Currency carry trade is one of famous currency speculation strategies through latest decade. Return of this strategy comes from the difference of interest rate between countries. In theoretical world, FAMA uncovered interest ...

Nowadays, Political instability is the major problem for almost every region. All of financial markets throughout the world are inevitably affected by uncertainty in politics. The political instability impacts many functions ...

This paper analyzes the impact of Fed’s and ECB’s monetary policy announcements on Thai stocks. For the Fed’s effect, I find that a 1% unexpected cut of Fed fund rate associates with 4.25% increase in SET index. Further ...

The purpose of this paper is to examine how information uncertainty on earnings affects investor behavior in Thailand during 1996-2010. Specifically, this paper use earnings persistence as a proxy for information uncertainty, ...

The goal of this paper is to study the profitability of momentum strategy based on the timing of 52-week high price in the Stock Exchange of Thailand during the period of January 2005 to December 2015. The results show ...