SEC Working Papers Forum ครั้งที่ 8/2558 SEC Working Papers Forum คร้ังท่ี 8/2558 การทดสอบ Put-Call Parity ดว้ยฟิวเจอร์สใน TFEX จุฑาทิพย์ เลิศบูรพา คณะพาณิชยศาสตร์และการบัญชี มหาวิทยาลัยธรรมศาสตร์

To break or not to break: Evidence from price discovery process of Thai stocks during the pre-opening of each trading session To break or not to break Evidence from price discovery process of Thai

Preparations for Reporting 1. Registration - Ordinary person: Non-Thai citizen: Reporter’s passport - Juristic person: Register online and submit document below to SEC Office at least 3 working days in advance

Aowsathaporn 2. Mr. Vicharn Panitvorapoom 3. Mrs. Chanirat Komolratwattana 8. Source of Investment Funds Company’s Working Capital 9. Expected Benefit Gain Dividend Such transaction is not the connected

Commission: I, ………(applicant’s name)………., a certified public accountant No.………………..., working with ………….(name of the audit firm)…………., hereby certify as follows: 1. My immediate family members, including

Capital I in form of a secured loan to be used as working capital in the business operation and fund to source raw materials in the amount of not exceeding USD 50 million or equivalent to THB 1,657 million

facility agreement with Link Capital I in form of a secured loan to be used as working capital in the business operation and fund to source raw materials in the amount of not exceeding USD 50 million or

: To be used as the Company’s working capital. This transaction is not considered as an acquisition or disposition of assets pursuant to the Notification of the Capital Market Supervisory Board No. Tor

agreed by both parties. 7. The Profit Expected to be Generated The proceeds will be used to repay short-term loan and will be used as working capital of the Company. The disposal of such shares does not

Baht Shareholding proportion : The Company holds 99.99 percent of the registered capital. Source of fund : Working capital of the Company Expected benefit : Expansion of revenue and service / Supporting