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dc.contributor.authorU. Khamsuk
dc.contributor.authorB. Punturuamporn
dc.contributor.authorRoss, D.
dc.date.accessioned2018-06-26T07:49:47Z
dc.date.available2018-06-26T07:49:47Z
dc.date.issued2018-05-25
dc.identifier.citationInternational Conference on Entrepreneurship and Sustainability in the Digital Era ICESDE 2018 Assumption University of Thailand May 25, 2018en_US
dc.identifier.urihttp://repository.au.edu/handle/6623004553/21156
dc.description.abstractThis 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 strategy in Financial Industry at the Stock Exchange of Thailand.en_US
dc.format.extent1 pageen_US
dc.format.mimetypeapplication/pdfen_US
dc.language.isoengen_US
dc.rightsThis work is protected by copyright. Reproduction or distribution of the work in any format is prohibited without written permission of the copyright owner.en_US
dc.subjectMomentum strategyen_US
dc.subjectValue strategyen_US
dc.subjectReturn of performanceen_US
dc.subjectStocken_US
dc.titleMomentum Versus Value Investment Strategy: Evidence from The Financial Sector in The Stock Exchange of Thailanden_US
dc.typeTexten_US
dc.rights.holderAssumption Universityen_US
mods.genreConference Paperen_US


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  • Conference Papers [49]
    เอกสารประกอบการประชุมทางวิชาการ

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