) 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

ไดรบัอนุญาต ตองจัดใหมีการเปดเผยขอมูลเพื่อเปรียบเทียบคาความผันผวนแฝง (implied volatility) กับคาความผันผวนในอดีต (historical volatility) บน website ของผูออก DW โดยเปนการเปดเผย อยางตอเนื่อง

เปดเผยสูตรการคํานวณราคา และ factor ที่ใชในการคํานวณตาม แนวทางที่ IB club กําหนด เห็นดวยตามหลักการที่เสนอ - 2. การเปดเผยขอมูล historical volatility ไวในแบบ filing ไมเห็นดวยเน่ืองจากขอมูลดังกล

previous quarterly. To: The President The Stock Exchange of Thailand Not yet recovered from the economic fever, world trade war Pushed to become infected with a new strain of the corona virus The IMF expects

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

, effectively lowering the Operating GRM.  During this quarter, the refinery received gains from crude and product oil price hedging contract THB 140 million due to the oil price volatility of the period, the

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

the securities clearing house, including credit risk and liquidity risk. The financial resources shall be assets with high liquidity and low-price volatility which may be any of the following assets: (1

assets with high liquidity and low-price volatility which may be any of the following assets: (1) assets contributed by members; (2) assets procured as collateral for payment obligation; (3) assets