) Positively related Negatively related Observable factorsExercise price (K) Negatively related Positively related Time to expiration (T) Positively related Positively related* Volatility (𝝈) Positively related
of 1 DEC 2020 Bear Market Bear Market Source : Yahoo Finance, Bloomberg compiled by SEC Digital Assets - Global SEC Classification : ใชภ้ายใน (Internal) Volatility comparison for cryptocurrency Source
. of AMCs 24 23 No. of active mutual fund managers under AMCs 266
Frequency Trading (HFT) Regulatory Framework การส่งค าส่ังของ Algo Trading ช่วยลดผลกระทบต่อความผันผวนระยะส้ัน 6 After controlling for long-term volatility, our analysis suggests: • the share of algorithmic
weight) Fund Style Analysis Performance-based Holding-based Transaction-based For today presentation, domestic equity funds are studied in 2 areas. Active Management Style Fund Similarity Market/Index
Conclusions Behavioral Explanation Table 2: Behavioral Variables Variable Representation Related Literature Volatility Index (VIX) Investor sentiment Delong et al. (1990), Shleifer and Vishny (1997), Baker and
plan for retirement?. Asst. Prof. Dr. Yuthana Sethapramote, researcher, said that the study on ?Determinants of Return and Volatility Spillovers in the International Equity Markets? revealed that
(passive management/index tracking) − aiming to achieve higher performance than the benchmarks (active management) − aiming to achieve performance relative to those of the master fund (passive management
to achieve performance by tracking the benchmarks (passive management/index tracking) − aiming to achieve higher performance than the benchmarks (active management) − aiming to achieve performance
performance by tracking the benchmarks (passive management/index tracking) − aiming to achieve higher performance than the benchmarks (active management) − aiming to achieve performance relative to those of the