Performance of equity mutual funds in Thailand

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Performance of equity mutual funds in Thailand

This dissertation examines the performance of 242 open-ended equity mutual funds in Thailand from January 2009 to December 2017 by employing the Jensen’s measure, the Fama-French’s Three-factor model, and the Carhart’s Four-factor model. The overall results show that market risk premium, firm size,...

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Bibliographic Details
Main Author:	Rujivipat, Anutra
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2018
Subjects:	Mutual fund performance Thai mutual fund industry Market timing ability Momentum trading strategy.
Online Access:	https://eprints.nottingham.ac.uk/53935/

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