Administration, SEC Working Paper Forum May 28, 2015 1 Topics of Presentation 2 Introduction and literature reviews How to measure return and volatility spillovers Empirical estimation of return and volatility
si ve A ct iv e Investment performance can be attributed from many sources. How to measure active degree of the portfolio? BenchmarkFund 1 Stock X ,Y,Z =30 % Active share Sources: Cremers and Petajisto
Sustainability Development” - companies have requested SEC to provide specific guidance on how to understand, measure and report these results. Rationale for the SDG Guidebook2 The SDG Guidebook for Thai Listed
, who are capable and have experiences beneficial to business operation; (3) have measure to control and manage risks associated with business operation; (4) have effective measure on internal control
same listed company if one of the persons has already submitted a report to the SEC. The measure aims to streamline reporting procedures and reduce redundancy; 3) Further clarifying the reporting
first time since 2008. Criteria for the circuit breaker measure were also adjusted to be more stringent in order to curb excess volatility in the Thai bourse. To cope with the extremely volatile financial
conformity with the developments of accounting professions, take practical issues into account, and earn recognition in the international community. We therefore continuously focus on developing the capacity
1 SEC Classification : ใชภ้ายใน (Internal) Corporate culture and board gender diversity: Evidence from textual analysis Abstract Exploiting a distinctive measure of corporate culture based on
. A trustee's main duties are to: oversee that the trust instrument is established in conformity with relevant laws; appoint a trust manager; prepare a trust property account in segregation from a
year at least the policy and indicated the concerned risks, arrangement the importance of information and computer system, specify the acceptable level of risk and specify measure or practice for risk