Suthawan Prukumpai

Kasetsart University - Department of Accounting, Faculty of Business Administration

Lecturer

Thailand

SCHOLARLY PAPERS

5

DOWNLOADS

469

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Stock Market Integration and Portfolio Diversifications in the ASEAN Economic Community (AEC): A Thai Perspective

Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 25 Posted: 16 Feb 2014
Yuthana Sethapramote, Suthawan Prukumpai and Anucha Kaewju
National Institute of Development Administration, School of Development Economics, Kasetsart University - Department of Accounting, Faculty of Business Administration and National Institute of Development Administration
Downloads 165 (196,931)

Abstract:

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International Portfolio Diversification, ASEAN Economic Community, DCC-GARCH

2.

Evaluation of Value-at-Risk Estimation Using Long Memory Volatility Models: Evidence from Stock Exchange of Thailand

Number of pages: 19 Posted: 15 Feb 2014
Yuthana Sethapramote, Suthawan Prukumpai and Tiwa Kanyamee
National Institute of Development Administration, School of Development Economics, Kasetsart University - Department of Accounting, Faculty of Business Administration and National Institute of Development Administration
Downloads 150 (213,475)

Abstract:

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Value-at-Risk, Long Memory Process, FIGARCH, Stock Exchange of Thailand

3.

Sustainable Development and Firm Performance: Evidence from Thailand

Number of pages: 8 Posted: 23 Jan 2017
Polwat Lerskullawat and Suthawan Prukumpai
Kasetsart University and Kasetsart University - Department of Accounting, Faculty of Business Administration
Downloads 66 (369,493)

Abstract:

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Sustainable Development, Firm Performance, Stock Exchange of Thailand

4.

Long-Horizon Returns Predictability and Structural Break in Stock Exchange of Thailand

Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 35 Posted: 16 Feb 2014
Suthawan Prukumpai
Kasetsart University - Department of Accounting, Faculty of Business Administration
Downloads 58 (394,252)

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Long-horizon predictability, structural break, Stock Exchange of Thailand

5.

Tests of the Ohlson Model in Thailand: A Fractional Cointegration Approach

Number of pages: 14 Posted: 08 Feb 2017
Suthawan Prukumpai and Yuthana Sethapramote
Kasetsart University - Department of Accounting, Faculty of Business Administration and National Institute of Development Administration, School of Development Economics
Downloads 30 (507,826)

Abstract:

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Residual income, The Ohlson model, Fractional cointegration, Stock Exchange of Thailand