• 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
activity, thus dampening Thai economic growth during the second half of the year. Other challenges included volatile foreign exchange movement and international capital flows as well as the rapid evolution
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
and substitute their gambling activities for stock market activities which will result in a loss of gambling performance during periods of volatile equity market performance. GR investors by their
base. However, close attention should be paid to the government’s budget disbursements and global financial markets which may, from time to time, become somewhat volatile. On the inflation front
established market risk management processes for new financial products, and improved related processes for existing products. In 2019, global financial markets were quite volatile due mainly to the unresolved
, constrained by the cyclical and volatile nature of the securities industry and the downward pressure on commission rates, a result of intensifying competition. บรษิทัหลกัทรพัย ์เคจีไอ (ประเทศไทย) จํากดั )มหาชน
, decreasing by Baht 14.98 million, mainly from unrealized loss from investment in listed securities due to the highly volatile market this quarter which resulted from the uncertainty of COVID-19 outbreak and
highly volatile, the securities clearing house may require margin more than once a day; (3) appropriate review of the validation of the model and parameter to keep them up-to-date at least once a year; (4
and positions of the member and the client, and where it appears that the price is highly volatile and the margin placed by the member is insufficient, the intraday margining and the daily mark-to