) 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
due in part to the decline in export of electrical appliances, washing machines and solar cells from the US tax increase and the effect from high base of last year. Exports of electronic products also
due in part to the decline in export of electrical appliances, washing machines and solar cells from the US tax increase and the effect from high base of last year. Exports of electronic products also
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
continues to be adversely affected by the change in sales mix towards lower gross profit margin products of home appliances such as air conditioners, refrigerators, washing machines and kitchen appliances etc
purchasing electrical appliances. The Big C Exclusive Card offers exclusive privileges to cardholders get special interest rate at 0% for 3 months installment payment or 0.59% interest rate for 18 months
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