A copula-based stochastic frontier model and efficiency analysis: Evidence from stock exchange of Thailand
© Springer International Publishing AG 2016. This study applies the concept of stochastic frontier model (SFM) to estimate stock efficiencies of the top 50 companies with the highest market capitalization in the Stock Exchange of Thailand (SET50). We decompose the actual return deviation from its ex...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006074139&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42196 |
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| Institution: | Chiang Mai University |
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