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M.(2010)。Weather effects on the returns and volatility of the Shanghai stock market。Physica A: Statistical Mechanics and Its Applications，389(1)，91-99。 | | 30. | Khanthavit, A.(2017)。Instrumental-variable estimation of Bangkok-weather effects in the stock exchange of Thailand。Asian Academy of Management Journal of Accounting and Finance，13(1)，83-111。 | | 31. | Khanthavit, A.(2018)。Investors' weather-related moods and the stock market。Human Behavior, Development and Society，19，7-15。 | | 32. | Khanthavit, A.(2019)。Weather, investor sentiment, and stock returns in the Stock Exchange of Thailand。ABAC Journal，39(1)，1-14。 | | 33. | Khanthavit, A.(2020)。Weather-induced moods and stock-return autocorrelation。Zagreb International Review of Economics and Business，23(1)，19-33。 | | 34. | McMorris, T.、Swain, J.、Smith, M.、Corbett, J.、Delves, S.、Sale, C.、Harris, R. C.、Potter, J.(2006)。Heat stress, plasma concentrations of adrenaline, noradrenaline, 5-hydroxytryptamine and cortisol, mood state and cognitive performance。International Journal of Psychophysiology，61(2)，204-215。 | | 35. | Salib, E.、Sharp, N.(2002)。Relative humidity and affective disorders。International Journal of Psychiatry in Clinical Practice，6(3)，147-153。 | | 36. | Sandvik, H.(2008)。Public concern over global warming correlates negatively with national wealth。Climatic Change，90(3)，333-341。 | | 37. | Schmittmann, Jochen M.、Pirschel, Jenny、Meyer, Steffen、Hackethal, Andreas(2015)。The impact of weather on German retail investors。Review of Finance，19(3)，1143-1183。 | | 38. | Sharp, F. R.、Bernaudin, M.(2004)。HIF1 and oxygen sensing in the brain。Nature Reviews Neuroscience，5(6)，437-448。 | | 39. | Wermers, Russ(1999)。Mutual Fund Herding and the Impact on Stock Prices。Journal of Finance，54(2)，581-622。 | | 40. | Lee, Wayne Y.、Jiang, Christine X.、Indro, Daniel C.(2002)。Stock Market Volatility, Excess Returns, and the Role of Investor Sentiment。Journal of Banking & Finance，26(12)，2277-2299。 | | 41. | Akaike, Hirotsugu(1974)。A new look at the statistical model identification。IEEE Transactions on Automatic Control，19(6)，716-723。 | | 42. | Rogers, L. C. G.、Satchell, S. E.(1991)。Estimating variance from high, low and closing prices。The annals of applied probability，1(4)，504-512。 | | 43. | Doyle, J. R.、Chen, C. H.(2009)。The Wandering Weekday Effect in Major Stock Markets。Journal of Banking & Finance，33(8)，1388-1399。 | 會議論文| 1. | Black, F.(1976)。Studies of stock price volatility changes。The 1976 Meeting of Business and Economic Statistics Section。American Statistical Association。177-181。 | 圖書| 1. | Enders, W.(2015)。Applied Econometric Time Series。New York, NY：John Wiley and Sons。 | | 2. | Griffiths, W.、Lütkepohl, H.(1990)。Confidence Intervals for Impulse Responses from VAR Models: A Comparison of Asymptotic Theory and Simulation Approaches。New South Wales：University of New England。 | 其他| 1. | (20150401)。SET, together with brokers, the Thai chamber of commerce and board of trade of Thailand, and the federation of Thai industries initiated new frontier roadshow. Forty thousand, new investors were targeted，https://www.dropbox.com/s/pzuecipcyl3yqxu/STOCK%20NEWS%20ONLINE.pdf?dl=0。 | 圖書論文| 1. | Hubrich, K.、Teräsvirta, T.(2013)。Thresholds and smooth transitions in vector autoregressive models。VAR Models in Macroeconomics--New Developments and Applications: Essays in Honor of Christopher A. Sims。Bingley：Emerald Group Publishing。 | | 2. | Thach, N. N.、Van Le, N.、Van Diep, N.(2019)。The seasonal affective disorder cycle on the Vietnam's stock market。Beyond Traditional Probabilistic Methods in Economics。Cham：Springer。 | | 3. | Zivot, E.、Wang, J.(2006)。Vector Autoregressive Models for Multivariate Time Series。Modeling Financial Time Series with S-Plus®。New York, NY：Springer。 | |