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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

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Noppadon Thanawatphong

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Market neutrality and beta crashes: evidence from the Thai equity market

This study investigates the Betting-Against-Beta (BAB) strategy in the Thai equity market, focusing on its return premium, risk profile, and the role of volatility management. Specifically, it examines whether the low-beta anomaly exists in Thailand, whether BAB’s market exposure varies across market conditions, and wh...

Noppadon Thanawatphong · 0 citations

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