) Positively related Negatively related Observable factorsExercise price (K) Negatively related Positively related Time to expiration (T) Positively related Positively related* Volatility (𝝈) Positively related
gLooking for lower-risk funds /Low-volatility funds tend not to attract greedy short-term investors with explosive gains and also do a better job of protecting shareholders' capital during downturns. gLast
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
ไดรบัอนุญาต ตองจัดใหมีการเปดเผยขอมูลเพื่อเปรียบเทียบคาความผันผวนแฝง (implied volatility) กับคาความผันผวนในอดีต (historical volatility) บน website ของผูออก DW โดยเปนการเปดเผย อยางตอเนื่อง
เปดเผยสูตรการคํานวณราคา และ factor ที่ใชในการคํานวณตาม แนวทางที่ IB club กําหนด เห็นดวยตามหลักการที่เสนอ - 2. การเปดเผยขอมูล historical volatility ไวในแบบ filing ไมเห็นดวยเน่ืองจากขอมูลดังกล
derivatives exchange; “derivatives clearing house” means an entity licensed to operate business as a derivatives clearing house; “personnel in derivatives business” means: (1) a person who assumes a job for the
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
whether organize seminar, event and more. The company will continue to develop in order to sustain its future growth as well as adhering the security, job expanding and consideration of all stakeholders
effectiveness of pandemic control and vaccine development, the economic damage may be worse than what was seen during the 1997 financial crisis. Given volatility in the financial market and real sector which had
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