Tail risk and the cross-section of Thai mutual fund returns: evidence from non-tax saving and tax-saving funds
With the primary objectives of quantifying the compensation for extreme downside exposure and evaluating the systemic impact of regulatory capital lock-ups, this study comprehensively examines the pricing and structural determinants of tail risk within the Thai mutual fund industry. By utilizing the cross-sectional Hil...
Saranchana Srisawan
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