evidence from SET50 index futures

Determinants of investor behavior in SET50 index futures and ...

Moreover, the proportion of foreign investors shows a positive relationship with speculative investor behavior at SET50 index futures market. There is an ...

(PDF) Determinants of investor behavior in SET50 index futures and ...

... SET50 index futures and options markets: Evidence from Thailand Futures Exchange | Find, read and cite all the research you need on

Analysis of SET50 Index, SET 50 Index Futures and THAIDEX SET50

He finds. Page 6. Journal of Applied Economic Sciences the evidence to support the notion that large portion of price discovery occurs in the futures market and.

A box spread test of the SET50 index options market efficiency

A box spread test of the SET50 index options market efficiency : evidence from the Thailand futures exchange · The effect of new futures contracts on gold ...

Determinants of investor behavior in SET50 index futures and ...

... SET50 index futures and options markets: Evidence from Thailand Futures Exchange. Abstract. This study provides a new empirical evidence to demonstrate the ...

evidence from SET50 index futures - TU Digital Collections

FUTURES TRADING ACTIVITY AND INDEX PRICE. VOLATILITY: EVIDENCE FROM SET50 INDEX FUTURES. YANISA CHETCHATREE. UNIVERSITY. HAMMASATA. ล่า e. MASTER OF SCIENCE. IN ...

Evidence from the Thailand Futures Exchange - EconJournals.com

A Box Spread Test of the SET50 Index Options Market Efficiency: Evidence ...

A Box Spread Test of the SET50 Index Options Market Efficiency

Woradee Jongadsayakul, 2016. "A Box Spread Test of the SET50 Index Options Market Efficiency: Evidence from the Thailand Futures Exchange," International ...

Optimal Positioning in Thailand's Spot and Future Market

Linear and Non-linear Granger Causality: Evidence from the U.K. Stock Index Futures Market. ... Lead-Lag Relationship and Mispricing in SET50 Index Cash and ...

Determinants of Violations in the SET50 Index Options Pricing ...

Although SET50 Index Options, the only option product on Thailand Futures Exchange, has been traded since October 29, 2007, it has faced the liquidity problem.

SET50 Index Futures Quote - TFEX : Thailand Futures Exchange

Market Data ; SET50 Futures ; S50X24. Nov 24, 937.4 ; S50Z24. tag-most-active-mobile. Dec 24, 936.2 ; S50F25. Jan 25, 933.6 ...

(PDF) SET50 Index Futures for Investors - ResearchGate

The key characteristics of futures that are based on the SET50 Index, a financial institution that is a member of TFEX, that accepts trading orders.

Analysis of SET50 Index, SET 50 Index Futures and THAIDEX ...

... SET50 Index (cash index), SET50 Index Futures (futures index) and ThaiDex SET50 (exchange traded fund) ... stock index futures: Early evidence from Korea · J. Min ...

SET50 Index Futures Contract Specification - TFEX

SET50 Index Futures ; Contract Multiplier, THB 200 per index point ; Contract Months, 3 nearest consecutive months plus the next 3 quarterly months ; Price ...

The Impact of Futures Market on Spot Price Volatility, and Market ...

using three sets of daily SET50 stock index data, ranging from January 2000 to April 2018. The results reveal that Thai futures market does not induce spot ...

Trading Volume and Returns Relationship in SET50 Index Futures

and Laptrapes (1990) by examining how well the GARCH effect in market returns were explained by market volume by using data of the New York Stock Exchange ...

A Box Spread Test of the SET50 Index Options Market Efficiency

The future payment of KH−KL from options is offset by the amount of investment return as shown in Table 2. 3. DATA AND METHODOLOGY. This study investigates the ...

A Box Spread Test of the SET50 Index Options - ProQuest

A Box Spread Test of the SET50 Index Options Market Efficiency: Evidence from the Thailand Futures Exchange · Abstract.

The impacts of Volatility Spread and Timing on writing non

All data is from the Thailand Futures Exchange obtained from The Stock. Exchange of Thailand contains quoted prices for contracts of the SET 50 Index. (SET50) ...

A Box Spread Test of the SET50 Index Options Market Efficiency

A Box Spread Test of the SET50 Index Options Market Efficiency: Evidence from the Thailand Futures Exchange ... Related works: This item may be ...