An empirical investigation of bubble and contagion effects in the Thai stock market

This thesis examines stock price bubbles in the Stock Exchange of Thailand (SET) from its establishment in April 1975 until December 2012 using regime-switching bubble models, on the main aggregated market index, called the SET Index, and several disaggregated stock indices by industrial sector. The...

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Bibliographic Details
Main Author: Jumpon Kluaymai-Ngarm
Format: Default Thesis
Published: 2016
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