Political Uncertainty and Financial Firm Performance: Evidence from the Thai Economy as an Emerging Market in Asia

W Trakarnsirinont, W Jitaree, WW Buachoom - Economies, 2023 - mdpi.com
This study analyzes the effects that certain political-uncertainty factors have on financial firm
performance in the Stock Exchange of Thailand (SET). The results of a panel regression …

Application of machine learning: An analysis of Asian options pricing using neural network

Z Fang, KM George - … IEEE 14th International Conference on e …, 2017 - ieeexplore.ieee.org
Pricing Asian Option is imperative to researchers, analysts, traders and any other related
experts involved in the option trading markets and the academic field. Not only trading highly …

The factors affecting stock market volatility and contagion: Thailand and South-East Asia evidence

P Khositkulporn - 2013 - vuir.vu.edu.au
In recent years, the rapid growth in cross border international portfolio investments reflects
the globalization of financial markets. The impetus for globalized financial markets initially …

Military regimes and stock market performance

S Civilize, U Wongchoti, M Young - Emerging Markets Review, 2015 - Elsevier
We examine whether military regimes harm stock market performance by investigating stock
returns in ten emerging markets under military and civilian rule. We find no evidence of …

[PDF][PDF] Structural breaks, asymmetry and persistence of stock market volatility: Evidence from post-revolution Tunisia

W Souffargi, A Boubaker - International Journal of Economics and …, 2022 - academia.edu
This paper analyses the impact of political uncertainty on the volatility of the Tunisian stock
market from November 2010 to February 2016. In particular, it examines structural breaks in …

Dynamics of political risk rating and stock market volatility

MT Suleman, J Randal - Available at SSRN 2315645, 2016 - papers.ssrn.com
In this paper we propose a framework for predicting market returns and volatility using
changes in the country's political risk. We identify the appropriate lag to calculate changes …

Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions

MU Rehman, W Ghardallou, N Ahmad, XV Vo… - Risk Management, 2024 - Springer
Our work investigates the effect of different financial, economic and political uncertainties on
US sectoral returns spanning over the period January 2000 to February 2022. We sample …

Asymmetric effect of political elections on stock returns and volatility in Malaysia

HH Lean, GP Yeap - … Efficiency and Anomalies in Asian Equity …, 2016 - taylorfrancis.com
Volatility is a fundamental issue in financial markets which has important implications for risk
management. An increase in stock market volatility leads to a large increase or decrease in …

[PDF][PDF] Do political events affect stock return volatility on Indonesian Stock Exchange

V Nurlita, P Naomi - Journal of Economics, Business & …, 2019 - pdfs.semanticscholar.org
This study has the purpose to examine the effect of political events on the volatility of stocks
traded on the Indonesia Stock Exchange (IDX). Furthermore, this study also sees whether …

Volatility spillover between Lebanese political shocks and financial market returns

H El-Chaarani - El-CHAARANI H.,(2015), Volatility Spillover …, 2015 - papers.ssrn.com
This paper examines the impact of Lebanese political news announcements on Beirut Stock
Exchange (BSE) returns and volatility from 2005 to 2014. Using a sample of (294) Lebanese …