Price effect of SET 50 stock from inclusion and exclusion
Thamatit Sakunwanit
Abstract:Maximize profit is�the main goal for investor or securities manger. The study of price effect of included or excluded stock will be beneficial for them, in order to choose investment strategy or planning. In this paper, the market model method was constructed with financial�data between�2010 to�2020 from Stock Exchange of Thailand and Investing.com.�The results of the study are consistent with the previous studies. The AAR increase at the around announcement and effective date for inclusion but decrease for ex… Show more
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