Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand

Volume: 7 Number: 2 June 1, 2017
  • Kamphol Panyagometh
International Journal of Economics and Financial Issues Cover
International Journal of Economics and Financial Issues
PDF Download
EN

Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand

Abstract

This research tested the investment strategy of Reinganum, which used value factors, momentum factors and size factors in the Stock Exchange of Thailand (SET) from 2002-2016. The results showed that value and momentum factors were able to excellently provide above-the-market returns, whiles size factors produced the opposite outcome. In addition, the aforementioned research findings were expanded upon by implementing Reinganum’s investment strategy with Long Term Equity Fund (LTF).

Keywords

Details

Primary Language

English

Subjects

-

Journal Section

-

Authors

Kamphol Panyagometh This is me

Publication Date

June 1, 2017

Submission Date

June 1, 2017

Acceptance Date

-

Published in Issue

Year 2017 Volume: 7 Number: 2

IZ

https://izlik.org/JA92HR33WZ

Cite

RIS / Bibtex
APA
Panyagometh, K. (2017). Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. International Journal of Economics and Financial Issues, 7(2), 492-499. https://izlik.org/JA92HR33WZ
AMA
1.Panyagometh K. Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. IJEFI. 2017;7(2):492-499. https://izlik.org/JA92HR33WZ
Chicago
Panyagometh, Kamphol. 2017. “Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand”. International Journal of Economics and Financial Issues 7 (2): 492-99. https://izlik.org/JA92HR33WZ.
EndNote
Panyagometh K (June 1, 2017) Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. International Journal of Economics and Financial Issues 7 2 492–499.
IEEE
[1]K. Panyagometh, “Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand”, IJEFI, vol. 7, no. 2, pp. 492–499, June 2017, [Online]. Available: https://izlik.org/JA92HR33WZ
ISNAD
Panyagometh, Kamphol. “Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand”. International Journal of Economics and Financial Issues 7/2 (June 1, 2017): 492-499. https://izlik.org/JA92HR33WZ.
JAMA
1.Panyagometh K. Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. IJEFI. 2017;7:492–499.
MLA
Panyagometh, Kamphol. “Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand”. International Journal of Economics and Financial Issues, vol. 7, no. 2, June 2017, pp. 492-9, https://izlik.org/JA92HR33WZ.
Vancouver
1.Kamphol Panyagometh. Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. IJEFI [Internet]. 2017 Jun. 1;7(2):492-9. Available from: https://izlik.org/JA92HR33WZ