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Buppachart Sriwaro. The effect of investor sentiment on property fund returns: evidence from Thailand. Master's Degree(Finance). Thammasat University. Thammasat University Library. : Thammasat University, 2017.
The effect of investor sentiment on property fund returns: evidence from Thailand
Name: Buppachart Sriwaro
keyword:
Property funds
Abstract:
This paper studies the impact of investor sentiment on property fund returns by adding change in closed-end fund discounts as a proxy for shifts in investor sentiment to property fund return generating process. We predict that the fluctuation in investor sentiment negatively affects property fund returns. Consistent with this investor sentiment hypothesis, we find that change in discounts on closed-end funds has negative comovement with excess return on property fund. When investors are pessimistic, property fund returns become lower.
Thammasat University. Thammasat University Library
Address:
BANGKOK
Email:
preserv@tu.ac.th
Name: Pailin Trongmateerut
Role:
advisor
Created:
2017
Modified:
2021-04-27
Issued:
2021-04-27
วิทยานิพนธ์/Thesis
application/pdf
eng
DegreeName: Master of Science
Level: Master's Degree
Descipline: Finance
Grantor: Thammasat University
©copyrights Thammasat University
RightsAccess:
ใช้เวลา
0.037831 วินาที
Buppachart Sriwaro
| Title | Contributor | Type |
|---|---|---|
| The effect of investor sentiment on property fund returns: evidence from Thailand
มหาวิทยาลัยธรรมศาสตร์ Buppachart Sriwaro | Pailin Trongmateerut | วิทยานิพนธ์/Thesis |
Pailin Trongmateerut