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

Cilt: 7 Sayı: 2 1 Haziran 2017
  • Kamphol Panyagometh
International Journal of Economics and Financial Issues Kapak
International Journal of Economics and Financial Issues
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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

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

-

Yazarlar

Kamphol Panyagometh Bu kişi benim

Yayımlanma Tarihi

1 Haziran 2017

Gönderilme Tarihi

1 Haziran 2017

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2017 Cilt: 7 Sayı: 2

IZ

https://izlik.org/JA92HR33WZ

Kaynak Göster

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 (01 Haziran 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, c. 7, sy 2, ss. 492–499, Haz. 2017, [çevrimiçi]. Erişim adresi: 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 (01 Haziran 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, c. 7, sy 2, Haziran 2017, ss. 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]. 01 Haziran 2017;7(2):492-9. Erişim adresi: https://izlik.org/JA92HR33WZ