Pongsutti Phuensane

Khon Kaen Business School

Khon Kaen University

123 Moo 16 Mittapap Rd

Khon kaen, Muang District 40002

Thailand

Durham University Business School

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

561

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

LIBOR Manipulation and Detecting Informed Trading Evidence from the Interest Rate Derivatives Market

Number of pages: 26 Posted: 04 Nov 2016 Last Revised: 20 Jan 2017
Pongsutti Phuensane and Julian M. Williams
Khon Kaen Business School and Durham Business School
Downloads 208 (179,741)

Abstract:

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Microstructure, Informed Trading, PIN, LIBOR Manipulation, Market Manipulation, Financial Economics, Law and Economics, Eurodollar

2.

Order Flow Toxicity and Informed Trading around Known Market Manipulation Events: Evidence from Interest Rate Futures

Number of pages: 63 Posted: 12 Jul 2016
Pongsutti Phuensane and Julian M. Williams
Khon Kaen Business School and Durham Business School
Downloads 136 (258,482)
Citation 1

Abstract:

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Microstructure, Informed Trading, PIN, VPIN, LIBOR Manipulation, Eurodollar, Market Manipulation, Financial Economics, Law and Economics

3.

Term-Structure Analysis of Hidden Order in the Limit Order Book: Evidence from the E-Mini S&P 500

Number of pages: 47 Posted: 26 Oct 2016
Pongsutti Phuensane and Julian M. Williams
Khon Kaen Business School and Durham Business School
Downloads 133 (262,860)

Abstract:

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Hidden Order, Microstructure, Term-Structure

4.

Was There Informed Trading in LIBOR Referenced Interest Rate Futures?

Number of pages: 49 Posted: 04 Nov 2016
Pongsutti Phuensane and Julian M. Williams
Khon Kaen Business School and Durham Business School
Downloads 61 (427,559)

Abstract:

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Marketmicrostructure, Informed Trading, PIN, LIBOR Manipulation, Eurodollar, Market Manipulation, Financial Economics, Law and Economics

5.

High Frequency Trading and Market Quality in the Thai Stock Exchange

GMSARN International Journal 15 (2021) 244 - 249
Number of pages: 6 Posted: 18 Mar 2021
Surachai Chancharat and Pongsutti Phuensane
Faculty of Business Administration and Accountancy, Khon Kaen University, Thailand and Khon Kaen Business School
Downloads 23 (607,089)

Abstract:

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HFT, market microstructure, market quality, SET50