Sachapon Tungsong

Thammasat University - Thammasat Business School

Lecturer in Finance

2 Prachan Road

Pra Nakorn

Bangkok, Bangkok 10200

Thailand

SCHOLARLY PAPERS

4

DOWNLOADS

535

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Investment Model Uncertainty and Fair Pricing

Number of pages: 44 Posted: 28 May 2008
Cornelis A. Los and Sachapon Tungsong
University of California at Irvine - The Paul Merage School of Business and Thammasat University - Thammasat Business School
Downloads 224 (136,266)

Abstract:

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capital market line, security market line, beta, investments, decision-making, Knightian uncertainty, robustness, information-gap, Galton's Error, real option value

2.

Index Arbitrage and Futures Pricing Efficiency: Evidence from Thailand

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 37 Posted: 23 Aug 2011 Last Revised: 15 Dec 2011
Sachapon Tungsong and Gun Srijuntongsiri
Thammasat University - Thammasat Business School and Sirindhorn International Institute of Technology, Thammasat University
Downloads 164 (181,222)
Citation 1

Abstract:

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Index arbitrage, Liquidity, Exchange-traded fund, Index futures, Stock Exchange of Thailand

3.

Contagion in the ASEAN Interbank Market: Before and after the ASEAN Economic Community (AEC)

Number of pages: 23 Posted: 01 Feb 2013
Sachapon Tungsong
Thammasat University - Thammasat Business School
Downloads 97 (270,256)

Abstract:

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banks, contagion, financial system, ASEAN, AEC

4.

The Effect of Family Ownership on Corporate Hedging: The Case of Thailand

Number of pages: 18 Posted: 15 Sep 2016
Sachapon Tungsong and Pornsit Jiraporn
Thammasat University - Thammasat Business School and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 50 (388,114)

Abstract:

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Family Ownership, Family Control, Hedging, Risk Management, Emerging Markets