VaR and The Determinant of Stock Returns: Evidence from Stock Exchange of Thailand (SET)

Expiration Day Effect from Stock Index Futures on Its Underlying: Using Empirical Evidence from The SET50 Thailand

Investor' Reaction to Earning News Announcement: Evidence on Thai Stock Market

An Arbitrage Opportunity in Thai Gold Futures Markets

Integrating Artificial Neural Network for Value at Risk Calculation: Evidence from Thai Stock Index

Collateral Valuation in Clearing and Settlement System Using CVaR Model under EVT Framework : Evidence from Thailand and Singapore Markets

International Portfolio Diversification Using CVaR Model : Thailand’s Perspective

Price Discovery and Price-Volume Relationship in the Gold Futures Market: Evidence from Thailand

Share Performance and Profit Efficiency of Thai Banks

Do Interest Rate and Exchange Rate Derivative Activities Purpose of International Commercial Bank in Thailand are The Same As Local Bank or Their Home