Sarayut Nathaphan

Mahidol University International College (MUIC)

999 Buddhamonthon 4 Road

Salaya, Nakhonpathom, 73170

Thailand

SCHOLARLY PAPERS

2

DOWNLOADS

219

CITATIONS

0

Scholarly Papers (2)

1.

Information Transmission Among World Major Gold Futures Markets: Evidence from High Frequency Synchronous Trading Data

Number of pages: 23 Posted: 19 Aug 2012
Thammasat University - Thammasat Business School, Thammasat University and Mahidol University International College (MUIC)
Downloads 118 (148,692)

Abstract:

Gold futures, Information transmission, Price discovery, High frequency synchronous trading data, Informationally linked markets

Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 47 Posted: 02 Feb 2016 Last Revised: 26 Jun 2016
PTT Public Company Limited, Thammasat Business School, Mahidol University International College (MUIC) and Thammasat University
Downloads 32 (401,814)

Abstract:

liquidity timing, mutual fund performance, timing ability, bank-related mutual fund, higher moment liquidity timing

Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund

29th Australasian Finance and Banking Conference 2016
Number of pages: 47 Posted: 20 Aug 2016
PTT Public Company Limited, Thammasat Business School, Thammasat University and Mahidol University International College (MUIC)
Downloads 18 (476,470)

Abstract:

liquidity timing, mutual fund performance, timing ability, bank-related mutual fund, higher moment liquidity timing