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CMRI Working PaperThe Evidence of the Residual Momentum Strategy in the Thai Stock Market Chantaramanee Tavivorakiat Master of Science in Finance, Chulalongkorn University November 2012 Abstract
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Document Date: 2013-01-16 05:42:44
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Country
Thailand /
Kuwait /
United States /
United Kingdom /
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Facility
Figure Capital Market Research Institute /
Capital Market Research Institute /
Chulalongkorn University /
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MarketIndex
SET /
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Organization
Capital Market Research Institute /
Chulalongkorn University /
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Position
author /
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SocialTag
Financial markets
Financial ratios
Behavioral finance
Investment
Momentum
Fama–French three-factor model
Beta
Stock market
Rate of return
Financial economics