A study of intraday trading behavior around tick size changes A study of intraday trading behavior around tick size changes Roongkiat Ratanabancheun, Kanis Saengchote Chulalongkorn Business School
Comments on: “Trading costs on the Stock Exchange of Thailand” Authors: Charoenwong C., Ding D.K., Jenwittayaroje N. Comments on: “Risk-taking behaviour during downturn: evidence of loss-chasing and
ESSAY 2: AN EXAMINATION INTO BUY-SELL ASYMMETRY OF PRICE BEHAVIOR AROUND TRADES AND TRADING COSTS OF TRADES: EVIDENCES FROM TH 1 THE ASYMMETRY OF PRICE BEHAVIOR AROUND BUY AND SELL TRADES: NEW
considered reasonable to the Company’s status. due to the company Is in the process of resume trade. Therefore, there is uncertainty in the trading period. As a result, the Company will apply a fair price
, complexity, nature of the business environment, specific circumstances , and industry sector. H1: Number of KAMs is positively associated with cumulative abnormal returns/trading volumes (that is the greater
introduce several variables intended to control for the firm’s specific characteristics and other macroeconomic shocks and uncertainty. ❑ Following prior literature on political risk and firm value, we
insensitive of interest rate fluctuations. Additionally, inflation uncertainty during a few weeks or months is negligible.* *Bodie, Kane and Marcus (2005) Data & Methodology MM exceeds Equity Balance (18,200
A String of Earnings Increases, Future Earnings Uncertainty, and Firm Fundamentals* Sarayut Rueangsuwan † Kasetsart University, Thailand August 2015 Abstract Prior literature on meeting or beating
, 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
, and bootstrapping BHARs • T1- T2 is trading days, the conditioning information is market return • Benchmark portfolios (control samples) selected by first eliminating top third market capitalization