To break or not to break: Evidence from price discovery process of Thai stocks during the pre-opening of each trading session To break or not to break Evidence from price discovery process of Thai
Marsden, 2015; Nian and Chuen (2015); Gafar et al., 2021) 4 Background(Cont.) •Support combine Cryptocurrency to Portfolio •Low correlation with traditional assets(Krückeberg and Scholz, 2019) • Improve
facts about the types of stocks they hold and the positive relationship between past returns and the ability to attract new investment capital, which we build on in the second and third essays. The second
first Strategic Beta by S&P: equally weighting S&P500. S&P500EWI exposes more to small & value stocks, yielding better returns than the parental S&P500. ETFs were launched in 1993. About 10 years later
internal committee reviews some or all screening decisions; ▪ Automated IT systems prevent investments in excluded stocks; ▪ Systematic process that alerts the portfolio manager, compliance team and ESG team
demonstrates that traditional regression analysis produces inconsistent relationships between CSR and firm value depending on which CSR proxy enters the regression. By contrast, SEM provides decisive evidence in
% Total Investor Types Occupation Definitions of 3 Groups • Cash Holders = Bank Deposits is the only investment choice • Old-Fashion = Traditional investment channels long known to investors • Modern
equivalent alpha), which represents a significant improvement in portfolio efficiency for a retiree. Unlike traditional alpha, which can be hard to predict and is a zero-sum game, we find that Gamma (and Gamma
. • High Frequency Algorithmic Trading Technique is typically not a strategy in itself but the use of very sophisticated technology to implement traditional trading strategies. • Order book: a list of
generating revenues in more traditional ways such as through sale of forest products or revenue streams related to production. 1.4 Scope of the Forestry Criteria These Criteria apply to assets and projects