Comments on: “Trading costs on the Stock Exchange of Thailand” Authors: Charoenwong C., Ding D.K., Jenwittayaroje N. Comments on: “Risk-taking behaviour during downturn: evidence of loss-chasing and
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
shareholder wealth through . • A company's free float is important to potential investors because it offers insight into the company's stock volatility. • Stocks with small free float tend to be more volatile
account, bond dealing, private repos and other investments. The Company’s DW business was significantly impacted by the extreme volatility of the Thai stock market during March 2020. The Company is a market
Securities Co., Ltd. (“Krungthai ZMICO”), which the Company has 49.71% shareholding, was Baht 19.30 million. In the midst of market and stock market index volatility in the first quarter of 2020, Krungthai
important to potential investors because it offers insight into the company's stock volatility. Stocks with small free float tend to be more volatile because there are only a limited number of shares that can
อา้งองิ X 210 ราคาใชส้ทิธิ์ r 2.00% อัตราดอกเบีย้1ปี T 0.62 อายุคงเหลอืของออพชัน่หรอืDW (ปี) Sigma 42.05% Stock volatility, ความผันผวนของราคาหุน้อา้งองิ d1 -0.2062
–809. Claessen, H &Mittnik, S. (2002) Forecasting Stock Market Volatility and the Informational Efficiency of the DAX-index Options Market, European Journal of Finance, 302-321 Fung, J. K. W. and Chan, K
stock price volatility relative to market price volatility for a 5-year duration using a least square linear regression line. 5- year beta is calculated using monthly close price values with a minimum of
data indicating risks in fund prices in response to the volatility of the stock market of the equities in which the fund invested. The calculation method shall be in accordance with the rules of the