The Thai capital market has been one of the outperforming markets among the world’s emerging markets. Securities trading in the stock market in Thailand has been expanding rapidly since the latter half of 1986. The active trading is due to favorable economic conditions as well as the development in the Thai regulatory framework and in the Stock Exchange of Thailand (SET). With an effort to promote foreign investment, the concept of globalization has been given importance by the Thai government. Many structural reforms in the financial market are implemented in order to improve the efficiency of the Thai regulation. This development has facilitated Thai financial institutions to be able to compete with foreign institutions worldwide. Along with the development in regulatory framework, the Stock Exchange of Thailand (SET) has improved its operation by installing the computerized trading system. Moreover, its measures and regulations has been revised in many ways to ensure the investors’ confidence.