Nuttawat Visaltanachoti : Citation Profile

12

H index

15

i10 index

536

Citations

RESEARCH PRODUCTION:

52

Articles

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 29
   Journals where Nuttawat Visaltanachoti has often published
   Relations with other researchers
   Recent citing documents: 111.    Total self citations: 12 (2.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi214
   Updated: 2026-06-13    RAS profile: 2026-05-09    
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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:

Ilomäki, Jukka (9)

Prokopczuk, Marcel (9)

Sévi, Benoît (8)

Fuertes, Ana-Maria (8)

faff, robert (8)

Lim, Kian-Ping (6)

Skiadopoulos, George (5)

Daskalaki, Charoula (5)

Sakemoto, Ryuta (5)

Chang, Chia-Lin (4)

Goh, Kim-Leng (4)

Cites to:

Shleifer, Andrei (45)

Subrahmanyam, Avanidhar (26)

Vishny, Robert (21)

Campbell, John (21)

Roll, Richard (21)

Amihud, Yakov (19)

Fama, Eugene (19)

Lopez-de-Silanes, Florencio (17)

French, Kenneth (14)

Trzcinka, Charles (14)

La Porta, Rafael (13)

Main data

Where Nuttawat Visaltanachoti has published?

Journals with more than one article published# docs
Global Finance Journal5
Journal of Banking & Finance5
Accounting and Finance4
Pacific-Basin Finance Journal4
Journal of International Financial Markets, Institutions and Money3
Journal of Financial Markets3
Applied Financial Economics3
Australian Journal of Management3
International Review of Finance2
International Review of Financial Analysis2
International Review of Economics & Finance2

Recent works citing Nuttawat Visaltanachoti (2025 and 2024)

YearTitle of citing document
2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

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2024Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs. (2024). Conlon, Thomas ; Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2407.08069.

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2025Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach. (2025). Lindquist, Brent W ; Fabozzi, Frank J ; Rachev, Svetlozar T ; Monico, Chris ; Deep, Akash. In: Papers. RePEc:arx:papers:2507.16701.

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2025Influence of Buy Now, Pay Later on Buying Decision among Teaching and Non €“ Teaching Staff on Batangas State University €“ TNEU Pablo Borbon. (2025). Malaluan, Joselito S ; Aclan, Kristel G ; Lester, Mike ; Plandez, Jennilyn M. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:15:p:347-366.

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2025Earnings Variability on Share Price Annualized Volatility among Quoted Non-Financial Companies at Nairobi Securities Exchange. (2025). Maina, Stephen ; Bichanga, Julius Miroga ; Nasieku, Tabitha. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-5:p:3178-3188.

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2025Cross‐asset time‐series momentum strategy: A new perspective. (2025). Singh, Tarlok ; Park, Jung Chul ; Xu, Dezhong ; Li, Bin. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2387-2419.

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2024Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2025The Returns of US Capital Market in the First Days of Purchase Transactions Associated to the Halloween Strategies. (2025). Dumitriu, Ramona ; Stefanescu, Razvan. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2025:i:2:p:265-272.

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2024Air pollution and online lender behavior: Evidence from Chinese peer-to-peer lending. (2024). Chen, Xiao ; Guo, Gangxing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000340.

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2025Upholding integrity: The influence of executives’ backgrounds on corporate information environment. (2025). Vu, Ngan Hoang ; Nguyen, Hung T ; Dang, Ha V ; Pham, Mia Hang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000310.

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2024Does geopolitical risk affect exports? Evidence from China. (2024). Ren, Xiang ; Ma, Qing ; Fu, Qiang ; Liu, KE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1558-1569.

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2025Quantifying firm-level carbon risk: A novel emission reduction stress factor. (2025). Zhu, Lei ; Shen, Jie ; Zheng, Haitao. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002056.

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2024Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2025Performance of energy ETFs and climate risks. (2025). Nguyen, Minh Nhat ; Li, Youwei ; Liu, Rui Peng. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007400.

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2025From pro-environmental behavior to ESG fund investing: Evidence from account-level data in China. (2025). Qian, Shuitu ; Wan, Die ; You, Hang. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000945.

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2025Exchange traded products: Taxonomy, risk and mitigations. (2025). Orlando, Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000560.

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2025Natural disasters, unnatural earnings: How do climate disasters impact earnings management?. (2025). Boubaker, Sabri ; Gao, Lei ; Hoang, Khanh ; Nguyen, Cuong. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001309.

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2025In government-supported academic institutions we trust: Enterprise postdoctoral programmes and stock liquidity. (2025). Ling, Chuanqi ; Yang, Jinyu ; Dong, Dayong ; Cao, Jiawei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s105752192500376x.

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2025Generosity under environmental pressure: Climate change exposure and corporate philanthropy. (2025). Zu, Yanglan ; Shan, Yaowen ; Lu, Meiting ; Liu, Yunxin ; Cao, Yuqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004235.

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2025In the swirl of rumors: Corporate rumors and analyst forecast dispersion. (2025). Cai, Wenwu ; Li, Haohua ; Zhao, Yuyang ; Xue, Zhongyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004338.

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2024Firm leverage and employee pay: The moderating role of CEO leadership style. (2024). John, Kose ; Choi, Jongmoo Jay ; Gill, Balbinder Singh. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003144.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024The impact of employee satisfaction on companys labour investment efficiency. (2024). Liu, Siwen ; Goncharenko, Galina ; Adwan, Sami. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005027.

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2025Do financial markets value corporate culture?. (2025). Nguyen, Harvey ; Tran, Thanh ; Pham, Mia Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924007555.

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2024ETF ownership and stock pricing efficiency: The role of ETF arbitrage. (2024). Zhao, Zhihua ; Liu, Xiao ; Chen, Guanhua. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001387.

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2024Digital tax collection and corporate job creation: An analysis based on the quasinatural experiment of Golden Tax Phase III. (2024). Cheng, Jiangyan ; Wei, Hongmao. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007177.

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2024A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164.

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2025Portfolio climate risk and fund flow performance. (2025). Lu, Shuai ; Li, Dong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015514.

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2025Liquidity spillovers in US stock market based on multilayer networks. (2025). Huang, Chuangxia ; Yuan, Jinyu. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004945.

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2025Attention to climate events and carbon price volatility. (2025). Zhang, Yaojie ; Ji, Shidong ; Gong, Xue. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005161.

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2025Weathering the storm: How climate risks shape bank credit risk in European banks. (2025). Algeri, Carmelo ; Brighi, Paola ; Venturelli, Valeria ; Bellinvia, Adriano. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007706.

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2025ETF ownership and corporate financialization. (2025). Liu, QI ; Shi, Changying. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008529.

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2025Climate risk attention and financial markets: The time–frequency and quantile perspective. (2025). Wang, Yebin ; Mao, Xiaodan ; Xiong, Lin ; Hu, Cong. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325013856.

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2024The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496.

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2024Financial news media and volatility: Is there more to newspapers than news?. (2024). Ashwin, Julian. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000144.

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2024Does climate risk influence analyst forecast accuracy?. (2024). Ryou, Jiwoo ; Lee, Suin ; Kim, Incheol. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s157230892400130x.

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2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

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2024Limits of arbitrage and their impact on market efficiency: Evidence from China. (2024). Chen, Jian ; Khan, Ali ; Haboub, Ahmad. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001114.

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2024Property crime and lottery-related anomalies. (2024). Gao, YA ; Bradrania, Reza. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001229.

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2025Money talks, green walks: Does financial inclusion promote green sustainability in Africa?. (2025). Kočenda, Evžen ; Eshun, Samuel ; Koenda, Even. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s104402832400142x.

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2025January effect, Lunar New Year effect, and liquidity preference. (2025). Liu, Jinjing. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000912.

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2025Equity premium prediction: A constraint-based predictor decomposition approach. (2025). Qu, Yong ; Yuan, Ying ; Qiao, Sijia. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001267.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Market timing with moving average distance: International evidence. (2024). Kaplanski, Guy ; Abudy, Menachem ; Mugerman, Yevgeny. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318.

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2024How does geopolitical risk affect international freight?. (2024). Fu, Qiang ; Liu, KE. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:118:y:2024:i:c:s0969699724000796.

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2024Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115.

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2025Fear propagation and return dynamics. (2025). Wang, Kai ; Sun, Yulong ; Zhou, Zhiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000305.

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2025Newswire tone-overlay commodity portfolios. (2025). Fuertes, Ana-Maria ; Fernandez-Perez, Adrian ; Zhao, Nan ; Miffre, Jolle. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001219.

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2025Money Market Funds vulnerabilities and systemic liquidity crises. (2025). Bouveret, Antoine ; Baes, Michel ; Schaanning, Eric. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:179:y:2025:i:c:s0378426625001505.

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2025The price of realized extreme climate events in the implied cost of equity capital: International evidence. (2025). Xu, Weidong ; Xing, LU ; Li, Donghui ; Zhu, Danyu ; Gao, Xin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001451.

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2024Sustainability in the wake of crisis: Transforming climate change-induced disasters into drivers of renewable energy innovation in business. (2024). Rastegar, Hiva ; Eweje, Gabriel ; Kobayashi, Kazunori ; Sajjad, Aymen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124003913.

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2025Natures impact: Do extreme natural disasters influence retail investors?. (2025). Chiah, Mardy ; Tian, Xiao ; Zhong, Angel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:232:y:2025:i:c:s0167268125000745.

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2025Worries about energy security and stock returns. (2025). Santi, Caterina ; Moretti, Angelo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:238:y:2025:i:c:s0167268125003294.

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2025Corporate investment decisions amid climate risks: Relocate or stay?. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001238.

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2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2025Embracing market dynamics in the post-COVID era: A data-driven analysis of investor sentiment and behavioral characteristics in stock index futures returns. (2025). Tan, Huimin ; Li, Wenyong ; Bai, Xiuran ; Liu, Ting ; Fan, Chunguo ; Gao, Jie. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001580.

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2024Dynamic interdependence structure of industrial metals and the African stock market. (2024). Woode, John ; Owusu Junior, Peterson ; Adam, Anokye M. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011662.

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2025Technical indicators and aggregate stock returns: An updated look. (2025). Shi, QI. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000027.

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2025Exploring the role of crude oil futures in portfolio diversification. (2025). Tsai, Wei-Che ; Hsu, Ching-Chi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000210.

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2024Insider opportunistic trading through fast sales: Evidence from China. (2024). Lin, Wenlian ; Du, Shiyan ; Pan, Jingchen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001884.

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2024Climate change exposure and stock liquidity commonality: International evidence. (2024). Liu, Ziqiang ; Gao, Xin ; Xu, Weidong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001914.

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2025To outperform: Sell-in-May enhanced with bond investments. (2025). Lien, Donald ; Hsu, Chih-Hsiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003639.

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2025How do executives respond to biodiversity risk? Evidence from opportunistic stock selling. (2025). Hsu, Yuan-Teng ; Liu, Fule ; Du, Jiangze ; Bui, Dien Giau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000940.

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2025Profitability of technical trading rules in the Chinese yuan-based foreign exchange market. (2025). Chuang, O-Chia ; Song, Shenyi ; Fu, Hsuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001416.

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2025Internationalization: The impact of commodity futures market expansion on market quality. (2025). Rajvanshi, Vivek ; Sahoo, Gouri Sankar ; Bansal, Avijit. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002719.

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2025Fortune favors the green: Role of green investment in mitigating climate risk and the moderating role of ESG performance. (2025). Cepni, Oguzhan ; Rabbani, Mustafa Raza ; Naeem, Muhammad Abubakr ; Kiran, Madiha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:103:y:2025:i:c:s1062976925000699.

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2024Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Kang, Sang Hoon ; Alomari, Mohammed ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228.

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2024Risk premiums from temperature trends. (2024). Gregory, Richard P. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:505-525.

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2024Digital transformation and rural labour force occupational mobility. (2024). Qiao, Yuxuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:42-50.

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2024Confucian culture and corporate default risk: Assessing the governance influence of traditional culture. (2024). Wang, Xuanqiao ; Zhang, Ning ; Bo, Lan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003708.

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2024Common investor coverage and excess return comovement: Evidence from Seeking Alpha. (2024). Long, Huaigang ; Zaremba, Adam ; Zhou, Hang ; Zhang, Hanyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006853.

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2025Hedging climate risk: The role of green energy exchange-traded funds. (2025). Cao, Hong ; Zhang, Jier ; Yin, Libo ; Wang, Wensheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001552.

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2025Financialization trends and climate policy uncertainty: Implications for China’s nonferrous metal market. (2025). Ren, Xiaohang ; Xu, Ziyue ; Yuan, LI ; Tao, Lizhu ; Fu, Chenjia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001783.

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2026How trading barriers in underlying markets impact ETF trading and characteristics. (2026). Seok, Sangik ; Kim, Jinhwan ; Cho, Hoon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004428.

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2024Does Geopolitical Risk Affect Agricultural Exports? Chinese Evidence from the Perspective of Agricultural Land. (2024). Fu, Qiang ; Liu, KE. In: Land. RePEc:gam:jlands:v:13:y:2024:i:3:p:371-:d:1357772.

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2024Commodity Market Risk: Examining Price Co-Movements in the Pakistan Mercantile Exchange. (2024). Ashraf, Badar Nadeem ; Ali, Nasir ; Bilal, Muhammad ; Shear, Falik. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:6:p:86-:d:1399301.

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2024Financialization and Commodity Markets Serial Dependence. (2024). Tao, Yubo ; Tang, Ke ; Da, Zhi ; Yang, Liyan. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:4:p:2122-2143.

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2026Does Speculation in Futures Markets Improve Commodity Hedging Decisions?. (2026). Miffre, Jolle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:2525-2544.

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2025Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?. (2025). Mohamad, Azhar. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-025-10998-x.

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2025Climate risks and stock market volatility spillover: new insights from wavelet and causality methods. (2025). Wang, Chuwen ; Shen, Simin ; Chen, Yufeng. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09877-0.

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2025Climate risk and loan pricing: the moderating role of trilemma policy choices. (2025). Umar, Muhammad ; Yahya, Farzan ; Rashid, Amad. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:4:d:10.1007_s10644-025-09904-0.

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2025Exploring Confucian Culture’s Impact on Corporate Debt Default Risk: An Ethical Decision-Making Approach. (2025). Wang, Xuanqiao ; Zhang, Ning ; Bo, Lan. In: Journal of Business Ethics. RePEc:kap:jbuset:v:198:y:2025:i:2:d:10.1007_s10551-024-05765-1.

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2024Do pension funds provide financial stability? Evidence from European Union countries. (2024). Ercan, Metin ; Peksevim, Seda. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:3:d:10.1007_s10693-023-00408-4.

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2024Freedom of choice impact on country-specific liquidity commonality. (2024). Spahr, Ronald W ; Jain, Pawan ; Mekhaimer, Mohamed ; Sunderman, Mark A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01257-5.

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2026Risk or opportunity: the impact of high-temperature shocks on necessity and opportunity entrepreneurship. (2026). Xu, Qiong ; Zhu, Xuehong ; Dong, YU. In: Small Business Economics. RePEc:kap:sbusec:v:66:y:2026:i:3:d:10.1007_s11187-025-01138-8.

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2024Core-satellite investing with commodity futures momentum. (2024). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00352-5.

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2025Performance and investment styles of green mutual funds: a cross-country analysis. (2025). Jindal, Lagan. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:7:d:10.1057_s41260-025-00403-5.

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2025Why stay loyal? Exploring the role of consumption values, satisfaction, and alternative attractiveness in buy now pay later services. (2025). Rai, Alok Kumar ; Raj, Vijay Amrit. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:30:y:2025:i:2:d:10.1057_s41264-025-00305-y.

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2025Quantile-time-frequency risk spillover between investor attention, clean, and dirty cryptocurrency returns. (2025). ben Hamadou, Fatma ; Abbes, Mouna Boujelbne ; Mezghani, Taicir. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:3:d:10.1057_s41283-025-00162-y.

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2025Unraveling Financial Fragility of Global Markets Using Machine Learning. (2025). GUPTA, RANGAN ; Ji, Qiang ; Plakandaras, Vasilios. In: Working Papers. RePEc:pre:wpaper:202511.

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2024Assessing Commonality in Liquidity: Evidence from an Emerging Market€™s Index Stocks. (2024). Rahman, Molla Ramizur ; Kumar, Gaurav ; Misra, Arun Kumar ; Pant, Abhay. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2:p:302-322.

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2025Dynamic Connectedness Between Commodities, Exchange Rates and Equity Markets of Commodity-Dependent Sub-Saharan Africa Countries. (2025). Kawor, Seyram ; Junior, Peterson Owusu ; Woode, John Kingsley ; Idun, Anthony Adu-Asare ; Adam, Anokye M. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:3:p:21582440251347723.

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2024Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging. (2024). Yadav, Miklesh Prasad ; Bhatia, Shikha ; Singh, Nidhi ; Islam, Md Tarikul. In: Annals of Operations Research. RePEc:spr:annopr:v:333:y:2024:i:1:d:10.1007_s10479-022-04538-1.

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2024Hyperautomation on fuzzy data dredging on four advanced industrial forecasting models to support sustainable business management. (2024). Chen, You-Shyang ; Sangaiah, Arun Kumar ; Lin, Yu-Pei. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:1:d:10.1007_s10479-024-05882-0.

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2024A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization. (2024). Marchioni, Andrea ; Corazza, Marco ; Pizzi, Claudio. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00506-1.

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2024Relationships among return and liquidity of cryptocurrencies. (2024). Li, Ziyuan ; Jin, Siyuan ; Zhang, Mianmian ; Zhu, Bing ; Xia, Yong. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00532-z.

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2025The dynamics of frequency connectedness between technology ETFs and uncertainty indices under extreme market conditions. (2025). Ozcelebi, Oguzhan ; McIver, Ronald ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00760-5.

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2024Impact of arbitrage trading between an ETF and its underlying assets on market liquidity of their markets using an agent-based simulation. (2024). Yagi, Isao ; Mizuta, Takanobu ; Guan, Xin. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:3:d:10.1007_s42001-024-00324-0.

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More than 100 citations found, this list is not complete...

Works by Nuttawat Visaltanachoti:

YearTitleTypeCited
2014Sell the rumour, buy the fact? In: Accounting and Finance.
[Full Text][Citation analysis]		article8
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
2025Broker and institutional investor short selling In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2009The Halloween Effect in U.S. Sectors In: The Financial Review.
[Full Text][Citation analysis]		article34
2021Risk reduction using trailing stop‐loss rules In: International Review of Finance.
[Full Text][Citation analysis]		article4
2025Improving momentum returns using generalized linear models In: International Review of Finance.
[Full Text][Citation analysis]		article0
2010Real exchange rates, asset prices and terms of trade: A theoretical analysis In: Economic Modelling.
[Full Text][Citation analysis]		article4
2024What influences demand for Buy Now, Pay Later credit? In: Economics Letters.
[Full Text][Citation analysis]		article2
2011Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
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]		article8
2021Do stocks outperform treasury bills in international markets? In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2015Frontier market transaction costs and diversification In: Journal of Financial Markets.
[Full Text][Citation analysis]		article18
2018Politics and liquidity In: Journal of Financial Markets.
[Full Text][Citation analysis]		article10
2022Climate events and return comovement In: Journal of Financial Markets.
[Full Text][Citation analysis]		article11
2021The liquidity of active ETFs In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2023Lottery stocks and stop-loss rules In: Global Finance Journal.
[Full Text][Citation analysis]		article1
2023Technical indicators and cross-sectional expected returns In: Global Finance Journal.
[Full Text][Citation analysis]		article2
2023Be nice to the air: Severe haze pollution and mutual fund risk In: Global Finance Journal.
[Full Text][Citation analysis]		article2
2024Insider trading and climate disasters In: Global Finance Journal.
[Full Text][Citation analysis]		article2
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]		article8
2021Do climate risks matter for green investment? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article18
2021Country governance and international equity returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
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]		article20
2013Liquidity commonality in commodities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article52
2013ETF arbitrage: Intraday evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article36
2014Is there momentum or reversal in weekly currency returns? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2025Stock price crashes and systematic risk In: Journal of Contemporary Accounting and Economics.
[Full Text][Citation analysis]		article0
2009Commonality in liquidity: Evidence from the Stock Exchange of Thailand In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article17
2013Opportunistic insider trading In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article6
2021Beta estimation in New Zealand In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2024New Zealand long-term equity returns and their determinants In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2023Does fear spur default risk? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article4
2023Liquidity spillover between ETFs and their constituents In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2023How does management respond to stock price crashes? In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article2
2019Stock Market Predictability and Industrial Metal Returns In: Management Science.
[Full Text][Citation analysis]		article31
2012Commodity Liquidity Measurement and Transaction Costs In: The Review of Financial Studies.
[Full Text][Citation analysis]		article116
2022Are individual stock returns predictable? In: Australian Journal of Management.
[Full Text][Citation analysis]		article0
2022Does bitcoin liquidity resemble the liquidity of other financial assets? In: Australian Journal of Management.
[Full Text][Citation analysis]		article1
2024Predicting ETF liquidity 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]		article1
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]		article15
2009Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2022Do stop-loss rules add value in international equity market allocation? In: Applied Economics.
[Full Text][Citation analysis]		article0
2019A Note on Intraday Event Studies In: European Accounting Review.
[Full Text][Citation analysis]		article3
2017Time series momentum and moving average trading rules In: Quantitative Finance.
[Full Text][Citation analysis]		article31
2024Estimating Long-Term Expected Returns In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2008Economic Value Added (EVA®) and Sector Returns In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team