The Asian crisis and calendar effects on stock returns in Thailand

European Journal of Operational Research

Volumn 163, Issue 1, 2005, Pages 242-252

  Holden, Ken ^a   Thompson, John ^a   Ruangrit, Yuphin ^b  

^a LIVERPOOL JOHN MOORES UNIVERSITY   (United Kingdom)

^b BANK OF THAILAND   (Thailand)

Author keywords

Asian crisis; Calendar effects; GARCH models; Thai Stock Market

Indexed keywords

BEHAVIORAL RESEARCH; DATA REDUCTION; INDUSTRIAL ECONOMICS; MARKETING; MATHEMATICAL MODELS; PARAMETER ESTIMATION;

ASIAN CRISIS; CALENDER EFFECTS; GARCH MODELS; THAI STOCK MARKET, THAILAND;

INVENTORY CONTROL;

EID: 9944222429     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2004.01.015     Document Type: Conference Paper

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