weight) Fund Style Analysis Performance-based Holding-based Transaction-based For today presentation, domestic equity funds are studied in 2 areas. Active Management Style Fund Similarity Market/Index
), • Domestic mutual funds (M) • Foreign investors (F) • The sample period of our study is between 2002 and 2008. Measurement • There are three measures which we will use to gauge imbalance: 1. Order volume 2
size of orders submitted to a market for each security. abs_imbalance The absolute imbalance of buy and sell orders over the day, expressed as a percentage of turnover, for each security These results
Projected Quantity = 159,100 Projected Quantity = 190,400 Imbalance = +8,300 Imbalance = -6,400 Call Auction Market Mechanism 5 Projected Price Variables During the Call Markets • Order submission • Order
analysis and decision-making processes 2 We will be active owners and incorporate ESG issues into our ownership policies and practices. 3 We will seek appropriate disclosure on ESG issues by the entities in
conflicts of interest and prioritise advancing the best interest of clients. Principle 3: Make informed investment decisions and engage in active ongoing monitoring of investee companies. Principle 4: Apply
interest of our members. Principle 3: Oversee asset managers to make informed investment decisions and engage in active ongoing monitoring of investee companies. Investment decisions should take into account
investment decisions and engage in active ongoing monitoring of investee companies. 4. Apply enhanced monitoring of and engagement with the investee companies if monitoring pursuant to (3) is considered
. of AMCs 24 23 No. of active mutual fund managers under AMCs 266
and international economic situation, political situation, household debts as well as demand-supply imbalance. In Q2/2019, the LTV (Loan to Value) measures are enforced. Business operators thus need to