Return and Volatility Spillover between SET50 index and SET50 index Futures

Predicting Thailand Negative GDP Output Gap with Financial Variables

Does Simple Pair Trading still work within Thailand?

Residual Momentum with Liquidity Factor Evidence from Stock Exchange of Thailand (SET) and Market for Alternative investment (MAI)

Assessing the Price Effects of Government Bond Auctions: Evidence from Thailand

Strategic Asset Allocation for Long-Term Investors (Parameter Uncertainty and Prior Information): Evidence from Thailand

The Effect of Leverage Mimicking Portfolios in Explaining Stock Returns: Evidence from Thailand

The Effect of Trading Halts Evidence from Stock Exchange of Thailand

Liquidity Premium and Augmented Capital Asset Pricing Model: Evidence from Market for Alternative Investment (MAI) Thailand

Retail Investors and Equity Prices: Evidence from A Retail Dominant Emerging Market