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Browsing Acctn - Theses by Title

Browsing Acctn - Theses by Title

Now showing items 1-20 of 919

A comparison of imbalanced data handling methods for pre-trained model in multi-label classification of stack overflow

Arisa Umparat (Chulalongkorn University, 2022)

Tag classification is essential in Stack Overflow. Instead of combining through pages or replies of irrelevant information, users can easily and quickly pinpoint relevant posts and answers using tags. Since User-submitted ...
A lead-lag relationship between price premium and NAV in property fund and REIT

Nithikorn Piskanok (Chulalongkorn University, 2017)

Property fund and real estate investment trust (REIT) play an important role in asset allocation since it increases risk-adjusted return and diversifies portfolio risk. However, in stock market, price of property fund and ...
A neural network-based method for solving a dynamic investment and consumption problem with transaction costs and stochastic volatility

Kittipong Noonoi (Chulalongkorn University, 2019)

Optimal investment and consumption problem with proportional transaction costs known as Davis \& Norman problem is a challenging portfolio free-boundary problem to solve. According to the HJB equation, see Davis and Norman ...
A reinforcement learning model for lending problems with limited budget and insufficient data

Radaporn Autravisittikul (Chulalongkorn University, 2019)

Traditional lending policy requires sufficient data for making lending decisions, therefore, some small companies could not access to the fund. In this study, we propose a decision making model that can decide whether to ...
A study of auditors' judgement when taking management's perspective on management discussion and analysis

Wattanachai Sangsuwan (Chulalongkorn University, 2023)

This experimental research examines the effect of management’s perspective on auditors’ judgment when they review management discussion and analysis (MD&A). This study predicts that prompting management’s perspective would ...
A STUDY OF THE EFFECT OF DARK POOL USING MARKET SIMULATION

Wasin Surarak (Chulalongkorn University, 2017)

This paper extend a limit order book model of security trading from Goettler, et al. (2005) by adding a dark pool which does not publicly display trading orders. This model is a sequential game with risk-neutral traders. ...
Accounting conservatism and controlling shareholder characteristics : an empirical evidence from Thailand

Kiatniyom Kuntisook (Chulalongkorn University, 2008)

This paper examines the effects of controlling shareholder (“CS”) characteristics on financial reporting conservatism. This study extends the Basu (1997) model to examine the link between accounting conservatism and ...
ACCOUNTING CONSERVATISM AND FUTURE INVESTMENT OPPORTUNITIES

Sirada Nuanpradit (Chulalongkorn University, 2014)

This research investigates the relationships between accounting conservatism, captured using the timelier recognition of economic losses and future investment opportunities, and the mediating role of the implied costs of ...
Accrual-based earnings management and real earnings management around two key corporate governance regulatory regime changes in Thailand

Noor Nayeem Hasnat Farhan (Chulalongkorn University, 2022)

Two major corporate governance-related regulatory changes, one in 1999 and one in 2008, were implemented as a means to increase the independence of boards of directors of public companies in Thailand. I study whether each ...
Accruals by going public firms

Kornchanok Pesprasert (Chulalongkorn University, 2012)

This thesis studies the level of discretionary accruals of Thai IPO firms both prior and post-IPO years. It provides evidence that Thai IPO firms, on average, utilize higher discretionary accruals during pre-IPO than ...
Acquirers' overconfidence : evidence from analysis' forecast

Jindara Chalermchavalit (Chulalongkorn University, 2006)

To provide an empirical evidence on the ultimate wealth effect of acquirers' overconfidence. Two important findings emerge. Firstly, merger and acquisition activities are value-creating investments for acquirer shareholders ...
AN ALTERNATIVE METHOD TO IDENTIFY INFORMED TRADERS IN THE STOCK EXCHANGE OF THAILAND

Natthaphong Kittisumeta (Chulalongkorn University, 2014)

This study uses the experimental findings of Bloomfield, O’Hara, and Saar (2005) as an alternative method to identify informed and uninformed traders in the Stock Exchange of Thailand. Based on a sample period from 2009, ...
An analysis of momentum strategy’s failure in Stock Exchange of Thailand

Intha Thithapand (Chulalongkorn University, 2019)

This study examines the negative return characteristic of momentum strategy, also known as momentum crashes, in Stock Exchange of Thailand from January 2001 to December 2018. This study aims to answer one main question. ...
An application of reinforcement learning to credit scoring based on the logistic Bandit framework

Kantapong Visantavarakul (Chulalongkorn University, 2022)

This study applies reinforcement learning to credit scoring by using the logistic bandit framework. The credit scoring and the credit underwriting are modeled into a single sequential decision problem where the credit ...
An analysis of performance, persistence and flows of Thai equity funds

Chakramon Nitibhon (Chulalongkorn University, 2004)

This paper studies the performance of Thai equity funds. I find that equity funds, on average, do not provide positive and significant abnormal returns from the market, though they provide higher Sharpe measures. The ...
An analysis of short sale and speed of price adjustment : evidence from the stock exchange of Thailand

Kawin Weerawatsunthorn (Chulalongkorn University, 2012)

We examine newly emerging equity market, the Stock Exchange of Thailand (SET), since 2002 to 2009 in two main topics. First, we investigate time-of-the day short selling characteristics including short volume, short value ...
Application of fractional exponential feature to GARCH model variants for improvement in value-at-risk prediction

Chanet Saisatian (Chulalongkorn University, 2022)

This research studies about using GARCH model variants as a parametric way in estimation and prediction of daily Value-at-Risk (VaR), one of famous risk measurement especially in financial world. To cope with various ...
Are common stocks a good hedge against inflation :|bevidence from India and China

Wang, Fang (Chulalongkorn University, 2007)

This thesis provides empirical evidences on the relations of stock prices and goods prices of China and India in country level and industry level. We find negative short run relation between real stock returns and inflation ...
Assessing probabilities of default in Thai corporate bond market

Kamonwan Sujatanond (Chulalongkorn University, 2008)

This study employs the structural models i.e. Merton, Black and Cox, Longstaff and Schwartz, and reduced-form models, i.e. Jarrow and Turnbull; Constant Hazard Function model, Linear Hazard Function model and Quadratic ...
Asset pricing model parameters and infrequent trading in an emerging market

Nuntipa Sintaweewat (Chulalongkorn University, 2006)

Direct empirical evidence on the relationship between the asset pricing model parameters and infrequent trading in emerging markets seems sparse at best. This thesis provides empirical evidence on the potential impact of ...

Now showing items 1-20 of 919

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