regulatory concern, both global & national level Responding to climate change focus Growing institutional and retail investors interest Shifting consumer preferences and embedding in business increasing global
holding, buying and selling over time Buy and sell following the moving average trend following. 3. To test the level of return and risk according to the Mean-Variance model. 9 Related Literature 1. Naïve
Microsoft PowerPoint - Discussion of risks for auditor Discussion of risk ฝ่ายกํากับบัญชีตลาดทุน 2 agenda 1. Economic Environment 2. Political Environments 3. High Risk Industries 4. Specific
Algo ที่มุ่งเน้นการท าก าไร (Profit-seeking algo) 7 High frequency trading 2. Profit seeking algorithms • Market making • Quantitative strategy • Statistical arbitrage strategy • Mean reversion strategy
returns by taking on more market risk deliver less risk- adjusted returns on average. This result echoes the stock-level finding by Saengchote (2017) that Thai stocks with high betas tend to have low alphas
funds Insurance Low Middle High 0 1 2 3 4 5 6 7 25 -2 7 28 -3 0 31 -3 3 34 -3 6 37 -3 9 40 -4 2 43 -4 5 46 -4 8 49 -5 1 52 -5 4 55 -5 7 58 -6 0 2.7 3.5 4.1 4.4 4.6 4.7 4.7 4.5 4.3 3.9 3.4 2.8 0 1 2 3 4 5
performance of listed companies in Thailand. ⊷ The listed companies in Thailand are mostly family-owned businesses with high family ownership concentration that can weaken a firm’s corporate governance
complexity. Insufficient audit fees mean inadequate resources, which inevitably leads to long and strenuous work hours at all levels of the audit personnel. This eventually results in high turnover of audit
”, “short-term bond”, “short-term bill”, “institutional investor”, “high net worth investor”, “registration statement”, “parent company”, “subsidiary”, “executive”, “major shareholder”, and “controlling
commercially operated and generated earnings for an extended period of time, showing reliability of the fund’s earnings. An infrastructure fund with the risk level of 8 A fund having the risk level of 8 has high