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Wasawat Jirawit. The behavioral explanation of 52-week high price and momentum : evidence on SET. Master's Degree(Finance). Thammasat University. Thammasat University Library. : Thammasat University, 2014.
The behavioral explanation of 52-week high price and momentum : evidence on SET
Name: Wasawat Jirawit
keyword:
52-week high price
;
Momentum
LCSH:
Investment analysis
-- Thailand
;
SET
Abstract:
This paper studies behavioral explanation of 52-week high price and momentum. Unlike most of previous researches on 52-week high price momentum strategy, this paper construct portfolio with measurement which can capture recency bias. In addition, this paper also provides more behavioral explanation not only anchor adjustment bias but also recency bias and interaction of them. According to objective of study, this paper examines further the role controlling recency measurement to 52 week high price momentum. It will shed more light for momentum anomaly in Stock Exchange of Thailand (SET)
Thammasat University. Thammasat University Library
Address:
BANGKOK
Email:
preserv@tu.ac.th
Role:
advisor
Created:
2014
Modified:
2021-12-29
Issued:
2021-12-29
วิทยานิพนธ์/Thesis
application/pdf
eng
DegreeName: Master of Science
Level: Master's Degree
Descipline: Finance
Grantor: Thammasat University
©copyrights Thammasat University
RightsAccess:
ใช้เวลา
0.019241 วินาที
Wasawat Jirawit
| Title | Contributor | Type |
|---|---|---|
| The behavioral explanation of 52-week high price and momentum : evidence on SET
มหาวิทยาลัยธรรมศาสตร์ Wasawat Jirawit | Chaiyuth Padungsaksawasdi | วิทยานิพนธ์/Thesis |
Chaiyuth Padungsaksawasdi