Abstract:
The purpose of this thesis is to study the trends of traded volume and price of securities, and to analyze the correlation of 'traded volume, dividend yield and degree of risk. The thesis consists of six chapters as follow: Chapter 1 states objectives and scope of the study as well as the benefit derived therefrom. Chapter 2 describes the development and activities of the securities Exchange of Thailand which includes an overview of the security market, number of listed and authorized companies, number of listed and authorized securities, benefit obtained as listed company, and over-all performance of members of the Securities Exchange of Thailand. Chapter 3 gives a detailed description of securities types and factors affecting traded volume and price changes of common stocks. Chapter 4 evaluates the traded volume and price change of common stocks in the Securities Exchange of Thailand. The highlight of the chapter is to study the movement of selected "companies which have the highest regularly traded volume. Chapter 5 is a statistical analysis of the effects of the traded volume91 dividend yield and degree of risk as the essential factors determining the prices of common stocks of selected companies Chapter 6 presents conclusions and recommendations of the present study.