: Weighting the Difference”, Schwab Center of Financial Research, Journal of Investment Research Source: Strategic Beta. Choy. May 2014. Morningstar. Performance broken-down into 3 parts: Market beta (cap
Having Women on Boards Create Value? The Impact of Societal Perceptions and Corporate Governance in Emerging Markets. SSRN Electronic Journal. Published. https://doi.org/10.2139/ssrn.2538595 Adams, R. B
of income would result in the same level of utility. This is the certainty-equivalent income of the case in question. Gamma is the percentage difference between the certainty-equivalent income of the
difference between the fund’s raw total return and the total return of the Stock Exchange of Thailand. 3 Tracking error is the standard deviation of the monthly relative return. For asset pricing risk factors
percentage change is a difference of current quarterly earnings and four quarters lagged number or same quarter prior year, scaled by the absolute value of four quarters lagged earnings. While I use ex-post
). Time-varying rare disaster risk and stock returns. Journal of Financial Economics, 101(2), 313–332. Bernanke, B. S. (1983). Irreversibility, uncertainty, and cyclical investment. The Quarterly Journal of
333/3 Viphavadi Rangsit Road, Chomphon, Chatuchak, Bangkok 10900, Thailand Tel: +66 1207 or +66 2695 9999 Fax: +66 2695 9660 e-mail: info@sec.or.th BU I L D ING BR IDGES INDEPENDENT AUDIT INSPECTION ACTIVITIES REPORT 2014 INDEPENDENT AUDIT INSPECTION ACTIVITIES REPORT 2014 BUILDING BRIDGES Securities and Exchange Commission, Thailand Securities and Exchange Commission, Thailand Contact Information This report is available for download on the SEC website: www.sec.or.th For more information, p...
day. References Acock, A.C. (2013), Discovering Structural Equation Modeling Using Stata, Stata Press, Texas. Anderson, K. and Brooks, C. (2006), “Decomposing the price-earnings ratio”, Journal of Asset
difference of the recorded amounts from the expected values that would not call for further investigation. However, in several cases, the auditors either did not assess the reliability of such data or simply
& Implications II. Approaching Green Bond Premium What is a “Green Bond Premium”? • “Green Bond Premium” refers to the difference between green bond’s yield and conventional bond’s yield. • If green bond premium