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
, 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
affirm … action that is already being taken by the company. Vote to advise … on the substance and directionality of the resolution, rather than the intricate details. Voting in favour of shareholder
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
souvenirs and various activities to enjoy in the ambience of decorated lights of intricate designs throughout the whole park. The project is designed and managed by executive management team of group
, choices of souvenirs and various activities to enjoy in the ambience of decorated lights of intricate designs throughout the whole park. The project is designed and managed by executive management team of
enjoy in the ambience of decorated lights of intricate designs throughout the whole park. The project is designed and managed by executive management team of group companies, who have over 50-year of