Nuttawat Visaltanachoti : Citation Profile

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12

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390

Citations

RESEARCH PRODUCTION:

35

Articles

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 26
   Journals where Nuttawat Visaltanachoti has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 7 (1.76 %)

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   Permalink: http://citec.repec.org/pvi214
   Updated: 2024-01-16    RAS profile: 2022-02-10    
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Relations with other researchers

Works with:

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)

faff, robert (6)

Fuertes, Ana-Maria (6)

Skiadopoulos, George (5)

Daskalaki, Charoula (5)

Goh, Kim-Leng (4)

Plastun, Alex (3)

Sermpinis, Georgios (3)

Cites to:

Shleifer, Andrei (32)

Vishny, Robert (19)

Subrahmanyam, Avanidhar (16)

Amihud, Yakov (15)

Roll, Richard (14)

Fama, Eugene (14)

Campbell, John (14)

La Porta, Rafael (13)

Lopez-de-Silanes, Florencio (12)

Stambaugh, Robert (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
Pacific-Basin Finance Journal3
Journal of International Financial Markets, Institutions and Money3
International Review of Financial Analysis2
Journal of Financial Markets2

Recent works citing Nuttawat Visaltanachoti (2024 and 2023)

YearTitle of citing document
2023The Treynor Ratio as a Risk-adjusted Return of Croatian Listed Firms. (2023). Miletic, Marko ; Kramaric, Tomislava Pavic ; Pepur, Petar. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:2:p:92-106.

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2023Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

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2023Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty. (2023). Khandaker, Sarod ; Trinh, Hai Hong ; Baghdadi, Ghasan ; al Farooque, Omar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000304.

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2023Convenience yield risk. (2023). Wichmann, Robert ; Simen, Chardin Wese ; Symeonidis, Lazaros ; Prokopczuk, Marcel. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000348.

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2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360.

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2023Hidden Gem or Fool’s Gold: Can passive ESG ETFs outperform the benchmarks?. (2023). Zakriya, Mohammed ; Jarvinen, Jesse ; Dumitrescu, Ariadna. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300056x.

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2023Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893.

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2023Cross-listing dynamics and labor investment efficiency: International evidence. (2023). Lakhal, Faten ; Benkraiem, Ramzi ; Nizar, Hamza ; Ghadhab, Imen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001941.

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2023Rumors in the sky: Corporate rumors and stock price synchronicity. (2023). Zhu, Zhenmei ; Quan, Xiaofeng ; Cai, Wenwu. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001990.

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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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2023How digital technology improves the high-quality development of enterprises and capital markets: A liquidity perspective. (2023). Liu, Boyang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000570.

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2023Geopolitical risk and stock liquidity. (2023). Verdoliva, Vincenzo ; Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000612.

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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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2023Does fake news impact stock returns? Evidence from US and EU stock markets. (2023). Russo, Ivan ; Gandolfi, Gino ; Arcuri, Maria Cristina. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000231.

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2023What keeps stablecoins stable?. (2023). Viswanath-Natraj, Ganesh ; Lyons, Richard K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001802.

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2023A Bayesian perspective on commodity style integration. (2023). Zhao, Nan ; Fuertes, Ana-Maria. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000181.

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2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259.

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2023Incorporating improved directional change and regime change detection to formulate trading strategies in foreign exchange markets. (2023). Wu, Bing ; Li, Danping ; Zhang, Weijie ; Hu, Shicheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:622:y:2023:i:c:s0378437123003655.

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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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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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2023Do green financial policies offset the climate transition risk penalty imposed on long-term sovereign bond yields?. (2023). Rajan, Ramkishen S ; Gupta, Bhavya ; Cheng, Ruijie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001022.

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2023Historical Relationships and International Market Return Predictability: The Role of the UK in the Former British Colonies, Protectorates and Mandates. (2023). Saito, Yuta ; Hidaka, Takuro ; Sakamoto, Jun. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2108r.

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2023Cloud cover and expected oil returns. (2023). Wang, Yudong ; Hao, Xianfeng. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02128-5.

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2023Stock Market Reaction to COVID-19: A Cross-Sectional Industry Analysis in Frontier Market. (2023). al Johani, Sameer ; Adnan, Atm. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:12:y:2023:i:2:p:157-181.

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2023Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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2023Law of one price and return on Arbitrage Trading: Bitcoin vs. Ethereum. (2023). Shynkevich, Andrei. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09631-0.

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2023Do efficient commodity markets co-move: evidence from Indian base metals market. (2023). Singhal, Utkarsh ; Shahani, Rakesh. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:3:d:10.1007_s13563-022-00353-z.

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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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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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2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

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2023A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614.

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2023Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068.

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2023The predictability of iron ore futures prices: A product?material lead–lag effect. (2023). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1289-1304.

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2023Investor responses to information updates on peer behavior and public investment policy: The case of green investments. (2023). Bersch, Johannes ; Berger, Marius ; Alt, Marius. In: ZEW Discussion Papers. RePEc:zbw:zewdip:23024.

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Works by Nuttawat Visaltanachoti:

YearTitleTypeCited
2014Sell the rumour, buy the fact? In: Accounting and Finance.
[Full Text][Citation analysis]		article5
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]		article4
2021Do stocks outperform treasury bills in international markets? In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2015Frontier market transaction costs and diversification In: Journal of Financial Markets.
[Full Text][Citation analysis]		article14
2018Politics and liquidity In: Journal of Financial Markets.
[Full Text][Citation analysis]		article8
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]		article25
2018Do liquidity proxies measure liquidity accurately in ETFs? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2021Do climate risks matter for green investment? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2021Country governance and international equity returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
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]		article18
2013Liquidity commonality in commodities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article49
2013ETF arbitrage: Intraday evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
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]		article20
2012Commodity Liquidity Measurement and Transaction Costs In: Review of Financial Studies.
[Full Text][Citation analysis]		article97
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]		article19
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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