臺大管理論叢 NTU Management Review VOL.30 NO.3

75 NTU Management Review Vol. 30 No. 3 Dec. 2020 Stock News Online. 2015. 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 (in Thai) . https://www.dropbox.com/s/pzuecipcyl3yqxu/STOCK%20NEWS%20 ONLINE.pdf?dl=0 . Accessed Jul. 7, 2016. Thach, N. N., Van Le, N., and Van Diep, N. 2019. The seasonal affective disorder cycle on the Vietnam’s stock market. In Kreinovich V., Thach, N. N., Trung, N. D., and Van Thanh D. (Eds.), Beyond Traditional Probabilistic Methods in Economics : 873-885. Cham, Switzerland: Springer. doi: https://doi.org/10.1007/978-3-030- 04200-4_63 Wermers, R. 1999. Mutual fund herding and the impact on stock prices. The Journal of Finance , 54 (2): 581-622. doi: https://doi.org/10.1111/0022-1082.00118 Wurtman, R. J., and Wurtman, J. J. 1989. Carbohydrates and depression. Scientific American , 260 (1): 68-75. Zivot, E., and Wang, J. 2006. Vector Autoregressive Models for Multivariate Time Series. In Modeling Financial Time Series with S-Plus ® (2nd ed.) . New York, NY: Springer. doi: https://doi.org/10.1007/978-0-387-32348-0_11