, 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
achieved continual growth despite the emergence and persistence of multiple risk factors such as higher oil prices, global economic slowdown especially in trade alliance countries, exchange rate volatility
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
Investor Strategies for Incorporating ESG Considerations into Corporate Interactions www.blackrock.com www.ceres.org Century21st Engagement Investor Strategies for Incorporating ESG Considerations into Corporate Interactions [ 5 ] FOREWORD The Value of Our Voice ......................................................................................................................................... 1 How ESG Megatrends Are Shaping Valuation ...........................................................
Annual Report 2001 A N N U A L R E P O R T 2 0 0 1 S E C U R IT IE S A N D E X C H A N G E C O M M IS S IO N & O F F IC E O F T H E S E C U R IT IE S A N D E X C H A N G E C O M M IS S IO N , T H A IL A N D SECURITIES AND EXCHANGE COMMISSION, THAILAND OFFICE OF THE SECURITIES AND EXCHANGE COMMISSION, THAILAND ANNUAL REPORT 2001 SECURITIES AND EXCHANGE COMMISSION, THAILAND OFFICE OF THE SECURITIES AND EXCHANGE COMMISSION, THAILAND 10th and 13th-16th Fl. Diethelm Towers B, 93/1 Wireless Road, Lump...
Annual Report 2003 A N N U A L R E P O R T 2 0 0 3 S E C U R IT IE S A N D E X C H A N G E C O M M IS S IO N & O F F IC E O F T H E S E C U R IT IE S A N D E X C H A N G E C O M M IS S IO N , T H A IL A N D SECURITIES AND EXCHANGE COMMISSION, THAILAND OFFICE OF THE SECURITIES AND EXCHANGE COMMISSION, THAILAND ANNUAL REPORT 2003 SECURITIES AND EXCHANGE COMMISSION, THAILAND OFFICE OF THE SECURITIES AND EXCHANGE COMMISSION, THAILAND 10th and 13th-16th Fl. Diethelm Towers B, 93/1 Wireless Road, Lump...
, fairness and impartiality. At the same time, alleged offenders of the securities law are always given opportunities to provide clarifications before legal action is taken. In many cases, committees