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?Persistence of Equity Mutual Fund Performance in Thailand? evaluated whether or not the performance of Thai equity funds persist. Good mutual funds should provide both returns satisfying investment goals of
, 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
. 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
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
รวิเคราะหปั์จจยัพ้ืนฐานท่ีเร่ิมจากการวิเคราะหข์อ้มูล รายบริษัท (Bottom-up) และเนน้ลงทุนในตราสารท่ีมัน่ใจว่าดีในสดัส่วนท่ีสูง (High conviction approach) เพ่ือหารูปแบบการลงทุนท่ีดีท่ีสุด อีกทั้งยงัมุ่ง
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
Handbook on ACMF Pass under ASEAN Capital Market Professional Mobility Framework Handbook on ACMF Pass under ASEAN Capital Market Professional Mobility Framework Issued: January 2019 Updated: September 2019 2 Contents 1. Introduction 3 2. Definition 4 3. Guidance on ACMF Pass Framework 3.1 ACMF Pass overview 5 3.2 Permitted activities 6 3.3 Application process 9 3.4 On-going obligation 9 3.5 Monitoring, supervisory and enforcement mechanism 11 3.6 National regulations regarding the approval proc...