Pairs Trading with Markov Regime Switching in Energy Futures Market

Alternative Model to Evaluate Selectivity and Timing Performance of Mutual Fund Managers: Evidence in Thailand

The Relation between Corporate Social and Financial Performance in Asian Markets

Expected Volatility, Unexpected Volatility and The Cross-Section of Expected Stock Returns: Evidence from Thailand

The Determinants of Bank Margins in Thai Banking

Measuring Risk Appetite of Thai Banks and The Relationship with Macroeconomic Conditions

Disposition Effect in Securities Trading: Evidence from Thai Stock Market

The 52-Week High Momentum Investing Strategy: Evidence on SET

Tracking Error Versus Co-integration Models for Index Tracking and Market Neutral Strategies: Empirical Evidence from Thai Stock Market

The Dynamic of Bond Yield Spread around TheRevision of Rating Date: Evidence from Thailand