Narat Charupat

McMaster University - DeGroote School of Business

1280 Main Street West

Hamilton, Ontario L8S 4M4

Canada

SCHOLARLY PAPERS

9

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CITATIONS
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Top 15,732

in Total Papers Citations

22

Scholarly Papers (9)

1.

Bubbles in Experimental Asset Markets: Irrational Exuberance No More

Federal Reserve Bank of Atlanta Working Paper 2002-24
Number of pages: 40 Posted: 13 Oct 2001
Kennesaw State University - Michael J. Coles College of Business, McMaster University - DeGroote School of Business, Georgia Institute of Technology - Accounting Area and McMaster University - Michael G. DeGroote School of Business
Downloads 814 (27,036)
Citation 7

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bubbles, asset markets, laboratory experiments, rational expectations

2.

The Annuity Duration Puzzle

Number of pages: 52 Posted: 15 Mar 2012
Narat Charupat, Mark J. Kamstra and Moshe A. Milevsky
McMaster University - DeGroote School of Business, York University - Schulich School of Business and York University - Schulich School of Business
Downloads 604 (40,390)
Citation 1

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Retirement, Pensions, Lifecycle, Portfolio Choice, Insurance, Mortality

3.

An Experimental Examination of the House Money Effect in a Multi-Period Setting

FRB of Atlanta Working Paper No. 2003-13
Number of pages: 23 Posted: 12 Nov 2003
Kennesaw State University - Michael J. Coles College of Business, McMaster University - DeGroote School of Business, Georgia Institute of Technology - Accounting Area and McMaster University - Michael G. DeGroote School of Business
Downloads 357 (77,429)
Citation 10

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house money, prospect theory

4.

The Origins of Bubbles in Laboratory Asset Markets

FRB of Atlanta Working Paper No. 2006-6
Number of pages: 45 Posted: 19 May 2006
Kennesaw State University - Michael J. Coles College of Business, McMaster University - DeGroote School of Business, McMaster University - Michael G. DeGroote School of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 218 (131,049)
Citation 3

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bubbles, asset markets, judgment error

5.

An Essay on Financial Innovations: The Case of Instalment Receipts

Number of pages: 36 Posted: 23 Mar 2002
Narat Charupat and Eliezer Z. Prisman
McMaster University - DeGroote School of Business and York University - Schulich School of Business
Downloads 213 (133,910)
Citation 1

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instalment receipts, financial innovations, secondary offerings, borrowing restrictions

6.

The Effect of Derivative Trading on the Underlying Markets: Evidence from Canadian Instalment Receipts Trading

Number of pages: 28 Posted: 29 Jan 2004
Narat Charupat
McMaster University - DeGroote School of Business
Downloads 118 (221,437)

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7.

A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds

Financial Review, Vol. 49, Issue 4, pp. 735-763, 2014
Number of pages: 29 Posted: 20 Oct 2014
Narat Charupat and Peter Miu
McMaster University - DeGroote School of Business and McMaster University - DeGroote School of Business
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exchange‐traded funds, leverage, tracking errors, regression analysis, bull funds, bear funds

8.

The CPP Decision

2018 Academic Research Colloquium for Financial Planning and Related Disciplines
Posted: 28 Sep 2017
Narat Charupat and Mahmut Parlar
McMaster University - DeGroote School of Business and McMaster University - Michael G. DeGroote School of Business

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9.

The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates

Journal of Risk and Insurance, Vol. 83, Issue 3, pp. 519-555, 2016
Number of pages: 37 Posted: 09 Aug 2016
Narat Charupat, Mark J. Kamstra and Moshe A. Milevsky
McMaster University - DeGroote School of Business, York University - Schulich School of Business and York University - Schulich School of Business
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