Nuttawat Visaltanachoti : Citation Profile

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354

Citations

RESEARCH PRODUCTION:

35

Articles

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 23
   Journals where Nuttawat Visaltanachoti has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 7 (1.94 %)

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   Permalink: http://citec.repec.org/pvi214
   Updated: 2023-05-27    RAS profile: 2022-02-10    
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Relations with other researchers

Works with:

Marshall, Ben (3)

Nguyen, Harvey (2)

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

Is cited by:

Prokopczuk, Marcel (8)

Sévi, Benoît (8)

Ilomäki, Jukka (7)

Lim, Kian-Ping (6)

Fuertes, Ana-Maria (6)

faff, robert (6)

Skiadopoulos, George (5)

Daskalaki, Charoula (5)

Goh, Kim-Leng (4)

Plastun, Alex (3)

Chang, Chia-Lin (3)

Cites to:

Shleifer, Andrei (32)

Vishny, Robert (19)

Subrahmanyam, Avanidhar (16)

Amihud, Yakov (15)

Fama, Eugene (14)

Campbell, John (14)

Roll, Richard (14)

La Porta, Rafael (13)

Stambaugh, Robert (12)

Lopez-de-Silanes, Florencio (12)

Trzcinka, Charles (11)

Main data

Where Nuttawat Visaltanachoti has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Accounting and Finance3
Journal of International Financial Markets, Institutions and Money3
Pacific-Basin Finance Journal3
International Review of Financial Analysis2
Journal of Financial Markets2

Recent works citing Nuttawat Visaltanachoti (2022 and 2021)

YearTitle of citing document
2021Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836.

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2022Quality of governance and corporate real investment: Assessing the impact of foreign aid. (2022). Tabash, Mosab I ; Anagreh, Suhaib ; Farooq, Umar ; Wen, Jun. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:4:p:1115-1134.

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2022Gauging the effect of investor overconfidence on trading volume from the perspective of the relationship between lagged stock returns and current trading volume. (2022). Li, Hexuan ; Fan, Yaojun ; Wang, Yifan ; Huang, Jiayu. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:103-123.

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2021Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701.

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2021The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241.

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2021Employment protection and share repurchases: Evidence from wrongful discharge laws. (2021). Phan, Hieu V ; de Cesari, Amedeo ; Dang, Viet A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001589.

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2022Stock liquidity and corporate labor investment11We are grateful to the editor (Heitor Almeida) and an anynmous reviewer for detailed and significant guidance and suggestions. We thank Huu Duong, Alvin. (2022). Huang, HE ; Hasan, Iftekhar ; Ee, Mong Shan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002649.

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2022Mandatory CSR expenditure and stock market liquidity. (2022). Zhu, Min ; Rao, Sandeep ; Roy, Partha P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000013.

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2021Market efficiency in foreign exchange market. (2021). Pae, Yuntaek ; Choi, Wonseok ; Lee, Namhoon. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002081.

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2022Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779.

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2022Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38.

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2021The risk premia of energy futures. (2021). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003467.

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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2022Green financial system regulation shock and greenwashing behaviors: Evidence from Chinese firms. (2022). Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002304.

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2021A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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2021Intraday indirect arbitrage between European index ETFs. (2021). Tooma, Eskandar ; Bassiouny, Aliaa. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000806.

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2021Is competition beneficial? The case of exchange traded funds. (2021). Eugster, Nicolas ; Kharma, Celine. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001241.

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2021Liquidity effects on price and return co-movements in commodity futures markets. (2021). Ding, Shusheng ; Zhang, Yongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001320.

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2022Are conditional illiquidity risks priced in China? A cross-sectional test. (2022). Yin, Libo ; Lyu, Tongtong ; Su, Zhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000497.

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2022Time series momentum in the US stock market: Empirical evidence and theoretical analysis. (2022). Zakamulin, Valeriy ; Giner, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001363.

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2022Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets. (2022). Junttila, Juha ; Uddin, Gazi Salah ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002393.

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2022How do labor adjustment costs affect corporate tax planning? Evidence from labor skills. (2022). Nguyen, Justin Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002496.

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2021Bitcoin and liquidity risk diversification. (2021). Zantour, Ahlem ; Guesmi, Khaled ; Ghabri, Yosra. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030012x.

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2021Stock return predictability over four centuries: The role of commodity returns. (2021). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320307947.

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2021Bitcoin arbitrage. (2021). Shynkevich, Andrei. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320308886.

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2022Do IPOs outperform Treasury bills?. (2022). Pan, Ming-Shiun ; Liano, Kartono ; Huang, Gow-Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005481.

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2023Stock liquidity and firm-level political risk. (2023). Yaghoubi, Mona ; Das, Kuntal K. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005967.

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2022Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns. (2022). Bouri, Elie ; Zhou, Wenyu ; Zaremba, Adam ; Long, Huaigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000295.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2021Liquidity and short-run predictability: Evidence from international stock markets. (2021). Newaz, Mohammad Khaleq ; Park, Jin Suk. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000715.

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2022Predictability of stock market returns: New evidence from developed and developing countries. (2022). Li, Bin ; Chen, Xiaoyue ; Shi, Kan ; Singh, Tarlok. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000223.

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2021Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility. (2021). Chen, Miao-Ling ; Hsu, Ching-Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000342.

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2021Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices. (2021). Psaradellis, Ioannis ; Stasinakis, Charalampos ; Hassanniakalager, Arman ; Sermpinis, Georgios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100072x.

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2021Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency. (2021). Mare, Davide Salvatore ; Li, Youwei ; Sun, Yuxin ; Ibikunle, Gbenga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001487.

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2022COVID-19 pandemic and liquidity commonality. (2022). Suardi, Sandy ; Zhou, Ivy Z ; Xu, Caihong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000579.

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2023Capital market liberalization and opportunistic insider sales: Evidence from China. (2023). Dai, Yunhao ; Wang, LI ; Liu, Xiaojun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s104244312200169x.

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2021Return signal momentum. (2021). Thomakos, Dimitrios ; Liu, Jiadong ; Papailias, Fotis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:124:y:2021:i:c:s0378426621000212.

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2021Liquidity and the cross-section of international stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000819.

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2022Information asymmetry and the profitability of technical analysis. (2022). Lai, Hung-Neng ; Hung, Chiayu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002983.

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2022Mutual fund flows and seasonalities in stock returns. (2022). Margaritis, Dimitris ; Lee, John Byong-Tek ; Wagner, Moritz. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622002035.

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2022Measuring commodity market quality. (2022). Prokopczuk, Marcel ; Lauter, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002382.

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2021Are disagreements agreeable? Evidence from information aggregation. (2021). Li, Jiangyuan ; Huang, Dashan ; Wang, Liyao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:83-101.

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2021Intraday arbitrage between ETFs and their underlying portfolios. (2021). Lynch, Andrew ; Evans, Richard ; Davis, Ryan ; Box, Travis. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1078-1095.

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2021The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time. (2021). Jacobsen, Ben ; Zhang, Cherry Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302242.

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2022Policy and oversight of corporate political activities and the cost of equity capital. (2022). Truong, Cameron ; Phang, Soon-Yeow ; Pham, Anh Viet ; Garg, Mukesh ; Adrian, Christofer. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:18:y:2022:i:2:s1815566922000091.

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2021The effect of oil supply shocks on industry returns. (2021). Wu, Kai ; Li, Jay Y ; Huang, Dayong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000064.

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2022Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? Evidence from the LME. (2022). Kang, Sang Baum ; Jia, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000210.

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2022The strategic allocation to style-integrated portfolios of commodity futures. (2022). faff, robert ; Miffre, Joelle ; Yew, Rand Kwong ; Rad, Hossein. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000174.

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2022Forecasting stock market volatility using commodity futures volatility information. (2022). Guo, Xiaozhu ; Liu, Guangqiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100489x.

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2022Spillover effects between commodity and stock markets: A SDSES approach. (2022). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003701.

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2022Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000671.

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2022Real estate climate index and aggregate stock returns: Evidence from China. (2022). Zaremba, Adam ; Long, Huaigang ; Fu, Tao ; Jiang, Yuexiang ; Zhou, Wenyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001366.

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2022Stop-loss early termination clause and hedge fund performance. (2022). Wang, Zhibin ; Pang, Ningjing ; Hong, Xin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x2200155x.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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2021Halloween effect and active fund management. (2021). Samios, Yiannis ; Kenourgios, Dimitris. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:534-544.

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2023Asymmetric volatility structure of equity returns: Evidence from an emerging market. (2023). Furqan, Mehreen ; Abbas, Syed Kumail ; Mirza, Nawazish ; Umar, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:330-336.

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2022Liquidity commonality in sovereign bond markets. (2022). Richter, Thomas Julian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:501-518.

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2022Role of emerging markets vis-à-vis frontier markets in improving portfolio diversification benefits. (2022). Paul, Justin ; Yadav, Surendra Singh ; Kashiramka, Smita ; Thomas, Nisha Mary. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:95-121.

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2022Liquidity dimensions in the U.S. corporate bond market. (2022). Escribano, Ana ; Diaz, Antonio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:1163-1179.

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2022Good oil volatility, bad oil volatility, and stock return predictability. (2022). Wang, Yudong ; Xiao, Jihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:953-966.

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2023Does fear spur default risk?. (2023). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:879-899.

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2022Calendar anomalies in passion investments: Price patterns and profit opportunities. (2022). Ji, Qiang ; Havrylina, Ahniia ; Bouri, Elie ; Plastun, Alex. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000666.

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2022Dividend policy and stock liquidity: Lessons from Central and Eastern Europe. (2022). Kubiak, Jarosaw ; Stereczak, Szymon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001155.

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2022Technical trading rule profitability in currencies: It’s all about momentum. (2022). Oreilly, Philip ; Obrien, John ; Kyziropoulos, Panagiotis E ; Hutchinson, Mark C ; Sharma, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001659.

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2021Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries. (2021). Lechman, Ewa ; Marszk, Adam. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001153.

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2021Oil Market Factors as a Source of Commonality in Liquidity in International Equity Markets. (2021). Noman, Abdullah ; Naka, Atsuyuki ; Alhassan, Abdulrahman. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:372-:d:613755.

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2022A Giant Falls: The Impact of Evergrande on Asian Stock Indexes. (2022). Haque, Muhammad Enamul ; Dionisio, Andreia ; Almeida, Dora ; Ferreira, Paulo. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:326-:d:869947.

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2021Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies. (2021). Rupeika-Apoga, Ramona ; Zaidi, Syeda Hina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:43-:d:502872.

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2022The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures. (2022). faff, robert ; Miffre, Joelle ; Yew, Rand Kwong ; Rad, Hossein. In: Post-Print. RePEc:hal:journl:hal-03881976.

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2021Regime-dependent commodity price dynamics: A predictive analysis. (2021). Obersteiner, Michael ; Hlouskova, Jaroslava ; Fortin, Ines ; Crespo-Cuaresma, Jesus. In: IHS Working Paper Series. RePEc:ihs:ihswps:28.

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2022Shareholder Disputes and Commonality in Liquidity: Evidence from the Equity Markets in China. (2022). Wang, Mu-Shun. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09350-8.

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2021Does liquidity drive stock market returns? The role of investor risk aversion. (2021). Liu, Xiaoquan ; Kuo, Jing-Ming ; Choudhry, Taufiq ; Zhang, Qingjing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00966-5.

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2022Predictable asset price dynamics, risk-return tradeoff, and investor behavior. (2022). Kilic, Osman ; Marks, Joseph M ; Nam, Kiseok. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01057-9.

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2021Attention to the Election-Economics-Politics (EEP) Nexus in the Indian Stock Markets. (2021). Sinha, Paritosh Chandra. In: The Review of Finance and Banking. RePEc:rfb:journl:v:13:y:2021:i:1:p:7-32.

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2022Determinants of Stock Market Liquidity. The Quantifiable Effects of Psychic Distance Stimuli. (2022). Dimcea, Andrei. In: The Review of Finance and Banking. RePEc:rfb:journl:v:14:y:2022:i:2:p:107-120.

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2022Does time-varying illiquidity matter for the Indian stock market? Evidence from high-frequency data. (2022). Jha, Sumit Kumar ; Bhattacharya, Sharad Nath. In: Australian Journal of Management. RePEc:sae:ausman:v:47:y:2022:i:2:p:251-272.

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2021Stock Market Liquidity: A Literature Review. (2021). Reddy, Y V ; Naik, Priyanka. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244020985529.

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2021Technical trading and cryptocurrencies. (2021). Urquhart, Andrew ; Hudson, Robert. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03357-1.

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2021Multi-asset scenario building for trend-following trading strategies. (2021). Thomann, Andreas. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03547-2.

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2022Liquidity connectedness in cryptocurrency market. (2022). Hussain, Syed Jawad ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Vo, Xuan Vinh. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00308-3.

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2022Earnings quality measures and stock return volatility in South Africa. (2022). Nomlala, Bomi Cyril ; Olarewaju, Odunayo Magret ; Mbonigaba, Josue ; Fonou-Dombeu, Nyanine Chuele. In: Future Business Journal. RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00115-x.

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2022Brand actions and financial consequences: a review of key findings and directions for future research. (2022). Lehmann, Donald ; Keller, Kevin Lane ; Gupta, Sayan ; Swaminathan, Vanitha. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:50:y:2022:i:4:d:10.1007_s11747-022-00866-7.

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2021Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets. (2021). Serra, Teresa ; He, Xinyue ; Garcia, Philip. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:2:p:743-764.

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2023Liquidity risk and expected cryptocurrency returns. (2023). Li, YI ; Zhang, Wei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:472-492.

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2021Forecasting equity returns: The role of commodity futures along the supply chain. (2021). Wu, Chongfeng ; Li, Chenchen ; Zhou, Chunyang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:1:p:46-71.

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2021Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925.

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2022Market inefficiencies surrounding energy announcements. (2022). Kurov, Alexander ; Alturki, Sultan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:172-188.

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2022US experience with futures transaction taxes. (2022). Mixon, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:413-427.

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2022A trend factor in commodity futures markets: Any economic gains from using information over investment horizons?. (2022). Kong, Lingfei ; Han, Yufeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:803-822.

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2023Industry variance risk premium, cross?industry correlation, and expected returns. (2023). Xu, QI ; Luo, Xingguo ; Zhu, Yabei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:3-32.

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2023Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

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2021Equity premium predictability over the business cycle. (2021). Stein, Tobias ; Monch, Emanuel. In: Discussion Papers. RePEc:zbw:bubdps:252021.

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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
2021Do accounting information and market environment matter for cross?asset predictability? In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2009The Halloween Effect in U.S. Sectors In: The Financial Review.
[Full Text][Citation analysis]		article30
2021Risk reduction using trailing stop?loss rules In: International Review of Finance.
[Full Text][Citation analysis]		article1
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]		article2
2021Does a change in the information environment affect labor adjustment costs? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2021Do stocks outperform treasury bills in international markets? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2015Frontier market transaction costs and diversification In: Journal of Financial Markets.
[Full Text][Citation analysis]		article13
2018Politics and liquidity In: Journal of Financial Markets.
[Full Text][Citation analysis]		article7
2021The liquidity of active ETFs In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2013Liquidity measurement in frontier markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article24
2018Do liquidity proxies measure liquidity accurately in ETFs? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2021Do climate risks matter for green investment? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2021Country governance and international equity returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2010The Other January Effect: Evidence against market efficiency? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2010Speed of convergence to market efficiency for NYSE-listed foreign stocks In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2013Liquidity commonality in commodities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article48
2013ETF arbitrage: Intraday evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2014Is there momentum or reversal in weekly currency returns? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article10
2009Commonality in liquidity: Evidence from the Stock Exchange of Thailand In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article14
2013Opportunistic insider trading In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
2021Beta estimation in New Zealand In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2019Stock Market Predictability and Industrial Metal Returns In: Management Science.
[Full Text][Citation analysis]		article15
2012Commodity Liquidity Measurement and Transaction Costs In: Review of Financial Studies.
[Full Text][Citation analysis]		article84
2022Are individual stock returns predictable? In: Australian Journal of Management.
[Full Text][Citation analysis]		article0
2007Performance of market order execution strategy: the Australian evidence In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2007Holding periods, illiquidity and disposition effect in the Chinese stock markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2009Idiosyncratic volatility and stock returns: a cross country analysis In: Applied Financial Economics.
[Full Text][Citation analysis]		article12
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]		article2
2017Time series momentum and moving average trading rules In: Quantitative Finance.
[Full Text][Citation analysis]		article17
2008Economic Value Added (EVA®) and Sector Returns In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
[Full Text][Citation analysis]		article3

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