Jon Wongswan

Phatra Securities

11F Muang Thai-Phatra Office Tower 1

252/6 Ratchadapisek Road

Bangkok, 10400

Thailand

SCHOLARLY PAPERS

13

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2,331

SSRN CITATIONS
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SSRN RANKINGS

Top 9,258

in Total Papers Citations

48

CROSSREF CITATIONS

59

Scholarly Papers (13)

The Performance of International Equity Portfolios

Darden Business School Working Paper No. 04-07, IIIS Discussion Paper No. 162
Number of pages: 53 Posted: 10 Mar 2005
University of Virginia - Darden Business School, Thomas & Son Analytics and Phatra Securities
Downloads 353 (85,498)

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momentum, contrarian, conditional performance measures, equities, home bias

The Performance of International Equity Portfolios

NBER Working Paper No. w12346
Number of pages: 53 Posted: 14 Jul 2006 Last Revised: 27 Sep 2010
Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 36 (461,150)

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Cash Flows and Discount Rates, Industry and Country Effects, and Co-Movement in Stock Returns

FRB International Finance Discussion Paper No. 818
Number of pages: 43 Posted: 07 Oct 2004
John Ammer and Jon Wongswan
U.S. Federal Reserve Board of Governors and Phatra Securities
Downloads 332 (91,691)

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International stock markets, globalization

Cash Flows and Discount Rates, Industry and Country Effects and Co-Movement in Stock Returns

The Financial Review, Vol. 42, No. 2, pp. 211-226, May 2007
Number of pages: 16 Posted: 04 Jun 2007
John Ammer and Jon Wongswan
U.S. Federal Reserve Board of Governors and Phatra Securities
Downloads 18 (565,483)
Citation 1
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Cash Flows and Discount Rates, Industry and Country Effects and Co-Movement in Stock Returns

Financial Review, Vol. 42, No. 2, May 2007
Posted: 24 Apr 2007
John Ammer and Jon Wongswan
U.S. Federal Reserve Board of Governors and Phatra Securities

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International stock market integration, financial globalization

3.

The Performance of International Portfolios

FRB International Finance Discussion Paper No. 817
Number of pages: 68 Posted: 27 Sep 2004
Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 282 (110,305)
Citation 6

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Home bias, momentum, contrarian, conditional performance measures, equities, bonds

Transmission of Information Across International Equity Markets

FRB International Finance Discussion Paper No. 759
Number of pages: 58 Posted: 24 Apr 2003
Jon Wongswan
Phatra Securities
Downloads 243 (128,295)
Citation 23

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information, volatility, trading volume, high-frequency data, macroeconomic announcements, dispersion of expectations

Transmission of Information Across International Equity Markets

The Review of Financial Studies, Vol. 19, Issue 4, pp. 1157-1189, 2006
Posted: 29 Feb 2008
Jon Wongswan
Phatra Securities

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Global Asset Prices and FOMC Announcements

FRB International Finance Discussion Paper No. 886
Number of pages: 65 Posted: 26 Feb 2007
Joshua K. Hausman and Jon Wongswan
U.S. Division of International Finance (IFDP) and Phatra Securities
Downloads 228 (137,196)
Citation 20

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monetary policy announcements, equity markets, interest rates, exchange rates, exchange rate regime

6.

Contagion: An Empirical Test

FRB International Finance Discussion Paper No. 775
Number of pages: 39 Posted: 06 Oct 2003
Jon Wongswan
Phatra Securities
Downloads 216 (144,478)
Citation 1

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contagion, CAPM, excess correlation

7.

Transmission of Volatility and Trading Activity in the Global Interdealer Foreign Exchange Market: Evidence from Electronic Broking Services (Ebs) Data

FEDS Working Paper No. 863
Number of pages: 39 Posted: 27 Jun 2006
Fang Cai, Jon Wongswan and Edward Howorka
Federal Reserve Board, Phatra Securities and EBS Group Limited
Downloads 162 (187,381)
Citation 1

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Exchange rate, volatility, trading volume, high-frequency data

8.

The Response of Global Equity Indexes to U.S. Monetary Policy Announcements

FRB International Finance Discussion Paper No. 844
Number of pages: 33 Posted: 07 Nov 2005
Jon Wongswan
Phatra Securities
Downloads 159 (190,453)
Citation 15

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Monetary policy announcements, international stock markets, high-frequency data

9.

Informational Linkages Across Trading Regions: Evidence from Foreign Exchange Markets

Number of pages: 47 Posted: 08 Mar 2007
Fang Cai, Edward Howorka and Jon Wongswan
Federal Reserve Board, EBS Group Limited and Phatra Securities
Downloads 122 (235,535)
Citation 2

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exchange rate, volatility, trading activity, trading volume, order flow, high-frequency data

Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level

Number of pages: 49 Posted: 05 Mar 2008
Jon Wongswan, Clara Vega and John Ammer
Phatra Securities, Board of Governors of the Federal Reserve System and U.S. Federal Reserve Board of Governors
Downloads 57 (379,706)

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monetary policy announcements, high-frequency data, credit channel

Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level

FRB International Finance Discussion Paper No. 952
Number of pages: 52 Posted: 16 Nov 2008
John Ammer, Clara Vega and Jon Wongswan
U.S. Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System and Phatra Securities
Downloads 50 (403,954)
Citation 9

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Monetary policy announcements, high frequency data, credit channel

11.

U.S. International Equity Investment and Past Prospective Returns

FRB International Finance Discussion Paper No. 1016
Number of pages: 34 Posted: 26 Mar 2011
Board of Governors of the Federal Reserve System, Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 42 (426,180)

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Momentum, contrarian, portfolio performance measures, international returns

12.

U.S. International Equity Investment and Past and Prospective Returns

NBER Working Paper No. w16677
Number of pages: 29 Posted: 18 Jan 2011
Board of Governors of the Federal Reserve System, Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 16 (557,592)

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Uncovered Equity Parity and Rebalancing in International Portfolios

NBER Working Paper No. w19963
Number of pages: 41 Posted: 10 Mar 2014
Board of Governors of the Federal Reserve System, Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 8 (635,247)

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Uncovered Equity Parity and Rebalancing in International Portfolios

FRB International Finance Discussion Paper No. 1103
Number of pages: 41 Posted: 31 May 2017
Board of Governors of the Federal Reserve System, Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 7 (642,347)

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Exchange rate determination, international returns, equity portfolios