equilibrium stock value, and midquote at 60 minutes later as the post-trade equilibrium stock value. – TPI = ln(executed price/midquote) for buy. – TPI = ln(mid-quote/executed price) for sell. – PPI = ln(mid60
Quintiles of stocks on each dimension (1 corresponds to stocks with small market capitalization, low book-to-market ratio and low past 12-month returns, while 5 corresponds to the opposites) Market cap
• Value portfolios are double-sorted 2×3, value-weighted portfolios based on size and value dimension • Behavioral factors are mean adjusted Motivation Explaining Value Data Results Conclusions Factor
, 2016 in order to maintain price equilibrium of domestic CPO prices. In FY17 ME EPPO price was fallen following CPO-DIT prices dropped to 28.76 THB/liter (down 18%yoy). Comparing to 4Q16, 4Q17 demand was
discount since the demand and supply of biodiesel close to equilibrium. With deducting the effect of Stock Gain & NRV of THB 92 million, the Company had Adjusted EBITDA of THB 253 million, an increase of 18
announcement of biodiesel mandate to be B7 for whole year and the stimulus measurement in order to maintain price equilibrium of domestic CPO price while in 2017, B5 was mandated during 1st January to 7th May
lagged (even as of the reporting date) • Do not reflect latest events Source: Dimension, Dimensions of Higher Expected Return and Strategic Beta, Dec 2013 38Source: Strategic beta: a deeper look at asset
of Corporate Practices, 2022 25 https://www.globalreporting.org/news/news-center/asean-companies-get-serious-about-climate-change/ Companies mentioned these corporate climate “Governance” dimension in
quarter in tandem with crude palm oil price, which is a result of measures to adjust domestic palm oil equilibrium. The cabinet resolved to have the Electricity Generating Authority of Thailand (EGAT) to
(Internal) Entropy balancing imposes a number of equilibrium criteria, one of which is that the matching covariate distributions in the preprocessed data for the treatment and control groups must match