. 10240 Email: pariyada.s@nida.ac.th Vol.7 No.2/2013 Persistence of Equity Mutual Fund Performance in Thailand Sorasart Sukcharoensin* and Pariyada Sukcharoensin** Abstract This study investigates the
Persistence of Performance http://www.sec.or.th Empirical Paper Methodology Evidence Sharpe (1966) Spearman rank correlation Yes Jensen (1968) Jensen’s alpha No Grinblatt&Titman (1989,1992) Jensen’s alpha Yes
PowerPoint Presentation SEC Capital Market Regional Seminar 2023 Relationship among Sustainability Disclosure, Earnings Persistence and Economic Value Added of Initial Public Offering Firms: An
Product Center Public Company Limited 31 Prachachuennonthaburi Road, Bangkhen, Amphoe Muang, Nonthaburi 11000 Tel : 0-2832-1000 Fax : 0-2832-1234 The company is grateful for the dedication, commitment and
, and dedication and contributing value of the directors. 1. Retainer Fee Monthly retainer fees offered to Non-Executive Directors (regardless of the meeting frequency) should take the following 3 factors
and approval To motivate the personnel’s dedication to their work, to enhance the employees’ spirit of ownership in their organisation and to ensure the efficient and sustainable growth of business
, we use the Carhart (1997) 4-factor adaptation of the Fama and French (1993) 3-factor model that includes the momentum (returns persistence) factor.4 For each stock in the sample, we estimate its beta
Top Quintile from 2012 through 2014. Only four funds stay in Top Half from 2010 through 2014. Performance Persistence Over Three Consecutive 12-Month Periods Mutual Fund Category Fund Count at Start
– 16.15 น. นำเสนอผลงานวิจัย หัวข้อที่ 3 " Relationship among Sustainability Disclosure, Earnings Persistence and Economic Value Added of Initial Public Offering Firms: An Empirical Evidence of Thai
mutual funds are able to successfully time the market and that their performance is negatively related to their expenses. • Carhart (1997) documents that persistence in superior fund performance is very