) report evidence consistent with firm fundamentals being positively associated with both earnings persistence and future earnings growth. Their results suggest that investors infer earnings persistence from
August 2015 http://www.ku.ac.th/web2012/ Why is it interesting? • There is anecdotal evidence that a number of managers likely focus on creating consistent earnings growth. • In addition, scientific
, 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
Conference, December 6, 2022 SEC Classification : ใชภ้ายใน (Internal) Overall Assessment Consistent with literature on loss-chasing behaviour and realization effect -> Sensible and useful results Thai
the amount of Baht 45.6 million or 21.8% because the Company has been promoting the sales on the cash patients which was consistent with the upgrading of hospitals and added new brand “Kasemrad
, and our commitment to implementation consistent with our role and fiduciary responsibilities: Principle 1: Adopt a clear written Investment Governance Policy. Principle 2: Properly prevent and manage
letter, The Fund declares our adoption of the following Principles set out in the I Code issued by the Securities and Exchange Commission of Thailand, and our commitment to implementation consistent with
declares our adoption of the following Principles set out in the I Code issued by the Securities and Exchange Commission of Thailand, and our commitment to implementation consistent with our role and
. 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