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

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Academic year: 2020

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Figure

Table 1: Number of all stocks and percentage of stocks meeting filter rules
Table 2: Outcomes of effectiveness testing of Ringanum’s investment strategies
Table 3: Returns by percentiles of price-to-book ratios
Table 5: Returns by percentiles of past 6 months returns
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