Return σ σ* μ σ σ* μ Average 0.8247% 0.8246% 0.0068% 0.0776% 0.0679% -0.0010% 0.0510% Median 0.7294% 0.7292% 0.0082% 0.0796% 0.0728% 0.0096% 0.0459% Max 2.0209% 2.0209% 0.0260% 0.0935% 0.0875% 0.0728

, Taiwan, and Thailand. Table 1 reports the number of companies in each country and the medians of pillar scores as well as the aggregate ESG score. 1 Compared to the mean score, the median score is less

the median fund when ranked in each year by their holding horizon. Holding horizon of each fund at 𝑡 is calculated as the value-weighted average length of time (in months) that each stock in the fund’s

holding, buying and selling over time Buy and sell following the moving average trend following. 3. To test the level of return and risk according to the Mean-Variance model. 9 Related Literature 1. Naïve

สูง สามารถวัดได้จาก order-to-trade ratio ที่มีค่าเฉลี่ยเพียง 5.61 ซึ่งถือว่าอยู่ในระดับที่น้อยกว่าตลาดอื่น 14 Year 2022. Accounts with monthly trading value >= 1 million THB. Type Mean Median HFT 5.61

pattern, and earnings streak are interchangeably used throughout the paper. By these words I mean a string of consecutive increases in quarterly earnings defined in section 4.1. 3 in turn, leads to a

Average ROE* - mean 64% 65% *medians are 18% and 24% for 2014 and 2013, respectively. Source: statistics or financial statements accessible at www.sec.or.th Outlines  Fees: a sure thing  Performance

this regard, “market price” shall mean the weighted average price of the Company’s shares trading on the stock exchange of not fewer seven consecutive business days but not more than fifteen consecutive

percent of the market price of the Company’s shares. In this regard, “market price” shall mean the weighted average price of the Company’s shares trading on the stock exchange of not fewer seven consecutive

treatment group. The remaining sample constitutes the control group. Following that, we use entropy balancing to match the mean, variance, and skewness of the observations in the two groups. The regression