However, Durbin-Watson test reported for SET100 on monthly data revealed the autocorrelation within the finance sector of Thailand during 1st January 2010 and December 2013. When looked at the overall results of Durbin-Watson for SET100 Index, It was found that stock exchange market of Thailand was not fully efficient and demonstrated the weak form of efficiency during the concerned period of four years. Findings of Durbin-Watson test for SET50 Index within series of daily data, monthly data and quarterly data were 1.129, 1.377 and .706 respectively. Results of SET50 Index within series of data from daily and monthly demonstrated that values nearer to the value of two. On other hands, the result of Durbin-Watson test for SET50 Index within series of data on quarterly showed the value of .706 that indicated autocorrelation in the Finance sector of Thailand duringOverall results of Durbin-Watson test on SET50 Index validated that Thailand stock exchange market was not completely efficient and presented a weak form of efficiency during period of 1st January 2010 and December 2013. Aim behind this chapter to summarize the main points of thesis. Study implication and limitation are also presented in this chapter. In the final part of the chapter, suggestions for future research have been given. Efficient Market Hypothesis Of Thai Stock Market.
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