在2008年金融危機影響金融公司在泰國 證券交易所的股票價格的因素

CCUR > College of Business > Department of Business Administration & Graduate Institute of International Business Administration > Thesis > Item 987654321/29912

Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/29912

Title:	在2008年金融危機影響金融公司在泰國證券交易所的股票價格的因素 Factors affecting stock prices of financial firms in stock exchange of Thailand during 2008 financial crisis
Authors:	周濤 Narongrid, Pomsua
Contributors:	國際企業管理學系
Keywords:	event study macroeconomic variables specific variables multiple regression
Date:	2015-06
Issue Date:	2015-07-09 15:42:22 (UTC+8)
Abstract:	Thailand once was affected by Asian Financial Crisis many banks and financial institutions were shut down. In 2008 here came the US crisis, will Thai banks and financial sector handle this situation is an interesting question. Therefore, this paper uses an event study methodology to investigate the relationship among macroeconomic variables (exchange rate, inflation rate, and repurchase rate), specific variables (return on assets, growth rate, market capital, cash dividend, cash flow from operating, independent board of directors), and the returns of Thai financial industry especially banking sector during US crisis. This study employs a sample of 45 companies listed in Stock Exchange of Thailand in 2008. The correlation and multiple regression have been used. The results shows a positive correlation between growth rate and stock returns, while a negative correlations are found on return on assets (ROA). Though it is a small sample size, some relevant changes or modifications can be implemented for future research to obtain better results.
Appears in Collections:	[Department of Business Administration & Graduate Institute of International Business Administration ] Thesis

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	265	View/Open

View Licence

Loading...