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dc.contributor.authorjeatpongsathron, Kadesrjen_US
dc.date.accessioned2018-07-05T03:38:47Z
dc.date.available2018-07-05T03:38:47Z
dc.date.issued2018-07-05
dc.identifier.urihttp://repository.rmutp.ac.th/handle/123456789/2450
dc.descriptionการค้นคว้าอิสระ (บธ.ม.) -- มหาวิทยาลัยเทคโนโลยีราชมงคลพระนคร, 2560en_US
dc.description.abstractThe objective of this study is to examine Banking Sector’s anomaly in the Stock Exchange of Thailand (SET): The influence of Market Capitalization and P/E ratio. The study focuses on 11 stocks in banking sector from January 2012-December 2016 to tally 26,840 samples. The factors of this study are the return of these stocks, the return of SET, the market capitalization and P/E ratio of banking sector in the Stock Exchange of Thailand. The study classifies these stocks into 4 groups as following - Low market capitalization group - High market capitalization group - Low P/E ratio group - High P/E ratio group The multiple linear regressions with Ordinary Least Squares (OLS) are used in analysis at the statistically significant level of 0.1. The result shows that all 4 groups do not have statistical relationship with the return of banking sector in SET. The conclusion of this study is that there is no anomaly of banking sector from the influences of market capitalization and P/E ratio.en_US
dc.description.sponsorshipRajamangala University of Technology Phra Nakhonen_US
dc.language.isothen_US
dc.subjectmarket anomalyen_US
dc.subjectmarket capitalizationen_US
dc.subjectP/E ratioen_US
dc.titleA study of banking sector’s anomaly in the stock exchange of Thailand (SET): the influence of market capitalization and P/E ratioen_US
dc.typeIndependent Studyen_US
dc.contributor.emailauthorarit@rmutp.ac.then_US


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