Nuttawat Visaltanachoti

Massey University - Department of Economics and Finance

Professor in Finance

School of Economics and Finance

Private Bag 102904, NSMC

Auckland

New Zealand

  • Massey University - Department of Economics and Finance

    • Email
    • Tel: 64 9 414 0800 (43169)
    • Fax: 64 9 441 8177
SCHOLARLY PAPERS

55

DOWNLOADS
Rank 1,504

SSRN RANKINGS

Top 1,504

in Total Papers Downloads

32,917

SSRN CITATIONS
Rank 10,818

SSRN RANKINGS

Top 10,818

in Total Papers Citations

96

CROSSREF CITATIONS

42

Scholarly Papers (55)

Actions:
Email selected abstracts
1.

ETF Arbitrage: Intraday Evidence

Number of pages: 45 Posted: 16 Nov 2010 Last Revised: 24 Jan 2013
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 5,001 (3,164)
Citation 11

Abstract:

Loading...

Arbitrage, Pairs Trading, ETF

2.

The Halloween Effect in US Sectors

The Financial Review, Forthcoming
Number of pages: 38 Posted: 10 May 2006 Last Revised: 18 May 2009
Ben Jacobsen and Nuttawat Visaltanachoti
Tilburg University - TIAS School for Business and Society and Massey University - Department of Economics and Finance
Downloads 3,393 (6,107)
Citation 5

Abstract:

Loading...

Sectors, Industries, Stock Markets, Halloween effect, Sell in May, Sector Rotation

3.

Time-Series Momentum versus Moving Average Trading Rules

Number of pages: 45 Posted: 27 Feb 2013 Last Revised: 26 Feb 2015
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 2,927 (7,727)
Citation 8

Abstract:

Loading...

G11, G12

4.

Analysis of Limit Order Book and Order Flow

Downloads 2,615 ( 9,166)

Analysis of Limit Order Book and Order Flow

Number of pages: 44 Posted: 28 May 2004
Charlie Charoenwong, Nuttawat Visaltanachoti and David K. Ding
Nanyang Technological University (NTU), Massey University - Department of Economics and Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 1,932 (14,631)

Abstract:

Loading...

limit order book, order flow, Thailand

Analysis of Limit Order Book and Order Flow

Number of pages: 44 Posted: 04 Feb 2005
Charlie Charoenwong, Nuttawat Visaltanachoti and David K. Ding
Nanyang Technological University (NTU), Massey University - Department of Economics and Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 683 (65,731)

Abstract:

Loading...

limit order book, order flow, Thailand

5.

Return Predictability Revisited

EFA 2007 Ljubljana Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 73 Posted: 25 Feb 2007 Last Revised: 19 Nov 2009
Ben Jacobsen, Ben R. Marshall and Nuttawat Visaltanachoti
Tilburg University - TIAS School for Business and Society, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance
Downloads 2,362 (10,836)
Citation 1

Abstract:

Loading...

observation interval, return predictability tests, market efficiency, gradual information diffusion, market timing, quantitative investment techniques, commodity

6.

Seasonal, Size and Value Anomalies

Number of pages: 38 Posted: 22 Aug 2005
Ben Jacobsen, Abdullah Mamun and Nuttawat Visaltanachoti
Tilburg University - TIAS School for Business and Society, University of Saskatchewan - Department of Finance and Management Science and Massey University - Department of Economics and Finance
Downloads 2,186 (12,255)
Citation 18

Abstract:

Loading...

Halloween Effect, Sell in May, January effect, Book to Market, Value, Growth

7.

Diversification Benefits of Treasury Inflation Protected Securities: An Empirical Puzzle

Number of pages: 25 Posted: 27 Feb 2006
Abdullah Mamun and Nuttawat Visaltanachoti
University of Saskatchewan - Department of Finance and Management Science and Massey University - Department of Economics and Finance
Downloads 1,169 (31,828)
Citation 12

Abstract:

Loading...

Treasury inflation protected securities (TIPS), portfolio diversification

8.

Stock Market Predictability and Industrial Metal Returns

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 50 Posted: 19 Aug 2010 Last Revised: 12 Jul 2016
Ben Jacobsen, Ben R. Marshall and Nuttawat Visaltanachoti
Tilburg University - TIAS School for Business and Society, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance
Downloads 1,108 (34,341)
Citation 20

Abstract:

Loading...

industrial metals, state-switching, return predictability, gradual information diffusion, business cycle

9.

Trading Strategy Performance When Using Value at Risk or Expected Shortfall as a Risk Constraint

Number of pages: 49 Posted: 31 Mar 2002
Nuttawat Visaltanachoti and Yuxing Yan
Massey University - Department of Economics and Finance and Independent
Downloads 913 (45,172)

Abstract:

Loading...

Value at risk, portfolio performance, asset allocation

10.

A Stock Market Reaction Following Convertible Bond Issuance: Evidence from Japan

International Journal of Business, Vol. 10, No. 4, 2005
Number of pages: 18 Posted: 02 Nov 2005
Wei Cheng, Nuttawat Visaltanachoti and Puspakaran Kesayan
Massey University, Massey University - Department of Economics and Finance and Universiti Utara Malaysia (UUM)
Downloads 795 (54,621)
Citation 2

Abstract:

Loading...

Convertible bond, Japan, Event study

11.

Bitcoin Liquidity

Number of pages: 45 Posted: 27 Jun 2018 Last Revised: 05 Jun 2019
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 724 (61,757)
Citation 1

Abstract:

Loading...

Bitcoin, Liquidity, Cryptocurrency

12.

Is There Momentum or Reversal in Weekly Currency Returns?

26th Australasian Finance and Banking Conference 2013
Number of pages: 41 Posted: 30 Apr 2013 Last Revised: 10 Jun 2015
Ahmad Raza, Ben R. Marshall and Nuttawat Visaltanachoti
University of Otago - Department of Accountancy and Finance, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance
Downloads 638 (72,745)

Abstract:

Loading...

currency, momentum, reversal

13.

Risk Reduction Using Trailing Stop-Loss Rules

Number of pages: 31 Posted: 01 Apr 2019
Bochuan Dai, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Tsinghua University - Tsinghua University School of Economics and Management, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 603 (77,918)
Citation 2

Abstract:

Loading...

Stop-Loss Rule, Risk Reduction

14.

Technical Indicators and Cross-Sectional Expected Returns

Number of pages: 33 Posted: 27 Dec 2021 Last Revised: 24 Mar 2022
Hui Zeng, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - Department of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 540 (89,468)

Abstract:

Loading...

Cross-sectional stock returns, technical indicators, three factor Fama-French model, cross-sectional expected return determinants

15.

Estimating Long-Term Expected Returns

Number of pages: 41 Posted: 10 Jul 2023
Rui Ma, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
La Trobe University - La Trobe Business School, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 447 (112,392)

Abstract:

Loading...

Long-Term Expected Returns, Asset Allocation

16.

Liquidity Commonality in Commodities

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 30 Posted: 12 May 2010 Last Revised: 27 Jul 2011
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 437 (115,403)
Citation 7

Abstract:

Loading...

Commodity, Liquidity, Commonality

17.

Inflation Expectation and Asset Allocation in the Presence of an Indexed Bond

Number of pages: 34 Posted: 13 Jun 2006
Abdullah Mamun and Nuttawat Visaltanachoti
University of Saskatchewan - Department of Finance and Management Science and Massey University - Department of Economics and Finance
Downloads 433 (116,681)
Citation 1

Abstract:

Loading...

Inflation, Treasury Inflation Protected Securities (TIPS), Equilibrium Asset Allocation, Inflation Expectation

18.

Insider Trading and Climate Disasters

Number of pages: 60 Posted: 14 Jan 2022 Last Revised: 03 Apr 2023
Rui Ma, Ben R. Marshall, Harvey Nguyen, Nhut H. Nguyen and Nuttawat Visaltanachoti
La Trobe University - La Trobe Business School, Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 426 (118,920)

Abstract:

Loading...

Insider trading, climate disaster, investor behavior

19.

Enduring Momentum

Number of pages: 44 Posted: 27 Apr 2022
Hui Zeng, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - Department of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 391 (131,296)

Abstract:

Loading...

Firm characteristics, enduring momentum probability, momentum

20.

Lottery Stocks and Stop-loss Rules

Number of pages: 35 Posted: 04 May 2021 Last Revised: 03 Dec 2021
Bochuan Dai, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Tsinghua University - Tsinghua University School of Economics and Management, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 359 (144,342)
Citation 1

Abstract:

Loading...

Lottery Stocks, Stop-loss Rules, Trading Strategies, Individual Investors

21.

A Note on Intraday Event Studies

Number of pages: 24 Posted: 09 Aug 2017 Last Revised: 17 Aug 2017
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 341 (152,565)
Citation 5

Abstract:

Loading...

Intraday, Event Study

22.

Financial Markets and Carbon Dioxide Emissions

Number of pages: 55 Posted: 13 Jul 2021
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 340 (153,052)

Abstract:

Loading...

Financial Markets, Carbon Dioxide Emissions

23.

Liquidity Measurement in Frontier Markets

Number of pages: 26 Posted: 30 Oct 2012
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 337 (154,505)
Citation 1

Abstract:

Loading...

frontier market, liquidity proxy, transaction cost

24.

Frontier Market Transaction Costs and Diversfication

Number of pages: 40 Posted: 13 Oct 2011 Last Revised: 20 Nov 2013
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 337 (154,505)
Citation 5

Abstract:

Loading...

Frontier market, liquidity, transaction cost, diversification

25.

Liquidity Spillover between ETFs and Their Constituents

Number of pages: 58 Posted: 18 Mar 2021
Son Duy Pham, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University -School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 320 (163,343)

Abstract:

Loading...

ETFs; Portfolio Liquidity; Spillover; Arbitrage; Short Sale Constraints

26.

Do Liquidity Proxies Measure Liquidity Accurately in ETFs?

2016 Financial Markets and Corporate Governance
Number of pages: 48 Posted: 11 Dec 2015 Last Revised: 31 Jul 2017
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 318 (164,398)
Citation 8

Abstract:

Loading...

Liquidity Measurement, Liquidity Proxy, Transaction Costs, Exchange Traded Funds, ETF

27.

Market Reaction to Credit Rating Announcements in the Irish Stock Market

Number of pages: 40 Posted: 27 Jan 2004
Charlie Charoenwong, Xiang Hong Li and Nuttawat Visaltanachoti
Nanyang Technological University (NTU), Massey University - Department of Commerce and Massey University - Department of Economics and Finance
Downloads 309 (169,501)
Citation 2

Abstract:

Loading...

Credit Rating, Irish

28.

Predicting ETF Liquidity

Number of pages: 43 Posted: 04 Aug 2020 Last Revised: 16 Sep 2021
Son Duy Pham, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University -School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 306 (171,199)

Abstract:

Loading...

ETFs, Liquidity, Bid-Ask Spread, Forecasting

29.

Climate Events and Return Comovement

Number of pages: 37 Posted: 09 Aug 2021
Rui Ma, Ben R. Marshall, Harvey Nguyen, Nhut H. Nguyen and Nuttawat Visaltanachoti
La Trobe University - La Trobe Business School, Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 303 (172,942)
Citation 4

Abstract:

Loading...

Comovement, climate event, disaster

30.

Spread, Depth, and Order Flow Patterns of Warrants and Their Underlying Stocks on the Stock Exchange of Thailand

Number of pages: 48 Posted: 28 May 2004
Charlie Charoenwong, Nuttawat Visaltanachoti and David K. Ding
Nanyang Technological University (NTU), Massey University - Department of Economics and Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 250 (210,261)

Abstract:

Loading...

intraday patterns, spreads, depths, order flows, Thailand

31.

Active ETF Liquidity

Number of pages: 60 Posted: 08 May 2019 Last Revised: 27 Mar 2020
Son Duy Pham, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University -School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 248 (211,861)

Abstract:

Loading...

ETFs; Portfolio Liquidity; Diversification

32.

Country Governance and International Equity Returns

2016 Financial Markets and Corporate Governance, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 1 Posted: 11 Dec 2015 Last Revised: 18 Jan 2022
Ben R. Marshall, Nhut H. Nguyen, Harvey Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology, Massey University, Massey Business SchoolMonash University and Massey University - Department of Economics and Finance
Downloads 227 (230,926)
Citation 1

Abstract:

Loading...

Governance, Return Predictability, International Equity Markets, Information Diffusion, Slow Moving Capital

33.

Does a Change in the Information Environment Affect Labor Adjustment Costs?

International Review of Financial Analysis, Forthcoming
Number of pages: 45 Posted: 05 Oct 2018 Last Revised: 04 Feb 2021
Ben R. Marshall, Justin Hung Nguyen, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Massey University - Massey Business School, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 225 (232,853)
Citation 4

Abstract:

Loading...

Information Environment, Information Asymmetry, Labor Adjustment Costs

34.

Corporate Governance Legal Reforms and Stock Return in Malaysia

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 37 Posted: 19 Jan 2010 Last Revised: 07 Jul 2010
Grace Ooi and Nuttawat Visaltanachoti
Independent and Massey University - Department of Economics and Finance
Downloads 215 (243,000)

Abstract:

Loading...

Corporate Governance, Legal Reforms, Malaysia

35.

Forecasting Individual Stock Returns Using Macroeconomic and Technical Variables

Number of pages: 37 Posted: 13 Mar 2019 Last Revised: 24 May 2022
Hui Zeng, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - Department of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 204 (255,069)

Abstract:

Loading...

Firm level predictability, macroeconomic and technical predictors, principal component analysis (PCA), limits to arbitrage, cross-sectional predictability, business cycle.

36.

Round Number Effects in Crude Oil Futures Market

Number of pages: 40 Posted: 16 Jul 2018
Ro Cho, Mei Qiu and Nuttawat Visaltanachoti
Massey University, College of Business, School of Economics and Finance, Massey University - Massey Business School and Massey University - Department of Economics and Finance
Downloads 158 (318,839)

Abstract:

Loading...

Round Number Effects, Price Clustering, Buy-Sell Imbalance, Open Outcry Auction, Electronic Trading, Hedger

37.

Politics and Liquidity

8th Conference on Financial Markets and Corporate Governance (FMCG) 2017
Number of pages: 28 Posted: 18 Nov 2016 Last Revised: 29 May 2018
Ben R. Marshall, Harvey Nguyen, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 156 (324,046)

Abstract:

Loading...

Liquidity, Politics, Information Asymmetry, Economic Policy Uncertainty

38.

Do Climate Risks Matter for Green Investment?

Number of pages: 24 Posted: 30 Dec 2021 Last Revised: 18 Jan 2022
Ben R. Marshall, Harvey Nguyen, Nhut H. Nguyen, Nuttawat Visaltanachoti and Martin R. Young
Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology, Massey University - Department of Economics and Finance and Massey University - School of Economics and Finance
Downloads 127 (378,982)
Citation 4

Abstract:

Loading...

Climate Disasters, Socially Responsible Investing, Mutual Funds

39.

Asset Class Jumps

Number of pages: 29 Posted: 30 Aug 2017 Last Revised: 19 Apr 2018
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 100 (450,834)

Abstract:

Loading...

Asset Classes, Jump Risk

40.

Do Stop-loss Rules Add Value in International Equity Market Allocation?

Number of pages: 31 Posted: 29 Sep 2020 Last Revised: 17 Dec 2020
Bochuan Dai, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Tsinghua University - Tsinghua University School of Economics and Management, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 96 (463,055)

Abstract:

Loading...

Asset Allocation, Stop-Loss Rule

41.

Transaction Costs in an Illiquid Order-Driven Market

Number of pages: 27 Posted: 23 Oct 2014
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 94 (469,403)

Abstract:

Loading...

Liquidity, transaction cost, order splitting

42.

New Zealand Equity Returns 1867–2022

Number of pages: 28 Posted: 21 Nov 2023
Rui Ma, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
La Trobe University - La Trobe Business School, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 80 (530,043)

Abstract:

Loading...

Long-Term Returns; Equity Returns; Bond Returns

43.

How Does Management Respond to Stock Price Crashes?

Number of pages: 54 Posted: 27 Jan 2023 Last Revised: 22 May 2023
Suvra Roy, Ben R. Marshall, Harvey Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University and Massey University - Department of Economics and Finance
Downloads 73 (546,335)

Abstract:

Loading...

Crash risk, Investor trust, Information asymmetry, Agency conflict

44.

Do Accounting Information and Market Environment Matter for Cross-Asset Predictability?

Accounting and Finance, Forthcoming
Number of pages: 50 Posted: 25 Feb 2021
Narongdech Thakerngkiat, Harvey Nguyen, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 72 (550,546)

Abstract:

Loading...

Limits to Arbitrage, Information Diffusion, Cross-Asset Predictability

45.

Broker and Institutional Investor Short Selling

Number of pages: 38 Posted: 04 Mar 2023 Last Revised: 27 Apr 2023
Ben R. Marshall, Nhut H. Nguyen, Nuttawat Visaltanachoti and Jennifer Zhu
Massey University - School of Economics and Finance, Auckland University of Technology, Massey University - Department of Economics and Finance and New Zealand Exchange
Downloads 63 (590,392)

Abstract:

Loading...

Short Selling, Institutional Investor, Brokers

46.

Beta Estimation in New Zealand

Number of pages: 31 Posted: 15 Sep 2021 Last Revised: 16 Sep 2021
Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 46 (681,983)

Abstract:

Loading...

Beta, Cost of Capital

47.

Does Fear Spur Default Risk?

Number of pages: 45 Posted: 31 Jan 2023
Narongdech Thakerngkiat, Harvey Nguyen, Nhut H. Nguyen and Nuttawat Visaltanachoti
Massey University, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 40 (720,944)

Abstract:

Loading...

Risk aversion; Terrorist attacks; Default risk

48.

Analysis of Foreign Currency Exposure of the New Zealand Stock Market

Investment Management and Financial Innovations, 2006, Volume 3, Issue 1, 132-141.
Number of pages: 10 Posted: 23 Jan 2013 Last Revised: 12 Jan 2017
Hang (Robin) Luo, Nuttawat Visaltanachoti and Puspakaran Kesayan
Xihua University, Massey University - Department of Economics and Finance and Universiti Utara Malaysia (UUM)
Downloads 28 (810,866)

Abstract:

Loading...

Foreign Currency Exposure, New Zealand

49.

Financial Contagion within a Small Country

International Journal of Business and Information, 2006, Volume 1, Number 2, 119-136.
Number of pages: 18 Posted: 23 Jan 2013 Last Revised: 09 Jan 2017
Nuttawat Visaltanachoti, Hang (Robin) Luo and Puspakaran Kesayan
Massey University - Department of Economics and Finance, Xihua University and Universiti Utara Malaysia (UUM)
Downloads 20 (881,709)

Abstract:

Loading...

Financial contagion, extreme value, New Zealand

50.

Mind Your Breath: Air Pollution and Portfolio Pumping

Number of pages: 58 Posted: 11 Oct 2023
Harvey Nguyen, Suvra Roy and Nuttawat Visaltanachoti
Massey University, Massey Business SchoolMonash University, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance
Downloads 17 (910,794)

Abstract:

Loading...

Air Pollution, Ethical Values, Portfolio Pumping, Mutual Fund

51.

Be Nice to the Air: Severe Haze Pollution and Mutual Fund Risk

Posted: 26 Sep 2022 Last Revised: 09 Dec 2022
Suvra Roy, Harvey Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University and Massey University - Department of Economics and Finance

Abstract:

Loading...

Air Pollution, Mutual Funds, Cognitive Biases, Health Concerns, Natural Experiments, Difference-in-Difference.

52.

Performance of Market Order Execution Strategy: The Australian Evidence

Applied Economics Letters, Vol. 14, No. 13, 2007
Posted: 26 Jan 2013
Nuttawat Visaltanachoti, Hang (Robin) Luo and Dongqiang Wang
Massey University - Department of Economics and Finance, Xihua University and Massey University

Abstract:

Loading...

53.

Holding Periods, Illiquidity, and Disposition Effect in the Chinese Stock Markets

Applied Financial Economics, Vol. 17, No. 15, 2007
Posted: 26 Jan 2013 Last Revised: 18 Jan 2017
Nuttawat Visaltanachoti, Hang (Robin) Luo and Lin Lu
Massey University - Department of Economics and Finance, Xihua University and Massey University

Abstract:

Loading...

54.

Commonality in Liquidity: Evidence from the Stock Exchange of Thailand

Pacific-Basin Finance Journal, Forthcoming
Posted: 20 Jan 2009
Kuntara Pukthuanthong and Nuttawat Visaltanachoti
University of Missouri, Columbia and Massey University - Department of Economics and Finance

Abstract:

Loading...

Liquidity, Commonality, Microstructure, Thailand

55.

Idiosyncratic Volatility and Stock Returns: A Cross Country Analysis

Applied Financial Economics, Forthcoming
Posted: 20 Jan 2009
Kuntara Pukthuanthong and Nuttawat Visaltanachoti
University of Missouri, Columbia and Massey University - Department of Economics and Finance

Abstract:

Loading...

Idiosyncratic risk, CAPM, Stock returns