11
H index
12
i10 index
378
Citations
| 11 H index 12 i10 index 378 Citations RESEARCH PRODUCTION: 35 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 5 |
Journal of International Financial Markets, Institutions and Money | 3 |
Pacific-Basin Finance Journal | 3 |
Accounting and Finance | 3 |
Journal of Financial Markets | 2 |
International Review of Financial Analysis | 2 |
Year | Title of citing document |
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2022 | Quality 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. Full description at Econpapers || Download paper |
2022 | Gauging 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. Full description at Econpapers || Download paper |
2022 | Payout policies, government ownership, and financial constraints: Evidence from Vietnam. (2022). Lee, Jinping ; Wang, Yunyi ; Bui, Nha Duc. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:4:p:600-636. Full description at Econpapers || Download paper |
2022 | Mandatory 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. Full description at Econpapers || Download paper |
2022 | Fat 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2022 | Small 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Green 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. Full description at Econpapers || Download paper |
2023 | Convenience 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. Full description at Econpapers || Download paper |
2022 | Are 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. Full description at Econpapers || Download paper |
2022 | Time 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. Full description at Econpapers || Download paper |
2022 | Small 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. Full description at Econpapers || Download paper |
2022 | How 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. Full description at Econpapers || Download paper |
2023 | Hidden 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. Full description at Econpapers || Download paper |
2023 | Industry 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. Full description at Econpapers || Download paper |
2022 | Do 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Geopolitical 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. Full description at Econpapers || Download paper |
2022 | Macroeconomics 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. Full description at Econpapers || Download paper |
2022 | Predictability 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. Full description at Econpapers || Download paper |
2022 | COVID-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. Full description at Econpapers || Download paper |
2023 | Capital 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. Full description at Econpapers || Download paper |
2022 | Information 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. Full description at Econpapers || Download paper |
2022 | Mutual 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. Full description at Econpapers || Download paper |
2022 | Measuring commodity market quality. (2022). Prokopczuk, Marcel ; Lauter, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002382. Full description at Econpapers || Download paper |
2023 | What 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. Full description at Econpapers || Download paper |
2022 | Policy 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. Full description at Econpapers || Download paper |
2022 | Do 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Spillover 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. Full description at Econpapers || Download paper |
2022 | Effect 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. Full description at Econpapers || Download paper |
2022 | Real 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. Full description at Econpapers || Download paper |
2022 | Stop-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. Full description at Econpapers || Download paper |
2023 | Incorporating 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. Full description at Econpapers || Download paper |
2023 | Asymmetric 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. Full description at Econpapers || Download paper |
2022 | Liquidity 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. Full description at Econpapers || Download paper |
2022 | Role 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. Full description at Econpapers || Download paper |
2022 | Liquidity 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. Full description at Econpapers || Download paper |
2022 | Good 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2022 | Calendar 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. Full description at Econpapers || Download paper |
2022 | Dividend 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. Full description at Econpapers || Download paper |
2022 | Technical 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective. (2022). Yuferova, Darya ; van Dijk, Mathijs ; Rosch, Dominik ; Roll, Richard ; Bongaerts, Dion. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:4:p:3071-3089. Full description at Econpapers || Download paper |
2022 | Shareholder 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. Full description at Econpapers || Download paper |
2022 | Predictable 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. Full description at Econpapers || Download paper |
2022 | Determinants 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. Full description at Econpapers || Download paper |
2022 | Does 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2022 | Liquidity 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. Full description at Econpapers || Download paper |
2023 | Industry 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. Full description at Econpapers || Download paper |
2022 | Earnings 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. Full description at Econpapers || Download paper |
2023 | Law 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. Full description at Econpapers || Download paper |
2022 | Brand 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. Full description at Econpapers || Download paper |
2023 | Liquidity 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. Full description at Econpapers || Download paper |
2022 | Market 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. Full description at Econpapers || Download paper |
2022 | US 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2023 | Industry 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. Full description at Econpapers || Download paper |
2023 | Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216. Full description at Econpapers || Download paper |
2023 | Probability 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Wisdom 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Investor 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Sell the rumour, buy the fact? In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
2016 | Transaction costs in an illiquid order-driven market In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Do accounting information and market environment matter for cross?asset predictability? In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2009 | The Halloween Effect in U.S. Sectors In: The Financial Review. [Full Text][Citation analysis] | article | 31 |
2021 | Risk reduction using trailing stop?loss rules In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
2010 | Real exchange rates, asset prices and terms of trade: A theoretical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2011 | Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2008 | Liquidity distribution in the limit order book on the stock exchange of Thailand In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2021 | Does a change in the information environment affect labor adjustment costs? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2021 | Do stocks outperform treasury bills in international markets? In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2015 | Frontier market transaction costs and diversification In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 14 |
2018 | Politics and liquidity In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 8 |
2021 | The liquidity of active ETFs In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
2013 | Liquidity measurement in frontier markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 26 |
2018 | Do liquidity proxies measure liquidity accurately in ETFs? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2021 | Do climate risks matter for green investment? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
2021 | Country governance and international equity returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
2010 | The Other January Effect: Evidence against market efficiency? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
2010 | Speed of convergence to market efficiency for NYSE-listed foreign stocks In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
2013 | Liquidity commonality in commodities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 49 |
2013 | ETF arbitrage: Intraday evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
2014 | Is there momentum or reversal in weekly currency returns? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
2009 | Commonality in liquidity: Evidence from the Stock Exchange of Thailand In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 14 |
2013 | Opportunistic insider trading In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
2021 | Beta estimation in New Zealand In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
2019 | Stock Market Predictability and Industrial Metal Returns In: Management Science. [Full Text][Citation analysis] | article | 17 |
2012 | Commodity Liquidity Measurement and Transaction Costs In: Review of Financial Studies. [Full Text][Citation analysis] | article | 92 |
2022 | Are individual stock returns predictable? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
2007 | Performance of market order execution strategy: the Australian evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2007 | Holding periods, illiquidity and disposition effect in the Chinese stock markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
2009 | Idiosyncratic volatility and stock returns: a cross country analysis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 12 |
2009 | Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2019 | A Note on Intraday Event Studies In: European Accounting Review. [Full Text][Citation analysis] | article | 2 |
2017 | Time series momentum and moving average trading rules In: Quantitative Finance. [Full Text][Citation analysis] | article | 18 |
2008 | Economic Value Added (EVA®) and Sector Returns In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). [Full Text][Citation analysis] | article | 3 |
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