affect from a government adopting a more restrictive lockdown measures in dark-red zones and uncertainty surrounding the COVID-19 situation that will hinge mainly on the rollout of vaccines in order to

Review of high-frequency trading and dark liquidity, ASIC 2015 Variable name Variable description intraday_volatility Standard deviation of 15-minute price returns month_volatility The one month running

SECURITIES AND EXCHANGE COMMISSION, THAILAND ANNUAL REPORT 2014ANNUAL REPORT 2014 CONTACT INFORMATION This report can be downloaded from www.sec.or.th For more information about this report, please contact: SECURITIES AND EXCHANGE COMMISSION, THAILAND 333/3 Vibhavadi-Rangsit Road, Chomphon, Chatuchak, Bangkok, Thailand 10900 Tel. 1207 or +66 2695 9999 e-mail: info@sec.or.th This 2014 Annual Report is about policies, strategies and performance of the SEC. We aim to supervise and develop the Thai...