Complex Type 1 Investment Consultant
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
accomplished : ……………………………………………………………...………………………………………………………………………………………………………………..………………………………………………………………………………………………………………………………………………………………….. 3. Complaint’s Nature (please tick main topic and subtopic you
tick where applicable ): The index is recognized by a member of the World Federation of Exchange and the index constituents are eligible assets according to the Notification of the Capital Market
? Yes No If “Yes”, please specify criteria of acceptable index (please tick where applicable): The index is recognized by a member of the World Federation of Exchange and the index constituents are
____________________________________________________________________ 9) Is the ARFP Passport Fund intended to be offered publicly in the Home Economy? (Please tick if your answer to question 8 is “No”.) Yes No If “Yes”, please specify the expected date of such public
• Unbiasness coefficient 6 Data Sample • SET50 index constituents remain throughout the period = 40 stocks • 3 January 2018 to 30 December 2021 • Data by Refinitiv Tick History, SETSMART and Market
Passport (“MOC”)? ( Please tick if your answer to question 8 is “No”. ) Yes No If “No”, please specify _____________________________________________________
Passport (“MOC”)? (Please tick if your answer to question 8 is “No”.) Yes No If “No”, please specify _____________________________________________________