Anchada Aida Charoenrook

Thammasat University

Thammasat Business School

2 Prachan Rd.

Bangkok, 10200

Thailand

SCHOLARLY PAPERS

3

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CITATIONS
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45

Scholarly Papers (3)

1.

A Study of Market-Wide Short-Selling Restrictions

Number of pages: 43 Posted: 26 Mar 2005
Hazem Daouk and Anchada Aida Charoenrook
Cornell University - School of Applied Economics and Management and Thammasat University
Downloads 1,954 (4,687)
Citation 37

Abstract:

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Short-sale constraints, Stock returns, Cost of capital, International finance

2.

Identifying Risk-Based Factors

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 18 Jul 2005
Anchada Aida Charoenrook and Jennifer S. Conrad
Thammasat University and University of North Carolina Kenan-Flagler Business School
Downloads 535 (38,493)
Citation 5

Abstract:

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Asset pricing, multi-factor models, size, book-to-market, momentum, liquidity factor

3.
Downloads 507 ( 45,967)
Citation 3

Conditional Skewness of Aggregate Market Returns

Number of pages: 37 Posted: 07 Jul 2004
Anchada Aida Charoenrook and Hazem Daouk
Thammasat University and Cornell University - School of Applied Economics and Management
Downloads 388 (63,340)
Citation 3

Abstract:

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Conditional skewness, conditional volatility, predicting skewness and volatility, aggregate market returns, international finance

Conditional Skewness of Aggregate Market Returns

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 32 Posted: 13 Oct 2008
Anchada Aida Charoenrook and Hazem Daouk
Thammasat University and Cornell University - School of Applied Economics and Management
Downloads 119 (203,585)
Citation 3

Abstract:

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Conditional skewness, Conditional Volatility, Predicting Skewness, Aggregate market returns, International finance