𝐶𝑜𝑛𝑡𝑟𝑜𝑙𝑘𝑖𝑡 + 𝜀𝑖𝑡 Hypothesis 1: high ESG score will have high Intangible capital ratio (Positive correlation). Model: ICR with ESG score (2018-2022) (1) ICR (2) ICR Constant 0.517*** (0.095) 0.725** (0.327
representative in Thailand Information as of XX XX XXXX Name of the ARFP Fund Unit Class SRI Fund Class code Type of mutual fund Risk Level Low 1 2 3 4 5 6 7 8 High Risk Profile Explanation Investment policy and
Fund Unit Class SRI Fund Class code Type of mutual fund Risk Level Low 1 2 3 4 5 6 7 8 High Risk Profile Explanation Investment policy and strategy Calendar year performance and benchmarks over the past
regressions containing both Vol and Vol -1, the coefficient is positive and significant at the 1% level. This was an unsuspected result and will play an important role in the selection of control variables for
Factor Bets Active Share Tracking Error0 Low High Low High Active share is a well recognized approach to measure how active the portfolio management. Active share can be used together with tracking error
local representative in Thailand Information as of XX XX XXXX Name of the ASEAN CIS Unit Class SRI Fund Class code Type of mutual fund Risk Level Low 1 2 3 4 5 6 7 8 High Risk Profile Explanation
statistically significant at 1% level. These results are similar to Jenwittayaroje (2017), who studies Thai equity mutual funds between 1995 and 2014 and also find only a handful of funds that deliver positive
governments and central banks to deliver unprecedented level of fiscal stimulus and highly accommodative monetary policies. As for Asia, we were one of the first to have been hit by the virus and the
limited cognitive abilities) tend to suffer greater investment losses. Literature review • Few papers focus on cognitive biases using intraday trade- level data. • The interaction between market
are varied depending on which CSR proxy enters the regression model. The estimated coefficients of all CSR proxies are positive with the exception of 𝐸𝑁𝑉. In terms of significance level, only the