ปัจจัยทางเศรษฐกิจที่มีผลต่อการเคลื่อนไหวของดัชนีราคาหุ้นกลุ่มอุตสาหกรรม ในตลาดหลักทรัพย์แห่งประเทศไทย

Abstract

The object of the research on the impact of economic factors on industry group index is to study the influence of economic factors on industry group index. This study uses econometric model. The result shows that foreign trading volume has positive relationship with Energy & Utilities, Banking, Information & Communication Technology. Gold price has negative relationship with Energy & Utilities and Food and Beverage. Crude oil price has positive relationship with Energy & Utilities. Exchange rate has negative relationship with Banking and Commerce. Business sentiment index has positive relationship with Information & Communication Technology and Commerce. Inflation rate has positive relationship with Food and Beverage.