Thammasat Business School
2 Prachan Rd.
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Short-sale constraints, Stock returns, Cost of capital, International finance
Asset pricing, multi-factor models, size, book-to-market, momentum, liquidity factor
Conditional skewness, conditional volatility, predicting skewness and volatility, aggregate market returns, international finance
Conditional skewness, Conditional Volatility, Predicting Skewness, Aggregate market returns, International finance
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