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Treepongkaruna, Sirimon


 SSRN Author Rank: 28,320 by Downloads
 Professor
 

University of Western Australia


 35 Stirling Highway
 Crawley, WA Western Australia 6009
 Australia
 +61864887853 (Phone)
 +61864881086 (Fax)
 email address
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 HOME PAGE: http://www.firn.org.au


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. Treepongkaruna, Sirimon's Scholarly Papers Click on the title of any column to sort the table by that column.
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Citations
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1.  
Are Co-Skewness and Co-Kurtosis Factors Priced? | Show Abstract | Download |
24th Australasian Finance and Banking Conference 2011 Paper
Working Paper Series
Heaney, Richard A.
University of Western Australia
Lan, Yihui
University of Western Australia - UWA Business School
Treepongkaruna, Sirimon
University of Western Australia
Posted:
27 Aug 11
242
(74,400)
 

2.  
Trading Activity and Realized Volatility: Evidence with Decomposed Trading Volume and Order Imbalance | Show Abstract | Download |
23rd Australasian Finance and Banking Conference 2010 Paper
Working Paper Series
Ting, Sze Shih
Monash University
Galagedera, Don (Tissa) U. A.
Monash University - Department of Econometrics and Business Statistics
Treepongkaruna, Sirimon
University of Western Australia
Brooks, Robert Darren
Monash University
Posted:
25 Aug 10
Last Revised:
24 Nov 10
115
(146,217)
 

3.  
Stock and Currency Market Linkages: New Evidence From Realized Spillovers in Higher Moments | Show Abstract | Download |
24th Australasian Finance and Banking Conference 2011 Paper
Working Paper Series
Do, Hung Xuan
Monash University Malaysia
Brooks, Robert Darren
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
University of Technology, Sydney - UTS Business School
Posted:
25 Aug 11
Last Revised:
02 Sep 14
82
(183,966)
 

4.  
Is There a Banking Risk Premium in the US Stock Market? | Show Abstract | Download |
23rd Australasian Finance and Banking Conference 2010 Paper
Working Paper Series
Zeng, Liujing
Monash University
Au Yong, Hue Hwa
Monash University - Department of Banking and Finance
Treepongkaruna, Sirimon
University of Western Australia
Faff, Robert W.
University of Queensland
Posted:
18 Jul 10
81
(185,386)
 

5.  
Identifying Banking Crises Dates | Show Abstract | Download |
Systemic Risk, Basel III, Financial Stability and Regulation, 2011
Working Paper Series
Jutasompakorn, Pearpilai
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Brooks, Robert Darren
Monash University
Posted:
01 Mar 11
Last Revised:
26 Oct 11
73
(197,220)
 

6.  
Impact of Hedging Pressure on Implied Volatility in Financial Times and London Stock Exchange (FTSE) Market | Show Abstract | Download |
The International Journal of Business and Finance Research, Vol. 3, No. 1, pp. 103-118, 2009
Accepted Paper Series
Guozhou, Li
Kingdream Public Limited Company
Gan, Christopher
Lincoln University (NZ)
Treepongkaruna, Sirimon
University of Western Australia
Posted:
27 Feb 10
60
(219,123)
 

7.  
Brooks, Robert Darren
Monash University
Faff, Robert W.
University of Queensland
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
University of Technology, Sydney - UTS Business School
Posted:
07 Dec 12
56
(226,730)
 

8.  
The Effects of Sovereign Rating Drifts on Financial Return Distributions: Evidence from the European Union | Show Abstract | Download |
25th Australasian Finance and Banking Conference 2012, International Review of Financial Analysis, Forthcoming
Accepted Paper Series
Do, Hung Xuan
Monash University Malaysia
Brooks, Robert Darren
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
University of Technology, Sydney - UTS Business School
Posted:
28 Aug 12
Last Revised:
26 May 14
50
(238,936)
 

9.  
Do, Hung Xuan
Monash University Malaysia
Brooks, Robert Darren
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
University of Technology, Sydney - UTS Business School
Posted:
12 Jun 12
Last Revised:
02 Sep 14
42
(256,994)
 

10.  
Generalized Impulse Response Analysis in a Fractionally Integrated Vector Autoregressive Model | Show Abstract | Download |
Economics Letters, Vol 118, Issue 3, March 2013, 462-465
Accepted Paper Series
Do, Hung Xuan
Monash University Malaysia
Brooks, Robert Darren
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Posted:
23 Sep 11
Last Revised:
26 May 14
41
(259,380)
 

11.  
Hodgson, Allan
University of Queensland - Faculty of Business, Economics and Law
Lhaopadchan, Suntharee
Kasetsart University - Faculty of Management Sciences
Treepongkaruna, Sirimon
University of Western Australia
Posted:
25 Sep 14
Last Revised:
29 Oct 14
22
(319,411)
 

12.  
Explaining the Bid-Ask Spread in the Foreign Exchange Market: A Test of Alternate Models | Show Abstract |
Australian Journal of Management, Vol. 39, No. 4, 2014
Accepted Paper Series
Treepongkaruna, Sirimon
University of Western Australia
Brailsford, Tim
Bond University
Gray, Stephen
University of Queensland - Business School
Posted:
14 Nov 14
 

13.  
Faff, Robert W.
University of Queensland
Treepongkaruna, Sirimon
University of Western Australia
Posted:
30 Jul 13
 

14.  
Recession Fears as Self-Fulfilling Prophecies? Influence on Stock Returns and Output | Show Abstract |
Australian Journal of Management, Vol. 37, No. 2, 2012
Accepted Paper Series
Treepongkaruna, Sirimon
University of Western Australia
Powell, John G.
Massey University - Department of Finance Banking and Property
Posted:
04 Aug 12
 

15.  
Determinants of Bond Spreads: Evidence from Credit Derivatives of Australian Firms | Show Abstract |
Australian Journal of Management, Vol. 37, No. 1, 2012
Accepted Paper Series
Darwin, Tristan
affiliation not provided to SSRN
Treepongkaruna, Sirimon
University of Western Australia
Faff, Robert W.
University of Queensland
Posted:
05 May 12
 

16.  
Do Trading Hours Affect Volatility Links in the Foreign Exchange Market? | Show Abstract |
Australian Journal of Management, Vol. 37, No. 1, 2012
Accepted Paper Series
Treepongkaruna, Sirimon
University of Western Australia
Brooks, Robert Darren
Monash University
Gray, Stephen
University of Queensland - Business School
Posted:
05 May 12
 

17.  
An Analysis of the Determinants of Bank Ratings: Comparison Across Ratings Agencies | Show Abstract |
Australian Journal of Management, Vol. 36, No. 3, 2011
Accepted Paper Series
Bissoondoyal-Bheenick, Emawtee
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Posted:
21 Dec 11
 

18.  
Asset Market Linkages: Evidence from Financial, Commodity and Real Estate Assets | Show Abstract |
Journal of Banking and Finance, Forthcoming
Accepted Paper Series
Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law
Treepongkaruna, Sirimon
University of Western Australia
Brooks, Robert Darren
Monash University
Gray, Stephen
University of Queensland - Business School
Posted:
06 Jan 11
 


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