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Ding, David K.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,536 |
Total
Citations
28 |
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1.
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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
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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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2.
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A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit
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Al-Khazali, Osamah M.
American University of Sharjah - School of Business and Management Ding, David K.
American University of Sharjah - School of Business and Management Pyun, Chong Soo
University of Memphis
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Posted:
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29 Aug 06
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Last Revised:
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04 Jun 07
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657
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8
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Al-Khazali, Osamah M.
American University of Sharjah - School of Business and Management Ding, David K.
American University of Sharjah - School of Business and Management Pyun, Chong Soo
University of Memphis
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27
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Al-Khazali, Osamah M.
American University of Sharjah - School of Business and Management Ding, David K.
American University of Sharjah - School of Business and Management Pyun, Chong Soo
University of Memphis
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Emerging stock markets, random walk hypothesis, Middle East and North Africa
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Al-Khazali, Osamah M.
American University of Sharjah - School of Business and Management Ding, David K.
American University of Sharjah - School of Business and Management Pyun, Chong Soo
University of Memphis
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630
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Emerging stock markets, Random walk hypothesis, Middle East and North Africa (MENA) stock markets
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3.
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Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU) Seetoh, Raymond
Nanyang Technological University (NTU) - Nanyang Business School
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489
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3
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Behavioral finance, prospect theory, analyst forecasts, earnings growth, earnings surprise
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4.
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Chung, Kee H.
State University of New York at Buffalo - School of Management Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU)
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219
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8
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binding constraint, tick size, stepping ahead, spreads, depths, decimal pricing
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5.
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Bid-Ask Spreads, Volatility, Quote Revisions, and Trades of Thinly Traded Futures Contracts
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Versions (2)
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Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU)
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203
(73,740)
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7
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Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU)
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0
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Thinly traded futures contracts, Bid-ask spreads, Singapore Exchange
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Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU)
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203
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7
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Thinly traded futures contracts, Bid-ask spreads, Singapore Exchange
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6.
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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
(76,353)
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intraday patterns, spreads, depths, order flows, Thailand
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7.
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Kang, Choong Seok Joseph
Nanyang Technological University (NTU) - Nanyang Business School Ding, David K.
Nanyang Technological University (NTU) - Nanyang Business School
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184
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8.
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Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU) Pan, Jing
affiliation not provided to SSRN
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171
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asymmetric information, diversified firms, conglomerate discount, spinoff
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9.
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Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market
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Versions (2)
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Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU) English
Nanyang Technological University (NTU) - Nanyang Business School
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Posted:
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22 Jul 07
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Last Revised:
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13 Jul 10
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94
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1
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Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU) Jenwittayaroje, Nattawut
affiliation not provided to SSRN
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2
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1
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Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU) English
Nanyang Technological University (NTU) - Nanyang Business School
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92
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informed traders, pure limit order market, trade size, bull and bear markets, Thailand
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10.
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Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU) Jiraporn, Pornsit
Pennsylvania State University - SGPS; National Institute of Development Administration (NIDA), Bangkok, Thailand
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88
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11.
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Ang , James S.
Florida State University Ding, David K.
Florida State University Thong, Tiong Yang
Singapore Management University
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67
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Political connection, corporate governance, firm value, Singapore
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12.
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Ding, David K.
Ferreira, Christo
Massey University Wongchoti, Udomsak
Massey University - School of Economics and Finance
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14 Dec 11
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Last Revised:
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28 Aug 12
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61
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Corporate Social Responsibility, CSR, Environmental Social Governance, ESG
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13.
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Charoenwong, Charlie
Nanyang Technological University (NTU) Ding, David K.
Nanyang Technological University (NTU) Wang, Ping
Nanyang Technological University (NTU) - Nanyang Business School
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28
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14.
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Low, Angie
Nanyang Technological University - Division of Banking & Finance Ding, David K.
Nanyang Technological University - Division of Banking & Finance
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15
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15.
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Lim, Chee Yeow
Singapore Management University - School of Accountancy Ding, David K.
Singapore Management University - School of Accountancy Thong, Tiong Yang
SIM University (UniSIM)
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Seasoned equity offerings, Corporate diversification, Earnings management, Accruals, Stock market performance
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16.
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Ding, David K.
McInish, Thomas H.
University of Memphis - Fogelman College of Business and Economics Wongchoti, Udomsak
Massey University - School of Economics and Finance
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Trading volume, price pattern, behavioral model
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