| Author | Praphop Anantakoon |
| Call Number | AIT RSPR no.SM-06-81 |
| Subject(s) | Stock exchanges--Thailand
|
| Note | A research study submitted in pa1tial fulfillment of the requirements for the
degree of Master of Business Administration |
| Publisher | Asian Institute of Technology |
| Series Statement | Research studies project report ; no. SM-06-81 |
| Abstract | Investors invest in the stock market for varied reasons ranging from saving to tax-sheltering. However the ultimate objective is the expectation of the return of investment. On contrary, there are many factors that drive the stock return in the stock market. The stock return per definition is measured by the total return, including both stock price change and dividend payment, representing the overall return of shareholder over a given period. The mechanism behind the stock return in each market is varied. There are both emotional and rational factors involving in the price change and company earning and dividend The research would want to find the factors that drive the stock return in the Stock market of Thailand (SET) by using statistical technique. The hypothesis assumed that there are logical and rational explanatory variables that influence the market performance. The research selected the variables based on several empirical studies from both international and Thailand experiences. Among the potential factors are Market capitalization and essential financial ratios. To find such significant relationship a statistical tool like multiple regression test were conducted to test among several independent variables against the dependent variable (the total stock return). The outcome and output of the research would provide the lesson learnt for the factor that contributing to the return in Thailand stock market comparing with the international experiences |
| Year | 2006 |
| Type | Research Study Project Report (RSPR) |
| School | School of Management (SOM) |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Master of Business Administration (MBA) (Publication code=SM) |
| Chairperson(s) | Kouwenberg, Roy; |
| Examination Committee(s) | Donyaprueth Krairit ;Amoussou-Guenou, Roland ; |
| Degree | Research Studies Project Report (M. BA.) - Asian Institute of Technology, 2006 |