Nuttawat Visaltanachoti : Citation Profile

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12

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378

Citations

RESEARCH PRODUCTION:

35

Articles

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 25
   Journals where Nuttawat Visaltanachoti has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 7 (1.82 %)

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   Permalink: http://citec.repec.org/pvi214
   Updated: 2023-11-04    RAS profile: 2022-02-10    
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Relations with other researchers

Works with:

Marshall, Ben (2)

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)

Zaremba, Adam (3)

Plastun, Alex (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
Journal of International Financial Markets, Institutions and Money3
Pacific-Basin Finance Journal3
Accounting and Finance3
Journal of Financial Markets2
International Review of Financial Analysis2

Recent works citing Nuttawat Visaltanachoti (2023 and 2022)

YearTitle of citing document
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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2022Payout 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.

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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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2022How 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.

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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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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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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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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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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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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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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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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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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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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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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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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]		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]		article31
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]		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]		article26
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]		article22
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]		article17
2012Commodity Liquidity Measurement and Transaction Costs In: Review of Financial Studies.
[Full Text][Citation analysis]		article92
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.
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2007Holding periods, illiquidity and disposition effect in the Chinese stock markets In: Applied Financial Economics.
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2009Idiosyncratic volatility and stock returns: a cross country analysis In: Applied Financial Economics.
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2009Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis In: Applied Financial Economics.
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2019A Note on Intraday Event Studies In: European Accounting Review.
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2017Time series momentum and moving average trading rules In: Quantitative Finance.
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2008Economic Value Added (EVA®) and Sector Returns In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
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