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    Momentum Versus Value Investment Strategy: Evidence from The Financial Sector in The Stock Exchange of Thailand 

    U. Khamsuk; B. Punturuamporn; Ross, D. (2018-05-25)

    This research studied the comparative performance between momentum versus value investing strategies in the Financial sector in Stock Exchange of Thailand (SET) during 2010 to 2012. The study found that the momentum strategy was able to generate superior portfolio returns in comparison to the return on the SET Index and the return from value strategy portfolio for 9 periods out of 12 measurement periods, while value investing strategy generated superior return for 4 periods out of 12 periods. This study provided evidence to support momentum ...