Microsoft PowerPoint - Asymmetric_Price_Behavior_SEC_Oct2015.ppt [Compatibility Mode] The Asymmetry of Price Behavior Around Buy and Sell Trades: New Evidence on the Stock Exchange of Thailand Nattawut Jenwittayaroje*, NIDA Business School Charlie Charoenwong, Nanyang Technological University David K. Ding, Massey University SEC Working Paper Forum#9 – Oct 2015 2 Outline • Background on price impact asymmetry between buy and sell trades • Hypotheses • Data and Methodology • Empirical Findings •...
total from all Thai retail investors. Comments: 3. Minimum disclosure requirements: To tackle the problem of asymmetric information between ICO issuers and investors, and to ensure that key
morning session may indicate higher asymmetric information compared to the afternoon session. • Afternoon call auction does not contribute significantly to the price discovery process. 19 Recommendations
นที่ 22 ต.ค. 2558 เวลา 14.30 - 16.30 น. ณ ห้อง 1601 ชั้น 16 อาคาร ก.ล.ต. “Asymmetric Price Behavior around Trades and Tail Dependence in REITs” • ผลงานวิจัยเรื่อง ““The Asymmetry of Price