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Visaltanachoti, Nuttawat's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
12,695 |
Total
Citations
35 |
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1.
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Marshall, Ben R.
Massey University - Department of Economics and Finance Nguyen, Nhut H.
The University of Auckland Visaltanachoti, Nuttawat
The University of Auckland
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16 Nov 10
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Last Revised:
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24 Jan 13
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2,198
(2,405)
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Arbitrage, Pairs Trading, ETF
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2.
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Jacobsen, Ben
New Zealand Institute of Advanced Study Marshall, Ben R.
Massey University - Department of Economics and Finance Visaltanachoti, Nuttawat
Massey University - Department of Economics and Finance
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25 Feb 07
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Last Revised:
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19 Nov 09
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2,034
(2,746)
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observation interval, return predictability tests, market efficiency, gradual information diffusion, market timing, quantitative investment techniques, commodity
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3.
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Jacobsen, Ben
New Zealand Institute of Advanced Study Visaltanachoti, Nuttawat
New Zealand Institute of Advanced Study
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10 May 06
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Last Revised:
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18 May 09
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1,930
(2,998)
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7
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Sectors, Industries, Stock Markets, Halloween effect, Sell in May, Sector Rotation
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4.
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Jacobsen, Ben
New Zealand Institute of Advanced Study Mamun, Abdullah
University of Saskatchewan - Department of Finance and Management Science Visaltanachoti, Nuttawat
University of Saskatchewan - Department of Finance and Management Science
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1,361
(5,531)
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8
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Halloween Effect, Sell in May, January effect, Book to Market, Value, Growth
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5.
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Analysis of Limit Order Book and Order Flow
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Charoenwong, Charlie
Nanyang Technological University (NTU) Visaltanachoti, Nuttawat
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU)
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Posted:
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28 May 04
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Last Revised:
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04 Feb 05
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1,064
(8,385)
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Charoenwong, Charlie
Nanyang Technological University (NTU) Visaltanachoti, Nuttawat
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU)
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455
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limit order book, order flow, Thailand
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Charoenwong, Charlie
Nanyang Technological University (NTU) Visaltanachoti, Nuttawat
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU)
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609
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limit order book, order flow, Thailand
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6.
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Mamun, Abdullah
University of Saskatchewan - Department of Finance and Management Science Visaltanachoti, Nuttawat
University of Saskatchewan - Department of Finance and Management Science
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818
(12,695)
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6
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Treasury inflation protected securities (TIPS), portfolio diversification
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7.
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Visaltanachoti, Nuttawat
Yan, Yuxing
Hofstra University
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735
(14,863)
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Value at risk, portfolio performance, asset allocation
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8.
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Cheng, Wei
Massey University Visaltanachoti, Nuttawat
Massey University Kesayan, Puspakaran
Universiti Utara Malaysia (UUM)
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419
(32,073)
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3
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Convertible bond, Japan, Event study
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9.
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Jacobsen, Ben
New Zealand Institute of Advanced Study Marshall, Ben R.
Massey University - Department of Economics and Finance Visaltanachoti, Nuttawat
Massey University - Department of Economics and Finance
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19 Aug 10
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Last Revised:
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31 Jan 13
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389
(35,219)
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industrial metals, state-switching, regime switching, return predictability, gradual information diffusion, business cycle
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10.
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Mamun, Abdullah
University of Saskatchewan - Department of Finance and Management Science Visaltanachoti, Nuttawat
University of Saskatchewan - Department of Finance and Management Science
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346
(40,655)
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1
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Inflation, Treasury Inflation Protected Securities (TIPS), Equilibrium Asset Allocation, Inflation Expectation
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11.
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Marshall, Ben R.
Massey University - Department of Economics and Finance Nguyen, Nhut H.
The University of Auckland Visaltanachoti, Nuttawat
The University of Auckland
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341
(41,372)
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G11, G12
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12.
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Marshall, Ben R.
Massey University - Department of Economics and Finance Nguyen, Nhut H.
The University of Auckland Visaltanachoti, Nuttawat
The University of Auckland
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12 May 10
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Last Revised:
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27 Jul 11
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259
(56,884)
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2
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Commodity, Liquidity, Commonality
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13.
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Charoenwong, Charlie
Nanyang Technological University (NTU) Li, Xiang Hong
Massey University - Department of Commerce Visaltanachoti, Nuttawat
Massey University - Department of Commerce
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209
(71,402)
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Credit Rating, Irish
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14.
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Charoenwong, Charlie
Nanyang Technological University (NTU) Visaltanachoti, Nuttawat
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU)
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196
(76,219)
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intraday patterns, spreads, depths, order flows, Thailand
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15.
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Marshall, Ben R.
Massey University - Department of Economics and Finance Nguyen, Nhut H.
The University of Auckland Visaltanachoti, Nuttawat
The University of Auckland
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| Posted: |
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13 Oct 11
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Last Revised:
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08 Oct 12
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170
(87,336)
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1
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Frontier market, liquidity, transaction cost, diversification
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16.
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Ooi, Grace
University of Auckland - Department of Accounting and Finance Visaltanachoti, Nuttawat
University of Auckland - Department of Accounting and Finance
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19 Jan 10
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Last Revised:
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07 Jul 10
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107
(128,752)
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Corporate Governance, Legal Reforms, Malaysia
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17.
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Marshall, Ben R.
Massey University - Department of Economics and Finance Nguyen, Nhut H.
The University of Auckland Visaltanachoti, Nuttawat
The University of Auckland
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91
(143,933)
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frontier market, liquidity proxy, transaction cost
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18.
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Raza, Ahmad
Massey University - Department of Economics and Finance Marshall, Ben R.
Massey University - Department of Economics and Finance Visaltanachoti, Nuttawat
Massey University - Department of Economics and Finance
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24
(261,178)
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currency, momentum, reversal
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19.
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Jacobsen, Ben
New Zealand Institute of Advanced Study Visaltanachoti, Nuttawat
New Zealand Institute of Advanced Study
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4
(327,746)
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7
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20.
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Visaltanachoti, Nuttawat
Luo, Robin H.
Wuhan University - School of Economics and Management Wang, Dongqiang
Massey University
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21.
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Visaltanachoti, Nuttawat
Luo, Robin H.
Wuhan University - School of Economics and Management Lu, Lin
Massey University
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22.
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Visaltanachoti, Nuttawat
Luo, Robin H.
Wuhan University - School of Economics and Management Kesayan, Puspakaran
Universiti Utara Malaysia (UUM)
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Financial contagion, extreme value, New Zealand
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23.
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Luo, Robin H.
Wuhan University - School of Economics and Management Visaltanachoti, Nuttawat
Wuhan University - School of Economics and Management Kesayan, Puspakaran
Universiti Utara Malaysia (UUM)
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Foreign Currency Exposure, New Zealand
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24.
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Pukthuanthong, Kuntara
San Diego State University - College of Business Administration Visaltanachoti, Nuttawat
San Diego State University - College of Business Administration
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Idiosyncratic risk, CAPM, Stock returns
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25.
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Pukthuanthong, Kuntara
San Diego State University - College of Business Administration Visaltanachoti, Nuttawat
San Diego State University - College of Business Administration
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Liquidity, Commonality, Microstructure, Thailand
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