Matches in SemOpenAlex for { <https://semopenalex.org/work/W2741869203> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W2741869203 abstract "This study contributes to the literature of stock market efficiency by examining the weak-form efficient hypothesis for Thai stock market, especially after the subprime mortgage crisis in which the restricted financial policies issued by Thai government has been implemented. Thus, the full sample and sub-sample windows covering pre- and post-subprime financial crisis periods are investigated. The newly developed multiple variance ratio tests based on the wild bootstrap together with the Lo-MacKinlay and the Chow-Denning variance ratio tests are employed for testing the hypothesis. In addition, sub-indices based upon market capitalisation are categorised for further investigation on the impact of firm-sized on efficiency. The results reveal that, for the market level, the Stock Exchange of Thailand exhibits the market efficiency during the period of pre- and post-subprime mortgage crisis. For the sub-indices point of view, however, the small-capitalisation index provides some evidences against a weak-form efficiency." @default.
- W2741869203 created "2017-08-08" @default.
- W2741869203 creator A5021343398 @default.
- W2741869203 creator A5047451596 @default.
- W2741869203 date "2018-01-01" @default.
- W2741869203 modified "2023-09-27" @default.
- W2741869203 title "Does market capitalization matters? Tests of weak-form efficient market hypothesis for Thai stock market" @default.
- W2741869203 doi "https://doi.org/10.1504/ijmef.2018.10006626" @default.
- W2741869203 hasPublicationYear "2018" @default.
- W2741869203 type Work @default.
- W2741869203 sameAs 2741869203 @default.
- W2741869203 citedByCount "1" @default.
- W2741869203 countsByYear W27418692032019 @default.
- W2741869203 crossrefType "journal-article" @default.
- W2741869203 hasAuthorship W2741869203A5021343398 @default.
- W2741869203 hasAuthorship W2741869203A5047451596 @default.
- W2741869203 hasConcept C10138342 @default.
- W2741869203 hasConcept C106159729 @default.
- W2741869203 hasConcept C136764020 @default.
- W2741869203 hasConcept C139719470 @default.
- W2741869203 hasConcept C144133560 @default.
- W2741869203 hasConcept C151730666 @default.
- W2741869203 hasConcept C162324750 @default.
- W2741869203 hasConcept C185592680 @default.
- W2741869203 hasConcept C193445137 @default.
- W2741869203 hasConcept C198531522 @default.
- W2741869203 hasConcept C200870193 @default.
- W2741869203 hasConcept C2777382242 @default.
- W2741869203 hasConcept C2778300220 @default.
- W2741869203 hasConcept C2780299701 @default.
- W2741869203 hasConcept C2780762169 @default.
- W2741869203 hasConcept C29368100 @default.
- W2741869203 hasConcept C2985330422 @default.
- W2741869203 hasConcept C41008148 @default.
- W2741869203 hasConcept C43617362 @default.
- W2741869203 hasConcept C556758197 @default.
- W2741869203 hasConcept C86803240 @default.
- W2741869203 hasConceptScore W2741869203C10138342 @default.
- W2741869203 hasConceptScore W2741869203C106159729 @default.
- W2741869203 hasConceptScore W2741869203C136764020 @default.
- W2741869203 hasConceptScore W2741869203C139719470 @default.
- W2741869203 hasConceptScore W2741869203C144133560 @default.
- W2741869203 hasConceptScore W2741869203C151730666 @default.
- W2741869203 hasConceptScore W2741869203C162324750 @default.
- W2741869203 hasConceptScore W2741869203C185592680 @default.
- W2741869203 hasConceptScore W2741869203C193445137 @default.
- W2741869203 hasConceptScore W2741869203C198531522 @default.
- W2741869203 hasConceptScore W2741869203C200870193 @default.
- W2741869203 hasConceptScore W2741869203C2777382242 @default.
- W2741869203 hasConceptScore W2741869203C2778300220 @default.
- W2741869203 hasConceptScore W2741869203C2780299701 @default.
- W2741869203 hasConceptScore W2741869203C2780762169 @default.
- W2741869203 hasConceptScore W2741869203C29368100 @default.
- W2741869203 hasConceptScore W2741869203C2985330422 @default.
- W2741869203 hasConceptScore W2741869203C41008148 @default.
- W2741869203 hasConceptScore W2741869203C43617362 @default.
- W2741869203 hasConceptScore W2741869203C556758197 @default.
- W2741869203 hasConceptScore W2741869203C86803240 @default.
- W2741869203 hasLocation W27418692031 @default.
- W2741869203 hasOpenAccess W2741869203 @default.
- W2741869203 hasPrimaryLocation W27418692031 @default.
- W2741869203 hasRelatedWork W1963569934 @default.
- W2741869203 hasRelatedWork W1969030014 @default.
- W2741869203 hasRelatedWork W1984702484 @default.
- W2741869203 hasRelatedWork W2055927667 @default.
- W2741869203 hasRelatedWork W2069743109 @default.
- W2741869203 hasRelatedWork W2084154100 @default.
- W2741869203 hasRelatedWork W2123414117 @default.
- W2741869203 hasRelatedWork W2265834773 @default.
- W2741869203 hasRelatedWork W2276630908 @default.
- W2741869203 hasRelatedWork W2285747626 @default.
- W2741869203 hasRelatedWork W2337626294 @default.
- W2741869203 hasRelatedWork W2368184646 @default.
- W2741869203 hasRelatedWork W2398101223 @default.
- W2741869203 hasRelatedWork W2467729206 @default.
- W2741869203 hasRelatedWork W2775298723 @default.
- W2741869203 hasRelatedWork W2978681547 @default.
- W2741869203 hasRelatedWork W30715564 @default.
- W2741869203 hasRelatedWork W3105846292 @default.
- W2741869203 hasRelatedWork W3153097349 @default.
- W2741869203 hasRelatedWork W89160904 @default.
- W2741869203 isParatext "false" @default.
- W2741869203 isRetracted "false" @default.
- W2741869203 magId "2741869203" @default.
- W2741869203 workType "article" @default.