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Wandita Kongpiam. Price limit changes and market quality in the Stock Exchange of Thailand. Master's Degree(Finance). Thammasat University. Thammasat University Library. : Thammasat University, 2020.
Price limit changes and market quality in the Stock Exchange of Thailand
Name: Wandita Kongpiam
keyword:
Price limit
;
SET100
Abstract:
In order to stabilize the market and curb the excessive volatility during the market crisis event, many policymakers decided to launch the measure of adjusting price limit and circuit breaker level. To prove the effectiveness of this policy, this study will examine the relationships between price limit changes and the market quality in the Stock Exchange of Thailand (SET) during the COVID-19 situation. The main results indicate that after the price limit changes from 18th March 2020 to 30th September 2020, the intraday volatility increases significantly in SET50. Interestingly, the opposite direction can be observed in SET51-100 stocks, which means the policy will be effective in stocks with less market capitalization and higher volatility stock. For the market depth, both stocks in SET50 and SET51-100 are decreased significantly
Thammasat University. Thammasat University Library
Address:
BANGKOK
Email:
preserv@tu.ac.th
Name: Wasin Siwasarit
Role:
advisor
Created:
2020
Modified:
2022-12-27
Issued:
2022-12-27
วิทยานิพนธ์/Thesis
application/pdf
eng
DegreeName: Master of Science
Level: Master's Degree
Descipline: Finance
Grantor: Thammasat University
©copyrights Thammasat University
RightsAccess:
ใช้เวลา
0.028615 วินาที
Wandita Kongpiam
| Title | Contributor | Type |
|---|---|---|
| Price limit changes and market quality in the Stock Exchange of Thailand
มหาวิทยาลัยธรรมศาสตร์ Wandita Kongpiam | Wasin Siwasarit | วิทยานิพนธ์/Thesis |
Wasin Siwasarit