) Positively related Negatively related Observable factorsExercise price (K) Negatively related Positively related Time to expiration (T) Positively related Positively related* Volatility (𝝈) Positively related
This paper investigates if risk seeking investors substitute gambling activities for stock markets participation when volatility increases in stock markets. Using a large cross-section dataset of 20
ไดรบัอนุญาต ตองจัดใหมีการเปดเผยขอมูลเพื่อเปรียบเทียบคาความผันผวนแฝง (implied volatility) กับคาความผันผวนในอดีต (historical volatility) บน website ของผูออก DW โดยเปนการเปดเผย อยางตอเนื่อง
เปดเผยสูตรการคํานวณราคา และ factor ที่ใชในการคํานวณตาม แนวทางที่ IB club กําหนด เห็นดวยตามหลักการที่เสนอ - 2. การเปดเผยขอมูล historical volatility ไวในแบบ filing ไมเห็นดวยเน่ืองจากขอมูลดังกล
received great response from customers. The company also introduce a new production line, producing and exporting frozen freshwater fish fillet with considerable orders already in place and a tendency to
Slide 1 Determinants of Return and Volatility Spillovers in the International Equity Markets Yuthana Sethapramote, Ph.D. Graduate School of Development Economics National Institute of Development
% compared to quarter1/2019 and a decrease of 4.5 million Baht or 4% compared to quarter 4/2019. Due to the growth in Ready Meal sales in major convenience store and export its frozen freshwater fish. However
volatility, after losses, results in ex-post good outcomes? Unclear why the difference in individuals’ risk-aversion level should have an impact on the empirical results of realization effect? Compare with
the securities clearing house, including credit risk and liquidity risk. The financial resources shall be assets with high liquidity and low-price volatility which may be any of the following assets: (1
assets with high liquidity and low-price volatility which may be any of the following assets: (1) assets contributed by members; (2) assets procured as collateral for payment obligation; (3) assets