Udomsak Wongchoti

Massey University - School of Economics and Finance

Private Bag 11-222

Palmerston North, 30974

New Zealand

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 36,150

SSRN RANKINGS

Top 36,150

in Total Papers Downloads

1,203

CITATIONS

3

Scholarly Papers (15)

1.

Latent Accounting Growth, Corporate Financing Decisions, and Return Predictability

Number of pages: 75 Posted: 15 Mar 2012 Last Revised: 22 Jan 2014
Suresh Kumar, Jianguo Chen and Udomsak Wongchoti
Massey University, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 206 (146,667)

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Asset Pricing Models; Multifactor Models; Accounting Growth; Factor Analysis; Cross-Section Stock Returns; Corporate Finance Policies

2.

Speed of Learning About Firms' Profitability and Their Price Multiples: A Global Perspective

EFA 2008 Athens Meetings Paper
Number of pages: 41 Posted: 07 Mar 2008 Last Revised: 14 Nov 2015
Pankaj K. Jain and Udomsak Wongchoti
University of Memphis - Fogelman College of Business and Economics and Massey University - School of Economics and Finance
Downloads 206 (146,667)

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learning, profitability, firm valuation

3.

Does It Pay to Outclass? Corporate Social Responsibility and Its Impact on Firm Value

Number of pages: 41 Posted: 22 Aug 2014
David K. Ding, Christo Ferreira and Udomsak Wongchoti
Singapore Management University - Lee Kong Chian School of Business, Massey University and Massey University - School of Economics and Finance
Downloads 185 (162,039)

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Corporate Social Responsibility, CSR, Corporate Governance, Firm Value, Stakeholder, Asset Pricing, Environmental

4.

R² and the Signalling Effect

Number of pages: 45 Posted: 29 Jan 2010 Last Revised: 10 Jul 2012
Udomsak Wongchoti, Jianguo Chen and Martin R. Young
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 129 (219,312)

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Dividend signalling effect, R²

5.

Vultures Circling Overhead: Does Short Selling Tell the Future?

Number of pages: 31 Posted: 12 Aug 2010 Last Revised: 02 Sep 2010
Christo Ferreira, Fei Wu and Udomsak Wongchoti
Massey University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massey University - School of Economics and Finance
Downloads 116 (237,535)

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Auto-correlation, short selling, NYSE, lead lag, Cross-autocorrelation, Pilot program, assymetric relationship, information diffusion

6.

Aiming for Average: The Effect of Peer Standing on the Dynamic Process of Corporate Social Responsibility

2012 Financial Markets & Corporate Governance Conference
Number of pages: 56 Posted: 14 Dec 2011 Last Revised: 13 Nov 2013
David K. Ding, Christo Ferreira and Udomsak Wongchoti
Singapore Management University - Lee Kong Chian School of Business, Massey University and Massey University - School of Economics and Finance
Downloads 114 (240,447)

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Corporate Social Responsibility, CSR, Environmental Social Governance, ESG

7.

Insider Trading Laws, Learning and Firm Valuation: A Global Perspective

26th Australasian Finance and Banking Conference 2013
Number of pages: 35 Posted: 17 Aug 2013 Last Revised: 14 Nov 2015
Udomsak Wongchoti, Evgeny Radetsky and Pankaj K. Jain
Massey University - School of Economics and Finance, University of Memphis and University of Memphis - Fogelman College of Business and Economics
Downloads 93 (276,263)

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Market to book ratio, learning, capital market environment

8.

Provincial Co-Movement in Chinese Stock Returns

Applied Financial Economics Letters, Forthcoming
Number of pages: 15 Posted: 24 Jan 2007 Last Revised: 30 Jan 2009
Udomsak Wongchoti and Fei Wu
Massey University - School of Economics and Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 88 (286,024)

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Local return co-movement, Chinese market, behavioral explanation

9.

Buy and Sell Dynamics Following High Market Returns: Evidence from China

International Review of Financial Analysis, Forthcoming
Number of pages: 35 Posted: 01 Feb 2009
Udomsak Wongchoti, Fei Wu and Martin R. Young
Massey University - School of Economics and Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massey University - School of Economics and Finance
Downloads 64 (343,229)

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return volume relation, trading dynamics

10.

Is Financial Flexibility a Priced Factor in the Stock Market?

Financial Review, Vol. 54, Issue 2, pp. 345-375, 2019
Number of pages: 31 Posted: 03 Apr 2019
Suresh Kumar, Udomsak Wongchoti, Jianguo Chen and Robert Faff
Massey University, Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and University of Queensland
Downloads 1 (648,213)
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financial flexibility, asset pricing, risk factors

11.

Political Connection and Stock Returns: A Longitudinal Study

Financial Review, Vol. 50, Issue 1, pp. 89-119, 2015
Number of pages: 31 Posted: 14 Jan 2015
Sireethorn Civilize, Udomsak Wongchoti and Martin R. Young
The Securities and Exchange Commission of Thailand, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 1 (648,213)
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political connections, stock returns

12.

Abnormal Returns in Gold and Silver Exchange Traded Funds

Journal of Index Investing, Vol. 2, No. 2, https://doi.org/10.3905/jii.2011.2.2.096
Posted: 21 May 2019
Michael Naylor, Udomsak Wongchoti and Chris Gianotti
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and affiliation not provided to SSRN

Abstract:

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Abnormal returns, exchange traded funds, commodities, filter trading

13.

Trading Volume and Short-Horizon Price Pattern: A Cross-Country Test on Three Behavioral Models

Posted: 24 May 2005
David K. Ding, Thomas H. McInish and Udomsak Wongchoti
Singapore Management University - Lee Kong Chian School of Business, University of Memphis - Fogelman College of Business and Economics and Massey University - School of Economics and Finance

Abstract:

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Trading volume, price pattern, behavioral model

14.

Risk-Adjusted Long-Term Contrarian Profits: Evidence from Non-S&P 500 High Volume Stocks

Financial Review, Vol. 40, No. 3, August 2005
Posted: 23 May 2005
Udomsak Wongchoti and Chong Soo Pyun
Massey University - School of Economics and Finance and University of Memphis

Abstract:

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Stock-market anomalies, contrarian portfolios, winner-loser investment strategy, return

15.

Asymmetric Information in the IPO Aftermarket

Financial Review, Vol. 40, No. 2, May 2005
Posted: 17 Apr 2005
Mingsheng Li, Thomas H. McInish and Udomsak Wongchoti
Bowling Green State University - College of Business Administration, University of Memphis - Fogelman College of Business and Economics and Massey University - School of Economics and Finance

Abstract:

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initial public offerings, asymmetric information, adverse selection cost