Nuttawat Visaltanachoti : Citation Profile

12

H index

16

i10 index

538

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: 7 (1.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi214
   Updated: 2026-05-16    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)

faff, robert (8)

Fuertes, Ana-Maria (8)

Lim, Kian-Ping (6)

Skiadopoulos, George (5)

Daskalaki, Charoula (5)

Sakemoto, Ryuta (5)

Goh, Kim-Leng (4)

Chang, Chia-Lin (4)

Cites to:

Shleifer, Andrei (44)

Subrahmanyam, Avanidhar (26)

Roll, Richard (21)

Campbell, John (21)

Vishny, Robert (20)

Amihud, Yakov (19)

Fama, Eugene (19)

Lopez-de-Silanes, Florencio (17)

Trzcinka, Charles (14)

French, Kenneth (14)

Stambaugh, Robert (13)

Main data

Where Nuttawat Visaltanachoti has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Global Finance Journal5
Accounting and Finance4
Pacific-Basin Finance Journal4
Journal of Financial Markets3
Australian Journal of Management3
Journal of International Financial Markets, Institutions and Money3
Applied Financial Economics3
International Review of Economics & Finance2
International Review of Financial Analysis2
International Review of 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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2025Stock price crashes and systematic risk. (2025). Roy, Suvra ; Visaltanachoti, Nuttawat ; Nguyen, Hung T ; Marshall, Ben R. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:21:y:2025:i:3:s1815566925000566.

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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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2024Predicting ETF liquidity. (2024). Pham, Son D ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:478-508.

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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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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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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]		article3
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]		article11
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]		article10
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]		article35
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]		article3
2019Stock Market Predictability and Industrial Metal Returns In: Management Science.
[Full Text][Citation analysis]		article30
2012Commodity Liquidity Measurement and Transaction Costs In: The Review of Financial Studies.
[Full Text][Citation analysis]		article117
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 May, 3 2026. Contact: CitEc Team