trades of 71 stocks actively traded on the SET from March 2000 to June 2002. During this time, the market experienced three distinct conditions: bullish, bearish, and neutral. The study concludes that the
of positive feedback trading, buy (sell) trades are more expensive to execute (i.e., incur higher total price impact) than sell (buy) trades on bullish (bearish) markets. • “Price impact asymmetry is
• Value portfolios are double-sorted 2×3, value-weighted portfolios based on size and value dimension • Behavioral factors are mean adjusted Motivation Explaining Value Data Results Conclusions Factor
firms from Singapore and Thai exchanges. • Next, firms sorted into decile groups by price and top decile price range is eliminated. • Assume event firm abnormal returns are independent as RTO occurrence
tons per year, 0.5 million tons of which was recycled, leaving the unrecycled waste of 1.5 million tons mainly because it had not been sorted at the source. This was considered as loss of opportunity
and the slowdown of consumption. The sales of the Company in 2016 decreased by 70 million Baht compared to the previous year. It can be sorted based on product category as follows; 1. Automotive Revenue
about transactions between the mutual fund and related persons; (8) risk factors of the mutual fund, including risks from asset utilization of the mutual fund and risk management measures, sorted in
? [TABLE 4 ABOUT HERE] For fund-level analysis, the average monthly excess returns of horizon-sorted portfolios are reported in Table 4. While the average monthly returns of longer-horizon funds are higher
indicators. Whole assessment framework Figure 1 displays the results of each question in the assessment framework across the 61 assessed Thai listed companies. It is sorted by market capitalisation from
initiatives abroad, as well as a bullish interest rate trend. As a result, business income and costs were adversely affected. Under these circumstances, KBank put in place more stringent customer approval