhibit …
The Impact Of Esg Performance On Firm-Idiosyncratic Risk In The Us And Canada, Nutcha Kongpreecha
The Impact Of Esg Performance On Firm-Idiosyncratic Risk In The Us And Canada, Nutcha Kongpreecha
Chulalongkorn University Theses and Dissertations (Chula ETD)
This paper aims to examine how environmental, social, and governance (ESG) performance affects the idiosyncratic risk of firms in the United States and Canada between 2007 and 2020. This study retrieves ESG scores and other factors from the Refinitiv DataStream, the firms used for analysis in this paper are 480 listed companies. Results show that ESG performance can reduce idiosyncratic risk in different firms' characteristics and periods. First, ESG performance can subdue the idiosyncratic risk in both sensitive and non-sensitive industries at the same level. Second, only the environmental pillar in the sensitive industry has an additional negative influence on …
Does Bond Market Development Impact The Flight-To-Quality From Stock To Bond During Covid-19?, Patcharee Sae-Tiaw
Does Bond Market Development Impact The Flight-To-Quality From Stock To Bond During Covid-19?, Patcharee Sae-Tiaw
Chulalongkorn University Theses and Dissertations (Chula ETD)
This paper analyzed flight to quality effect from stocks to government bonds in 46 countries including developed and emerging countries during COVID pandemic. The empirical result from panel data framework shows that the flights exist and government bonds remain offered diversification benefit to investors when they are most needed. The negative stock-bond correlation was also amplified when pandemic is more severe in developed countries. Moreover, this study reveals that countries with a higher degree of bond market development can support bonds act as a safe haven better and have more negative in stock-bond correlation.
The Inflation Hedging Ability Of Real Estate Investment In Thailand, Pimpimuk Rodnikorn
The Inflation Hedging Ability Of Real Estate Investment In Thailand, Pimpimuk Rodnikorn
Chulalongkorn University Theses and Dissertations (Chula ETD)
No abstract provided.
Diversification Benefits Of Domestic And International Reits For Set Index Before And During Covid-19 Crisis, Korn Kongkittiwong
Diversification Benefits Of Domestic And International Reits For Set Index Before And During Covid-19 Crisis, Korn Kongkittiwong
Chulalongkorn University Theses and Dissertations (Chula ETD)
This study examines the diversification benefit of Thailand, the US, Europe, Singapore, and Japan REIT indices for the SET index. The time scope for this study starts from 1st January 2011 to 31th January 2022. It also compares the diversification benefit degree between pre and during Covid-19 periods. The DCC-GARCH model is used for the diversification benefit examination. The results posit 3 main points. First, all the REIT indices provide diversification benefit for the SET index. Second, the Covid-19 pandemic reduces diversification benefit generated by the US, Europe, and Japan REIT indices. Finally, the US provides the highest diversification benefit …
How Sensitive Are Ipos To The Fear Of The Covid-19 Pandemic In Emerging Markets?, Kavisara Vachekrilas
How Sensitive Are Ipos To The Fear Of The Covid-19 Pandemic In Emerging Markets?, Kavisara Vachekrilas
Chulalongkorn University Theses and Dissertations (Chula ETD)
This study investigates the relationship between COVID-19-related pandemic fear and the short-term performance of initial public offerings in emerging markets. This paper investigates whether the short-term fear of COVID-19 continues to influence post-IPO performance. In doing so, the fundamental methodology is cross-sectional ordinary least squares (OLS) regression and numerous variables are included to the model as control variables. The results show that whether looking at the first-day trading price of an IPO or the subsequent trading prices, the effect of pandemic fear (GFI, RCI and RDI) was positive. However, results were somewhat different for HighGFI, which was a dummy variable …
The Role Of A Banking Market Concentration In The Effect Of Monetary Policy On Bank Risk: Evidence From Thailand, Sasichanok Khongtip
The Role Of A Banking Market Concentration In The Effect Of Monetary Policy On Bank Risk: Evidence From Thailand, Sasichanok Khongtip
Chulalongkorn University Theses and Dissertations (Chula ETD)
This research investigates the effect of monetary policy on bank risk exposure and the role of banking market concentration in affecting their relationship by using the data of 11 commercial banks listed in the Stock Exchange of Thailand at the quarterly frequency over the period of 2001-2019. The different measurements of bank risk exposure variables and monetary policy indicators given interest rate changes from the previous quarters, interest rate variations relative to their long-term trends, low interest rates and prolonged low interest rates are applied to secure the robustness in estimation results based on dynamic model namely the two-step system …
Mutual Fund Flow And The Real Economy, Sadanan Ekkaewnumchai
Mutual Fund Flow And The Real Economy, Sadanan Ekkaewnumchai
Chulalongkorn University Theses and Dissertations (Chula ETD)
This paper empirically examines the comparative relationship between flow of equity and bond fund with the expected and real economy among US, UK and Japan market. Two objectives are set in according to the implication of information-response theory. The first objective is to study the relationship between mutual fund flow and the expectation in the future economic conditions capturing by predictive variable. Due to investors’ sensitivity to economic conditions, the second objective is to study the ability of mutual fund flows to predict the real economic conditions. The analytical period covers from 2001: Q1 to 2020: Q4. The study found …
Oil Shocks And Corporate Investment: Evidence From Stock Exchange Of Thailand (Set), Pakkawat Kitsirikarn
Oil Shocks And Corporate Investment: Evidence From Stock Exchange Of Thailand (Set), Pakkawat Kitsirikarn
Chulalongkorn University Theses and Dissertations (Chula ETD)
This special project empirically examines the impact from the different type of oil price shocks on corporate investment. This study follows the method proposed by Kilian (2009). He uses the structural vector autoregression model to decompose oil price shock into 3 type which comprised with oil supply shock, oil aggregate demand shock, and oil specific demand shock. Moreover, this work also incorporates industrial competition to investigate how it link to the impact of oil shock on corporate investment. The empirically examine period is Jan 2007 to Dec 2018. This study uses the firm-level data of companies listed in the stock …
Causality Between Corporate Social Responsibility And Corporate Financial Performance, Yatida Palasri
Causality Between Corporate Social Responsibility And Corporate Financial Performance, Yatida Palasri
Chulalongkorn University Theses and Dissertations (Chula ETD)
This paper examines the causality relationship between corporate social responsibility (CSR) and corporate financial performance (CFP) of the listed companies in Asian Pacific emerging markets from 2010 to 2020. This paper analyzes the direction of causality between CSR and CFP in five different industries including energy, consumer non-cyclical, financial, technology and healthcare industries. This paper aims to study whether aggregated CSR scores and non-aggregate CSR scores (i.e., environmental, social and governance scores) toward the CFP measures (i.e., return-on-equity and Tobin’s Q ratios) have unidirectional or bidirectional relationship. In doing so, the bivariate panel vector autoregressive model and Granger causality test …
Is Thai Baht A Safe Haven Currency During The Covid-19 Pandemics, Nanapat Chaochavanil
Is Thai Baht A Safe Haven Currency During The Covid-19 Pandemics, Nanapat Chaochavanil
Chulalongkorn University Theses and Dissertations (Chula ETD)
This paper empirically investigates whether or not Thai Baht (THB) is actually one of the safe haven currencies. Moreover, we also extend analysis to see if its safe haven pattern is persistent during the COVID-19 pandemic. We are not only study for THB, but also take into account other traditional well known safe- haven currencies namely U.S. Dollar (USD), British pound sterling (GBP), Euro (EUR), Swiss Franc (CHF) and Japanese Yen (JPY). By investigating between 2010 - 2019, our results do not support the idea that THB is a safe haven currency. Nevertheless, this paper found that for other well-known …
Is Currency Risk Priced In The Stock Return - Evidence From Aec Markets, Viriyah Vorasitchai
Is Currency Risk Priced In The Stock Return - Evidence From Aec Markets, Viriyah Vorasitchai
Chulalongkorn University Theses and Dissertations (Chula ETD)
When investors from different countries invest abroad in the same destination country and same asset is invested, they may achieve different foreign asset return or value after converting back to the home currency in each country, in other words, the value of such investment and its return could differ from what they retain in the that foreign currency. This phenomenon leads to the risk called “currency risk”. The currency risk could also be seen in several different ways such as economic risk, transaction risk as so on. Considering the value of the asset return after converting back to home currency, …
Safe-Haven Property Of Gold Toward Multi Asset Portfolio During Covid-19 Pandemic, Naratporn Thamthonsiri
Safe-Haven Property Of Gold Toward Multi Asset Portfolio During Covid-19 Pandemic, Naratporn Thamthonsiri
Chulalongkorn University Theses and Dissertations (Chula ETD)
This study test whether gold has a property of safe-haven asset during the COVID-19 pandemic by performing multivariate time series analysis against multiple asset classes (equity, fixed income, property fund and REIT, and BITCOIN). Dividing testing period into pre- (2015 -2019) and on-going COVID-19 period (2020), the result of long run cointegration test came out that gold is shown to have a cointegrating relationship only during COVID-19 and no cointegration during pre-pandemic. This can be indicated that gold does not have the property of being a hedging instrument over a long run but consider itself to be a hedging asset …
Spillover Effects Of Thailand Gdp Announcement Surprise To Aec Stock Markets, Sirilada Chansermpong
Spillover Effects Of Thailand Gdp Announcement Surprise To Aec Stock Markets, Sirilada Chansermpong
Chulalongkorn University Theses and Dissertations (Chula ETD)
This study examines how Thailand GDP announcement surprise affects AEC stock markets which are Thailand, Indonesia, Malaysia, Singapore, Philippines, and Vietnam. In the sample of 44 GDP announcements in Thailand during 2009-2019, our result suggests that there is no impact to AEC stock markets on GDP announcement date. However, we find pre-and post- GDP announcement effect spillover to other countries in AEC. In addition, the direction of Thailand GDP announcement has no reaction on abnormal return on AEC stock exchanges. In contrast, our findings report the influence of macroeconomic conditions in Thailand on the abnormal return in Malaysia, Singapore, and …
The Effect Of Air Pollution On Stock Returns: Evidence From Thailand And Indonesia, Fengxu Lin
The Effect Of Air Pollution On Stock Returns: Evidence From Thailand And Indonesia, Fengxu Lin
Chulalongkorn University Theses and Dissertations (Chula ETD)
The objective of this paper is to investigate the impact of air pollution on stock returns in Thailand and Indonesia from January 1, 2016, to June 30, 2021. Further effects of air pollution on stock returns during the seasonal pollution period, full moon period, new moon period, and high pollution period are also studied. The result shows that a lagged day of air pollution proxy significantly reduces stock returns in Thailand. The significant negative effect of air pollution on stock returns is similar to that after controlling for the January effect. This is consistent with the finding of Li and …
Stock Return Dispersion And Performance Of Domestic Equity Funds In Thailand, Pavit Sae-Eng
Stock Return Dispersion And Performance Of Domestic Equity Funds In Thailand, Pavit Sae-Eng
Chulalongkorn University Theses and Dissertations (Chula ETD)
We examine the relation between cross-sectional return dispersion and actively domestic open-ended fund performance in Thailand, with the rationale mechanism that in the time of high return dispersion, where provide the opportunity for the fund managers to generate the positive value of abnormal return. Consist to the finding in US data that the period of the highest return dispersion the most activeness fund significant outperform the least activeness fund. Thai data provided the added value that active fund with the moderate to high activeness earn positive abnormal return in the period of the highest return dispersion. we also find the …
Complex Model Versus Complex Data In An Application Of Predicting Mortgage Loan, Yu Weng
Complex Model Versus Complex Data In An Application Of Predicting Mortgage Loan, Yu Weng
Chulalongkorn University Theses and Dissertations (Chula ETD)
This research aims to measure the benefits of complex model versus those of meaningful information, through an application of credit risk prediction for mortgage loans. The neural network represents complex model and the regression model represents simple model. Two types of data are applied in this analysis: simple data and complex data. The complex data is obtained from the simple dataset using information extraction techniques and data transformation. The two specific variables constructed in our complex data are Loan-to-value and Housing Expense ratio. Applied to the monthly Single-Family Loan-Level Dataset of Freddie Mac from year 2010 to year 2018 in …
Feasibility Study Of Portable Spirometer Development, Chawanrat Trekarnjanavong
Feasibility Study Of Portable Spirometer Development, Chawanrat Trekarnjanavong
Chulalongkorn University Theses and Dissertations (Chula ETD)
The peak flow meter is suggested by WHO and GINA for daily use by asthma patients in order to monitor symptoms and manage exacerbations. Even though the peak flow meter is compact, affordable, and portable, it only provides PEFR information. In comparison, the spirometer delivers more thorough lung information. However, it is expensive and difficult to carry, especially the conventional spirometer used in hospitals. The patient must visit the hospital to use it. This research aims to study the functionalities requires for developing the portable spirometer, targeted user and acceptable price in Thai market. Users place a high value on …
The Cross-Sectional Return Dispersion With Momentum Strategyand The Spill Over Across Fx And Equity Markets, During Covid-19, Pisit Grittiyarangsan
The Cross-Sectional Return Dispersion With Momentum Strategyand The Spill Over Across Fx And Equity Markets, During Covid-19, Pisit Grittiyarangsan
Chulalongkorn University Theses and Dissertations (Chula ETD)
This paper investigates the relation of momentum strategy and the return dispersion across currency and global equity markets by using 30 currency pairs and 30 global equity indices during last 2 decades. This paper also examines the lead-lag relationship of return dispersions through spillover from one market to another. In addition, we are successfully detected the relation between return dispersion of those market and the significant return by momentum strategy on currency market. However, we cannot detect significant positive return by using momentum strategy on global equity indices, so we cannot use the return dispersion from the lead market as …
เปรียบเทียบต้นทุนการใช้รถยนต์ปิกอัพไฟฟ้า และรถยนต์ปิกอัพเครื่องยนต์สันดาปภายในธุรกิจขนส่งอะไหล่รถยนต์, ศศิธร พิรุฬ
เปรียบเทียบต้นทุนการใช้รถยนต์ปิกอัพไฟฟ้า และรถยนต์ปิกอัพเครื่องยนต์สันดาปภายในธุรกิจขนส่งอะไหล่รถยนต์, ศศิธร พิรุฬ
Chulalongkorn University Theses and Dissertations (Chula ETD)
งานวิจัยนี้มีวัตถุประสงค์เพื่อเปรียบเทียบต้นทุนการใช้รถยนต์ปิกอัพไฟฟ้ากับรถยนต์ปิกอัพเครื่องยนต์สันดาปภายใน ของบริษัทกรณีศึกษาขนส่งอะไหล่รถยนต์ในเขตกรุงเทพและปริมณฑลโดยทำการเปรียบเทียบราคาค่าเช่ารถแบบรวมสัญญาบริการในเวลา 5 ปีของรถทั้ง 2 ประเภทโดยใช้แนวคิดบัญชีต้นทุนการวิเคราะห์ต้นทุนแล้วนำข้อมูลมาเปรียบเทียบหากมีความผันผวนของราคาน้ำมันดีเซล บี7 จะส่งผลต่อต้นทุนอย่างไร รวมถึงค่าความผันผวนของค่า FT ของการไฟฟ้า และการซื้อขายคาร์บอนเครดิต แล้วสรุปต้นทุนการใช้รถทั้ง 2 ประเภท นำข้อมูลที่สรุปได้นำเสนอผู้บริหาร 5 ท่านเพื่อการตัดสินใจ โดยใช้ทฤษฎีกระบวนการลำดับชั้นเชิงวิเคราะห์ (AHP) เพื่อประเมินผลการพิจารณาเลือกของผู้บริหาร จากผลผู้บริการมีการเลือกใช้รถยนต์ปิกอัพเครื่องยนต์สันดาปในโดยมีค่าน้ำหนักความสำคัญ 69 % และรถยนต์ปิกอัพไฟฟ้ามีค่าน้ำหนักความสำคัญ 31%
นวัตกรรมอุปกรณ์ช่วยเดินที่มีระบบรองรับน้ำหนักแขน สำหรับผู้ป่วยพาร์กินสันที่มีปัญหาการเดินและการทรงตัว, ชนวัฒน์ อนันต์
นวัตกรรมอุปกรณ์ช่วยเดินที่มีระบบรองรับน้ำหนักแขน สำหรับผู้ป่วยพาร์กินสันที่มีปัญหาการเดินและการทรงตัว, ชนวัฒน์ อนันต์
Chulalongkorn University Theses and Dissertations (Chula ETD)
การศึกษาวิจัยนี้ มีวัตถุประสงค์เพื่อการศึกษาแนวคิด ทัศนคติ ความต้องการใช้นวัตกรรมอุปกรณ์ช่วยเดินพร้อมทั้งมีการออกแบบและพัฒนานวัตกรรมอุปกรณ์ช่วยเดินต้นแบบ ทำการทดสอบใช้งานกับผู้ป่วยที่มีปัญหา การเดิน การทรงตัวและหลังโค้งงอ รวมถึงศึกษาการยอมรับผลิตภัณฑ์นวัตกรรมและโอกาสทางการตลาดมีการศึกษาวิจัยทั้งหมด 4 ระยะ ตามทฤษฎีของการพัฒนาผลิตภัณฑ์ใหม่ (New Product Development) ผลการวิจัย ระยะที่ 1 โดยการสัมภาษณ์เชิงลึก ผู้ป่วยโรคพาร์กินสัน ผู้ดูแล แพทย์และนักกายภาพบำบัด จำนวน 20 คน พบว่า ผู้ใช้งานให้ความสำคัญกับการแก้ไขปัญหาการหกล้ม ปัญหาการเดิน การทรงตัวและหลังโค้งงอ นวัตกรรมต้องมีการใช้งานง่าย มีความแข็งแรง ปลอดภัย ขนาดของผลิตภัณฑ์และสามารถใช้อุปกรณ์ได้ภายในบ้าน ระยะที่ 2 มีการออกแบบและพัฒนานวัตกรรมอุปกรณ์ช่วยเดิน จำนวน 2 รูปแบบ ได้แก่ รูปแบบที่ 1 แบบค้ำรักแร้ หรือ วงแขน และรูปแบบที่ 2 แบบรองรับน้ำหนักแขน เมื่อได้นวัตกรรมที่สมบูรณ์แล้วจึงมีการสัมภาษณ์เชิงลึก เพื่อคัดเลือกนวัตกรรม จำนวน 8 คน พบว่า ผู้เชี่ยวชาญเลือกนวัตกรรมรูปแบบที่ 2 จำนวน 6 คน ทางผู้วิจัยจึงนำนวัตกรรมรูปแบบที่ 2 นำไปพัฒนาต้นแบบผลิตภัณฑ์ (Prototype Development) ระยะที่ 3 ทดสอบเปรียบเทียบผู้ป่วยพาร์กินสันที่มีอาการหลังโค้งงอ จำนวน 7 คน อายุเฉลี่ย 68.14 ปี พบว่า ก่อนใช้อุปกรณ์ มีอาการหลังโค้งงอเฉลี่ย 42.43 องศา ขณะใช้อุปกรณ์มีอาการหลังโค้งงอเฉลี่ย 13.63 องศา แสดงให้เห็นว่าใช้อุปกรณ์แล้วอาการหลังโค้งงอดีขึ้น มีความแตกต่างกันอย่างมีนัยสำคัญทางสถิติที่ 0.05 ระยะที่ 4 ผลของการศึกษายอมรับผลิตภัณฑ์นวัตกรรม จำนวน 171 คน พบว่า มีระดับการยอมรับนวัตกรรมที่สูงทุกข้อ สนใจนวัตกรรมถึง 133 คน คิดเป็นร้อยละ 77.8 และสนใจซื้อนวัตกรรม จำนวน 87 คน …
การประยุกต์เทคนิคบัญชีต้นทุนการไหลวัสดุในกระบวนการจัดการคลังสินค้า สำหรับบริษัท Xyz, มนต์ทิพย์ จันทราทิพย์
การประยุกต์เทคนิคบัญชีต้นทุนการไหลวัสดุในกระบวนการจัดการคลังสินค้า สำหรับบริษัท Xyz, มนต์ทิพย์ จันทราทิพย์
Chulalongkorn University Theses and Dissertations (Chula ETD)
เทคนิคบัญชีต้นทุนการไหลวัสดุ (Material Flow Cost Accounting: MFCA) เป็นเทคนิคในการวิเคราะห์ต้นทุนความสูญเสียที่เกิดขึ้นในกระบวนการ มุ่งเน้นให้เกิดการใช้ทรัพยากรให้มีประสิทธิภาพรวมถึงการลดผลกระทบต่อสิ่งแวดล้อม งานวิจัยฉบับนี้มีวัตถุประสงค์เพื่อประยุกต์หลักการบัญชีต้นทุนการไหลวัสดุกับกระบวนการจัดการคลังสินค้า ส่งเสริมการใช้วัสดุให้มีประสิทธิภาพ และลดความสูญเสียในกระบวนการจัดการคลังสินค้าของบริษัท XYZ โดยเลือกกลุ่มสินค้าที่มีความคล่องตัวสูงมาทำการศึกษา จากนั้นทำการเก็บรวบรวมข้อมูลต้นทุนที่เกี่ยวข้องในแต่ละกระบวนการ และทำการวิเคราะห์ต้นทุนความสูญเสียตามหลักการบัญชีต้นทุนการไหลวัสดุ จากการศึกษาพบว่า ต้นทุนผลิตภัณฑ์ที่มีมูลค่าลบไม่ก่อให้เกิดรายได้แก่บริษัท พบในส่วนของต้นทุนวัสดุสูงที่สุด รองลงมาเป็นต้นทุนระบบและต้นทุนพลังงาน และพบว่าต้นทุนความสูญเสียของสินค้า Super Premium สินค้า Premium สินค้า Standard และสินค้า Economy คิดเป็นร้อยละ 0.044 ร้อยละ 0.062 ร้อยละ 0.089 และ ร้อยละ 0.158 ตามลำดับ เมื่อคิดคำนวณเป็นจำนวนเงินที่สูญเสียโดยรวมต่อวันของสินค้าทั้ง 4 ประเภทรวมเป็น 1,676.88 บาทต่อวัน ซึ่งความสูญเสียนี้เกิดขึ้นในกระบวนการจัดเตรียมสินค้า นอกจากนี้ยังพบว่า มูลค่าความสูญเสียนี้ ไม่ได้ถูกบันทึกอยู่ในระบบบัญชีปัจจุบันเนื่องจากการบันทึกบัญชีในปัจจุบัน เป็นการบันทึกบัญชีแบบดั้งเดิมที่รวมต้นทุนทุกอย่างไว้ด้วยกัน ไม่มีการจำแนกค่าใช้จ่ายในแต่ละประเภทสินค้าซึ่งยากต่อการแบ่งสัดส่วนต้นทุนต่าง ๆ ต่อประเภทสินค้า กิจกรรมหรือกระบวนการ ซึ่งแตกต่างจากการบันทึกบัญชีต้นทุนการไหลวัสดุที่สามารถแสดงให้เห็นถึงมูลค่าความสูญเสียนี้ได้
Diversification Benefits Of Commodity Indices Versus Islamic Stock Indices, Sita Khan
Diversification Benefits Of Commodity Indices Versus Islamic Stock Indices, Sita Khan
Chulalongkorn University Theses and Dissertations (Chula ETD)
The objective of this study is to investigate conditional correlations between the Dow Jones Emerging Market index and commodity indices (i.e., agriculture, energy, industrial metals, livestock, precious metals) and Islamic stock indices (i.e., JKII, KLFTEMSI, MSCI Bahrain, MSCI Kuwait, and MSCI Qatar). Additionally, this paper classifies the properties of assets whether it is a diversifier, a hedger, or a safe-haven assets to the Dow Jones Emerging Market index. The estimation method is the dynamic conditional correlation generalized autoregressive conditional heteroskedasticity (DCC-GARCH) model to estimate the conditional correlations during the period of 2007-2021 which covers the Global financial crisis (GFC) and …
Do Issuers Affect Derivative Warrants Overpricing? Evidence Of Thailand, Sarunporn Thupthong
Do Issuers Affect Derivative Warrants Overpricing? Evidence Of Thailand, Sarunporn Thupthong
Chulalongkorn University Theses and Dissertations (Chula ETD)
Derivative warrants have become increasingly popular in many countries. However, numerous literatures provide the empirical evidences that derivative warrants are overpriced relative to the comparable options. Many researchers found that the derivative warrant overpricing can be explained by hedging cost, liquidity premium, market power, and asymmetric information of investors. These explanations are likely to be related to characteristics of derivative warrant issuer. Therefore, this paper comes up with the objective to reconfirm the overpricing phenomenon in Thailand and investigate the issuer identity effect on the derivative warrant overpricing as well as examine what issuer’s characteristics cause the level of overpricing …
Halloween Effect And Equity Mutual Funds In Thailand, Tunyaporn Wiriyadee
Halloween Effect And Equity Mutual Funds In Thailand, Tunyaporn Wiriyadee
Chulalongkorn University Theses and Dissertations (Chula ETD)
This paper investigates one of the most famous seasonal anomalies, namely Halloween effect. It is based on the observation that return during November to April so-called winter period tend to perform better than return during May to October so-called summer period. Using a sample of 97 Thailand equity funds during 2012-2021, we extend previous research by focusing on the Halloween effect in mutual funds market. Our research consists of three main objectives. First, we investigate the existence of Halloween effect in Thailand equity mutual funds. Second, we look into different characteristics of funds by categorizing based on categories from Morningstar …
Cryptocurrency Trading With Ensemble Machine Learning Algorithm, Siwat Assavakijphanich
Cryptocurrency Trading With Ensemble Machine Learning Algorithm, Siwat Assavakijphanich
Chulalongkorn University Theses and Dissertations (Chula ETD)
In this project, we aimed to use ensemble machine learning algorithms to trade ten cryptocurrencies along with attempting to add more external factors. Cryptocurrency included in this project were Cardano (ADA), Binance Coin (BNB), Bitcoin (BTC), DOGE, DOT, Ethereum (ETH), LINK, Polygon (MATIC), Uniswap (UNI), and Ripple (XRP). Furthermore, ten external factors, which are ten major stock indices, were added to the algorithm. All machine learning algorithms in this project are used to trade for four trading circumstacnes, an 1-hour interval, six-hour interval, daily interval and weekly interval. There are six machine learning models in this project which will be …
Contributing Factors In Aircraft Accidents Triggering Fatalities, Prakayphet Chalayonnawin
Contributing Factors In Aircraft Accidents Triggering Fatalities, Prakayphet Chalayonnawin
Chulalongkorn University Theses and Dissertations (Chula ETD)
Air transport has always been considered the safest way to travel. It has contributed numerous economic and social benefits, for instance, connecting multimodal modes of transportation, increasing employment, driving global and local economic activities, reducing travel time and generating trade, tourism, and services, connecting people and countries, and supporting humanitarian activities in a remote rural area. Historical records on the fatality ratio suggested that air transportation has the highest likelihood of accidents (occurrences with fatalities) when compared to all other transportation modes, including highway, railroad, and water. Then, when an accident occurs, it largely affects various stakeholders. This study aims …
Gis Mapping Evaluation Of Stroke Service Areas In Bangkok Using Emergency Medical Services, Kiatirat Sreemongkol
Gis Mapping Evaluation Of Stroke Service Areas In Bangkok Using Emergency Medical Services, Kiatirat Sreemongkol
Chulalongkorn University Theses and Dissertations (Chula ETD)
Nowadays, stroke is the leading cause of death in Thailand. Patients must be treated within 4.5 hours from symptom onset to increase recovery rate. Time is therefore a critical factor of the success or failure of the treatments. The objective of this research is to investigate the service coverage of various healthcare centers through current Emergency Medical Services (EMS) in Bangkok. To get service coverages for Stroke in Bangkok, the updated speed of the traffic and the amount of time it takes for each mode of transport for the pre-hospital stroke process are collected and examined using GIS mapping. The …
The Healthcare Information For Patient Referral, Veerawan Aumpanseang
The Healthcare Information For Patient Referral, Veerawan Aumpanseang
Chulalongkorn University Theses and Dissertations (Chula ETD)
Despite the cooperative sharing of Health Information Exchange (HIE), various distinct limitations and barriers are found, i.e., substantial time and resources are being used to achieve health information. This paper aims to investigate the limits of healthcare information sharing policy implementation and assorts the critical and shareable set of relevant healthcare information to patient referral systems in Thailand. Mixed-methods research methodology, both quantitative and qualitative mechanisms are conducted. The study results present the correlation between the current healthcare information exchange among the hospitals in patient referral systems and the limitations of implementing the HIE policy composed of technical, economic, political, …