Nuttawat Visaltanachoti : Citation Profile


Are you Nuttawat Visaltanachoti?

9

H index

7

i10 index

196

Citations

RESEARCH PRODUCTION:

25

Articles

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 17
   Journals where Nuttawat Visaltanachoti has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 5 (2.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi214
   Updated: 2019-11-16    RAS profile: 2019-08-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Marshall, Ben (10)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nuttawat Visaltanachoti.

Is cited by:

McAleer, Michael (9)

Sévi, Benoît (8)

Prokopczuk, Marcel (5)

Skiadopoulos, George (5)

Chang, Chia-Lin (4)

Lim, Kian-Ping (3)

Gospodinov, Nikolay (2)

Ranaldo, Angelo (2)

DUMITRIU, Ramona (2)

faff, robert (2)

Nikiforow, Marina (2)

Cites to:

Subrahmanyam, Avanidhar (13)

Roll, Richard (12)

Shleifer, Andrei (11)

Fama, Eugene (10)

Amihud, Yakov (9)

Trzcinka, Charles (9)

Easley, David (8)

Trzcinka, Charles (8)

Rebelo, Sergio (7)

Eichenbaum, Martin (7)

Vishny, Robert (7)

Main data


Where Nuttawat Visaltanachoti has published?


Journals with more than one article published# docs
Journal of Banking & Finance4
Applied Financial Economics3
Journal of Financial Markets2
Journal of International Financial Markets, Institutions and Money2
Pacific-Basin Finance Journal2
Accounting and Finance2

Recent works citing Nuttawat Visaltanachoti (2019 and 2018)


YearTitle of citing document
2018Is the Halloween Effect Present on the Markets for Agricultural Commodities?. (2018). Burakov, Dmitry ; Freidin, M. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276110.

Full description at Econpapers || Download paper

2017Does the T + 1 rule really reduce speculation? Evidence from Chinese Stock Index ETF. (2017). Chen, Xinyun ; Zeng, Tao ; Liu, Yan. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1287-1313.

Full description at Econpapers || Download paper

2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

Full description at Econpapers || Download paper

2018Mutual Fund Flows and Seasonalities in Stock Returns. (2018). Margaritis, Dimitris ; Lee, John Byong-Tek ; Wagner, Moritz. In: Working Papers in Economics. RePEc:cbt:econwp:18/17.

Full description at Econpapers || Download paper

2017“Sell not only in May”. Seasonal Effects on Stock Markets. (2017). Schabek, Tomasz ; Castro, Henrique. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:5-18.

Full description at Econpapers || Download paper

2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

Full description at Econpapers || Download paper

2018Commonality in liquidity: Evidence from India’s National Stock Exchange. (2018). Kumar, Gaurav ; Misra, Arun Kumar . In: Journal of Asian Economics. RePEc:eee:asieco:v:59:y:2018:i:c:p:1-15.

Full description at Econpapers || Download paper

2017Determinants of commonality in liquidity: Evidence from an order-driven emerging market. (2017). Goyal, Abhinav ; Wadhwa, Kavita ; Syamala, Sudhakara Reddy. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:38-52.

Full description at Econpapers || Download paper

2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

Full description at Econpapers || Download paper

2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

Full description at Econpapers || Download paper

2017Liquidity commonality in the secondary corporate loan market. (2017). Anthony, John ; Shamsuddin, Abul ; Lee, Doowon ; Docherty, Paul. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:10-14.

Full description at Econpapers || Download paper

2017Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds. (2017). Sermpinis, Georgios ; Hassanniakalager, Arman ; Stasinakis, Charalampos. In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:540-558.

Full description at Econpapers || Download paper

2018Liquidity and risk premia in electricity futures. (2018). Bevin-McCrimmon, Fergus ; Sise, Greg ; McCarten, Matthew ; Diaz-Rainey, Ivan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:503-517.

Full description at Econpapers || Download paper

2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

Full description at Econpapers || Download paper

2018Do institutions trade ahead of false news? Evidence from an emerging market. (2018). Li, Qian ; Bao, Liang ; Wang, Jiamin. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:98-113.

Full description at Econpapers || Download paper

2017Emerging markets: Is the trend still your friend?. (2017). Conover, Mitchell C ; Szakmary, Andrew C ; Johnson, Robert R ; Jensen, Gerald R. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:128-148.

Full description at Econpapers || Download paper

2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

Full description at Econpapers || Download paper

2017Psychological price barriers in frontier equities. (2017). Berk, Ales S ; Lucey, Brian M ; Dowling, Michael ; Cummins, Mark. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:1-14.

Full description at Econpapers || Download paper

2019The Brexit vote and currency markets. (2019). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164.

Full description at Econpapers || Download paper

2017A tale of two tails: Explaining extreme events in financialized agricultural markets. (2017). Algieri, Bernardina ; Koch, Nicolas ; Kalkuhl, Matthias. In: Food Policy. RePEc:eee:jfpoli:v:69:y:2017:i:c:p:256-269.

Full description at Econpapers || Download paper

2017Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110.

Full description at Econpapers || Download paper

2019Does the large amount of information in corporate disclosures hinder or enhance price discovery in the capital market?. (2019). Suwanyangyuan, Nattavut ; NOVAK, Jiri ; Hrazdil, Karel ; Chung, Dennis Y. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:15:y:2019:i:1:p:36-52.

Full description at Econpapers || Download paper

2018Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures. (2018). Huss, Matthias ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:29-46.

Full description at Econpapers || Download paper

2019Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70.

Full description at Econpapers || Download paper

2019Illiquidity in the Japan electric power exchange. (2019). Ikeda, Shin S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:16-39.

Full description at Econpapers || Download paper

2017Heterogeneous traders, liquidity, and volatility in crude oil futures market. (2017). Ray, Rina ; Haugom, Erik. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:36-49.

Full description at Econpapers || Download paper

2019Speculation and its impact on liquidity in commodity markets. (2019). Ludwig, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:532-547.

Full description at Econpapers || Download paper

2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

Full description at Econpapers || Download paper

2017Reprint of Director discretion and insider trading profitability. (2017). Kwan, Amy ; McInish, Thomas H ; Philip, Richard ; Foley, Sean. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:52-67.

Full description at Econpapers || Download paper

2017The impact of latency sensitive trading on high frequency arbitrage opportunities. (2017). Webb, Robert I ; Mollica, Vito ; Zhang, Shunquan ; Frino, Alex. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:91-102.

Full description at Econpapers || Download paper

2018Idiosyncratic volatility in the Australian equity market. (2018). Zhong, Angel. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:105-125.

Full description at Econpapers || Download paper

2019Liquidity and earnings in event studies: Does data granularity matter?. (2019). Michayluk, David ; Walsh, Kathleen ; Patel, Vinay ; Bohmann, Marc. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:118-131.

Full description at Econpapers || Download paper

2018Improving performance of exchange rate momentum strategy using volatility information. (2018). Zhuang, Chunjuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:741-753.

Full description at Econpapers || Download paper

2017Seasonal anomalies in advanced emerging stock markets. (2017). Docherty, Paul ; Seif, Mostafa ; Shamsuddin, Abul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:169-181.

Full description at Econpapers || Download paper

2018Benchmarking liquidity proxies: The case of EU sovereign bonds. (2018). Monokroussos, George ; Langedijk, Sven ; Papanagiotou, Evangelia . In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:321-329.

Full description at Econpapers || Download paper

2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:220-234.

Full description at Econpapers || Download paper

2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

Full description at Econpapers || Download paper

2018Simple Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, H ; Ilomaki, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:107290.

Full description at Econpapers || Download paper

2018Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, H ; Ilomaki, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:110015.

Full description at Econpapers || Download paper

2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111556.

Full description at Econpapers || Download paper

2017Comparison of the Predictive Ability of Single and Multi-Regime Models of Stock Market Dynamics. (2017). Zyamalov, Vadim ; Ye, Vadim. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:170206:p:64-75.

Full description at Econpapers || Download paper

2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

Full description at Econpapers || Download paper

2018A Closer Look at the Halloween Effect: The Case of the Dow Jones Industrial Average. (2018). Arendas, Peter ; Schwarzova, Maria ; Malacka, Viera. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:42-:d:140703.

Full description at Econpapers || Download paper

2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

Full description at Econpapers || Download paper

2018Liquidity of the Chinese Agricultural Futures Market and Its Impact on Futures Price—Based on High-Frequency Data. (2018). Xu, Yuanyuan ; Li, Chongguang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4579-:d:187752.

Full description at Econpapers || Download paper

2018Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2125-:d:153797.

Full description at Econpapers || Download paper

2017Jumps in Commodity Markets. (2017). Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-615.

Full description at Econpapers || Download paper

2018An Empirical Study of Investors¡¯ Disposition Effect in China Based on Open Data from the Chinese Stock Markets. (2018). Cai, Huan ; Bai, Chaonan ; Wang, Meining. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:5:p:165-172.

Full description at Econpapers || Download paper

2018Impact of Price Path on Disposition Bias. (2018). Jacob, Joshy ; Bansal, Avijit. In: IIMA Working Papers. RePEc:iim:iimawp:14593.

Full description at Econpapers || Download paper

2018the determinants of Illiquidity on emerging stock markets:. (2018). Hikouatcha, Prince Dubois. In: Journal of Academic Finance. RePEc:jaf:journl:v:9:y:2018:i:2:n:162.

Full description at Econpapers || Download paper

2019Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India. (2019). Das, Sudipta . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09268-8.

Full description at Econpapers || Download paper

2018Testing Calendar Effects of International Equity and Real Estate Markets. (2018). , Eddie ; Kwan, KA. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:1:d:10.1007_s11146-016-9564-1.

Full description at Econpapers || Download paper

2017Bid-Ask Spread Decomposition and Information Asymmetry of Firms Cross-Listed in the London and New York Exchanges. (2017). Luo, Robin Hang. In: International Finance and Banking. RePEc:mth:ifb888:v:4:y:2017:i:1:p:16-32.

Full description at Econpapers || Download paper

2018Development of the distribution model of financial resources based on EVA indicator. (2018). Lesia, Prysiazhniuk. In: Technology audit and production reserves, 4(42) 2018. RePEc:nos:vpnece:2.

Full description at Econpapers || Download paper

2017What Are the Best Liquidity Proxies for Global Research?. (2017). Trzcinka, Charles ; Holden, Craig W. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:4:p:1355-1401..

Full description at Econpapers || Download paper

2017What Are the Best Liquidity Proxies for Global Research?. (2017). , Kingsley ; Trzcinka, Charles A ; Holden, Craig W. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2017:i:4:p:1355-1401..

Full description at Econpapers || Download paper

2017Factor Pricing in Commodity Futures and the Role of Liquidity. (2017). CHONG, Terence Tai Leung ; Chan, Wing Hong ; Tsui, Chun . In: MPRA Paper. RePEc:pra:mprapa:80555.

Full description at Econpapers || Download paper

2019Halloween Effect in Developed Stock Markets: A US Perspective. (2019). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201914.

Full description at Econpapers || Download paper

2018The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming. (2018). Manahov, Viktor . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2286-1.

Full description at Econpapers || Download paper

2019Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market. (2019). Hu, Yingyi. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2849-4.

Full description at Econpapers || Download paper

2018Drivers of seasonal return patterns in German stocks. (2018). Weigerding, Michael ; Hanke, Michael. In: Business Research. RePEc:spr:busres:v:11:y:2018:i:1:d:10.1007_s40685-017-0060-0.

Full description at Econpapers || Download paper

2018Flexibility in Measuring Corporate Financial Performance, EVA Versus Conventional Earnings Measures: Evidences from India and China. (2018). Tripathi, Manju ; Jain, P K ; Kashiramka, Smita. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:19:y:2018:i:2:d:10.1007_s40171-017-0178-0.

Full description at Econpapers || Download paper

2017The disposition effect: a survey. (2017). Plessner, Marco . In: Management Review Quarterly. RePEc:spr:manrev:v:67:y:2017:i:1:d:10.1007_s11301-017-0122-6.

Full description at Econpapers || Download paper

2018Copper price determination: fundamentals versus non-fundamentals. (2018). Guzman, Juan Ignacio ; Silva, Enrique. In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y.

Full description at Econpapers || Download paper

2019Can ETFs contribute to systemic risk?. (2019). Sánchez Serrano, Antonio ; Pagano, Marco ; Zechner, Jozef. In: Report of the Advisory Scientific Committee. RePEc:srk:srkasc:20199.

Full description at Econpapers || Download paper

2017Testing overconfidence bias in Pakistani stock market. (2017). Zia, Lubna ; Zhang, Xibin ; Hashmi, Shujahat Haider ; Sindhu, Muzammal Ilyas. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1289656.

Full description at Econpapers || Download paper

2017Idiosyncratic volatility and stock returns: Indian evidence. (2017). Ansari, Valeed Ahmad ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1420998.

Full description at Econpapers || Download paper

2018Simple Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180048.

Full description at Econpapers || Download paper

2018Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1814.

Full description at Econpapers || Download paper

2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1825.

Full description at Econpapers || Download paper

2017Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash. (2017). Han, Qian ; Liang, Jufang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:37:y:2017:i:4:p:411-428.

Full description at Econpapers || Download paper

2017Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data. (2017). Knoll, Julian ; Walter, Dominik ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:192017.

Full description at Econpapers || Download paper

Works by Nuttawat Visaltanachoti:


YearTitleTypeCited
2014Sell the rumour, buy the fact? In: Accounting and Finance.
[Full Text][Citation analysis]
article3
2016Transaction costs in an illiquid order-driven market In: Accounting and Finance.
[Full Text][Citation analysis]
article0
2009The Halloween Effect in U.S. Sectors In: The Financial Review.
[Full Text][Citation analysis]
article19
2010Real exchange rates, asset prices and terms of trade: A theoretical analysis In: Economic Modelling.
[Full Text][Citation analysis]
article4
2011Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
2008Liquidity distribution in the limit order book on the stock exchange of Thailand In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2015Frontier market transaction costs and diversification In: Journal of Financial Markets.
[Full Text][Citation analysis]
article4
2018Politics and liquidity In: Journal of Financial Markets.
[Full Text][Citation analysis]
article0
2013Liquidity measurement in frontier markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article10
2018Do liquidity proxies measure liquidity accurately in ETFs? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
2010The Other January Effect: Evidence against market efficiency? In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2010Speed of convergence to market efficiency for NYSE-listed foreign stocks In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article15
2013Liquidity commonality in commodities In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article33
2013ETF arbitrage: Intraday evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article10
2014Is there momentum or reversal in weekly currency returns? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article4
2009Commonality in liquidity: Evidence from the Stock Exchange of Thailand In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article10
2013Opportunistic insider trading In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article3
2012Commodity Liquidity Measurement and Transaction Costs In: Review of Financial Studies.
[Full Text][Citation analysis]
article49
2007Performance of market order execution strategy: the Australian evidence In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2007Holding periods, illiquidity and disposition effect in the Chinese stock markets In: Applied Financial Economics.
[Full Text][Citation analysis]
article6
2009Idiosyncratic volatility and stock returns: a cross country analysis In: Applied Financial Economics.
[Full Text][Citation analysis]
article9
2009Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis In: Applied Financial Economics.
[Full Text][Citation analysis]
article2
2019A Note on Intraday Event Studies In: European Accounting Review.
[Full Text][Citation analysis]
article0
2017Time series momentum and moving average trading rules In: Quantitative Finance.
[Full Text][Citation analysis]
article9
2008Economic Value Added (EVA®) and Sector Returns In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
[Full Text][Citation analysis]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team