Wikrom Prombutr

California State University, Long Beach

Department of Finance

1250 Bellflower Blvd

Long Beach, CA 90064

United States

SCHOLARLY PAPERS

5

DOWNLOADS

63

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Investor Response to Online Value Line Rank Changes: Foreign versus Local Stocks

Global Finance Journal, Vol. 30, 2016
Number of pages: 37 Posted: 29 Nov 2015 Last Revised: 16 Oct 2019
California State University, Long Beach, Southern Illinois University - Department of FinanceColorado State University, Fort Collins - Department of Finance & Real Estate, Fairfield University - Charles F. Dolan School of Business and California State University, Long Beach
Downloads 45 (556,931)
Citation 1

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Value Line ranking system, Analyst recommendations, Market efficiency

Limits‐To‐Arbitrage, Investment Frictions, and the Investment Effect: New Evidence

European Financial Management, Vol. 26, Issue 1, pp. 3-43, 2020
Number of pages: 41 Posted: 19 May 2020
FY Eric C Lam, Ya Li, Wikrom Prombutr and K.C. John Wei
Independent Consultant, Hong Kong Metropolitan University, California State University, Long Beach and Hong Kong Polytechnic University
Downloads 3 (922,487)
Citation 1

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investment, investment frictions, limits‐to‐arbitrage, q‐theory, stock returns

Limits-to-arbitrage, Investment Frictions, and the Investment Effect: New Evidence

European Financial Management 26 (2020) 3-43
Posted: 14 Mar 2016 Last Revised: 05 Mar 2020
FY Eric C Lam, Ya Li, Wikrom Prombutr and K.C. John Wei
Independent Consultant, Hong Kong Metropolitan University, California State University, Long Beach and Hong Kong Polytechnic University

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Limits-to-arbitrage; Investment frictions; q-theory; Investment; Stock returns

3.

Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT Versus Non-REIT Property Companies in the U.S.

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018
Number of pages: 54 Posted: 26 Mar 2018 Last Revised: 26 Sep 2019
John L. Glascock, Wikrom Prombutr, Ying Zhang and Tingyu Zhou
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, California State University, Long Beach, Fairfield University and Florida State University
Downloads 15 (758,057)

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4.

An Anatomy of the Interrelationship between Equity and Mortgage REITs

International Real Estate Review, 2017, vol. 20, issue 3, 287-324
Posted: 26 Mar 2018
J. Andrew Hansz, Wikrom Prombutr, Ying Zhang and Tingyu Zhou
E.V. Williams Center for Real Estate, California State University, Long Beach, Fairfield University and Florida State University

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5.

Can Investors Hold More Real Estate? Evidence Form Statistical Properties of Listed REIT Versus Non-Reit Property Companies in the U.S.

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018, University of Connecticut School of Business Research Paper No. 18-13
Posted: 02 Mar 2018 Last Revised: 20 Apr 2018
Ying Zhang, John L. Glascock, Wikrom Prombutr and Tingyu Zhou
Fairfield University - Charles F. Dolan School of Business, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, California State University, Long Beach and Independent

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REITs; Listed property companies (LPCs); Cointegration; Causality; Portfolios