dependence structure of returns of different sectors of equity REITs: Industrial & Office, Residential, Retail, and Hotel & Lodging. The sample covers the daily returns of the U.S. REITs from January 2000 to
measures on firm value. The results of model 1 show that the estimated coefficient of any control variable is significantly different from zero at the 1% level, except for equity risk premium (𝐸𝑅𝑃) and
sophisticated machine learning. JEL Classification: C45, G34, M14 Keywords: corporate culture, board gender diversity, female directors, corporate governance, machine learning, textual analysis, agency theory 2
Analysis for the first quarter ended March 31, 2020 are different from the same period last year more than 20% To: The President, The Stocks Exchange of Thailand World Corporation Public Company Limited
Power BI visualization of our results can be accessed at http://bit.ly/2PjAo2L. Keywords: equity mutual funds, risk-adjusted return, flow-performance relationship JEL Classification Code: G11 http
Analysis for the second quarter ended June 30, 2020 are different from the same period last year more than 20% To: The President, The Stocks Exchange of Thailand World Corporation Public Company Limited
. Keywords: Market Rewards, Earnings Strings, Earnings Uncertainty, Fundamentals-based Risk, Firm Fundamentals JEL classifications: M41, G12 † Address: Kasetsart Business School, Kasetsart University, 50 Ngam
Motivation • The measurement of asset value is arguably continuous, but trades can only occur at discrete prices. • Would the changes in tick sizes affect trading behavior of different investors? Motivation
close-out of derivatives position; (6) Fees charged on the derivatives transaction. Clause 4. Derivatives broker must show in the evidence of margin call at least the information as set out under Clause 3
the history of individual stocks’ performance? Test Saar (2001) 9 Data • Trades and quotes for all stocks on Stock Exchange of Thailand: 2000-2002. • Sample consists of three periods with different