แจ้งเอกสารไม่ครบถ้วน, ไม่ตรงกับชื่อเรื่อง หรือมีข้อผิดพลาดเกี่ยวกับเอกสาร ติดต่อที่นี่ ==>
หากไม่มีอีเมลผู้รับให้กรอก thailis-noc@uni.net.th
หากไม่มีอีเมลผู้รับให้กรอก thailis-noc@uni.net.th
Visarut Pugdeepunt. Corporate governance and Fama-French five-factor : evidence from Stock Exchange of Thailand. Master's Degree(Finance). Thammasat University. Thammasat University Library. : Thammasat University, 2016.
Corporate governance and Fama-French five-factor : evidence from Stock Exchange of Thailand
Name: Visarut Pugdeepunt
keyword:
Fama-french
LCSH:
Corporate governance
LCSH:
Stock price forecasting
LCSH:
Stock exchanges
-- Forecasting
Abstract:
Corporate governance is one of the fundamental tools to ensure that a firm has suitable governance and to reduce principal-agent problems. The Fama-French fivefactor model, consisting of market return, size-effect, value-effect, profitability-effect and investment-effect, is used to determine the abnormal return with governance level portfolio scores evaluated by Thai-IOD. The results indicate that the poor or unscored governance firms have the abnormal return of 9.88 percent annually during sample period. This is significantly higher than the abnormal return for firms with higher governance scores
Thammasat University. Thammasat University Library
Address:
BANGKOK
Email:
preserv@tu.ac.th
Name: Sakkakom Maneenop
Role:
advisor
Created:
2016
Modified:
2021-06-14
Issued:
2021-06-14
วิทยานิพนธ์/Thesis
application/pdf
eng
DegreeName: Master of Science
Level: Master's Degree
Descipline: Finance
Grantor: Thammasat University
©copyrights Thammasat University
RightsAccess:
ใช้เวลา
0.03098 วินาที
Visarut Pugdeepunt
| Title | Contributor | Type |
|---|---|---|
| Corporate governance and Fama-French five-factor : evidence from Stock Exchange of Thailand
มหาวิทยาลัยธรรมศาสตร์ Visarut Pugdeepunt | Sakkakom Maneenop | วิทยานิพนธ์/Thesis |
Sakkakom Maneenop