Charlie Charoenwong

Nanyang Technological University (NTU)

Associate Professor

Nanyang Business School, BF Division

S3-01c-104

Singapore, 639798

Singapore

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 15,104

SSRN RANKINGS

Top 15,104

in Total Papers Downloads

6,587

TOTAL CITATIONS
Rank 29,313

SSRN RANKINGS

Top 29,313

in Total Papers Citations

15

Scholarly Papers (17)

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 2,389 (12,182)

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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 830 (58,963)

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limit order book, order flow, Thailand

2.

Prospect Theory, Analyst Forecasts, and Stock Returns

Number of pages: 29 Posted: 20 Jul 2004
Charlie Charoenwong, David K. Ding and Raymond Seetoh
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and Nanyang Business School, Nanyang Technological University
Downloads 641 (83,708)

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Behavioral finance, prospect theory, analyst forecasts, earnings growth, earnings surprise

3.

Earnings Management to Exceed Thresholds: Evidence from Singapore and Thailand

Number of pages: 31 Posted: 10 Mar 2008
Charlie Charoenwong and Pornsit Jiraporn
Nanyang Technological University (NTU) and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 500 (114,323)
Citation 4

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earnings management, corporate governance, financial crisis

4.

Asymmetric Information and Conglomerate Discount: Evidence from Spinoffs

Number of pages: 42 Posted: 12 Mar 2008
Charlie Charoenwong, David K. Ding and Jing Pan
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and affiliation not provided to SSRN
Downloads 331 (183,123)
Citation 1

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asymmetric information, diversified firms, conglomerate discount, spinoff

5.

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 320 (189,763)
Citation 2

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Credit Rating, Irish

6.

Penny Pricing and the Components of Spread and Depth Changes

Number of pages: 39 Posted: 31 Oct 2003
Kee H. Chung, Charlie Charoenwong and David K. Ding
State University of New York at Buffalo - School of Management, Nanyang Technological University (NTU) and Singapore Management University - Lee Kong Chian School of Business
Downloads 302 (201,893)
Citation 3

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binding constraint, tick size, stepping ahead, spreads, depths, decimal pricing

Bid-Ask Spreads, Volatility, Quote Revisions, and Trades of Thinly Traded Futures Contracts

Number of pages: 33 Posted: 29 Jul 2003
Charlie Charoenwong and David K. Ding
Nanyang Technological University (NTU) and Singapore Management University - Lee Kong Chian School of Business
Downloads 272 (223,536)
Citation 3

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Thinly traded futures contracts, Bid-ask spreads, Singapore Exchange

Bid-Ask Spreads, Volatility, Quote Revisions, and Trades of Thinly Traded Futures Contracts

Journal of Futures Markets, pp. 455-486, May 2003
Posted: 29 Jul 2003
Charlie Charoenwong and David K. Ding
Nanyang Technological University (NTU) and Singapore Management University - Lee Kong Chian School of Business

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Thinly traded futures contracts, Bid-ask spreads, Singapore Exchange

8.

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 258 (237,235)

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intraday patterns, spreads, depths, order flows, Thailand

9.

Insider Trading and the Bid-Ask Spread

Financial Review, August 1998
Number of pages: 20 Posted: 20 Jul 1998 Last Revised: 16 Dec 2009
Charlie Charoenwong and Kee H. Chung
Nanyang Technological University (NTU) and State University of New York at Buffalo - School of Management
Downloads 249 (245,769)
Citation 2

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10.

Corporate Diversification, Managerial Ownership, and Firm Value: Evidence from the Thai Financial Crisis

Number of pages: 31 Posted: 07 Mar 2011
Charlie Charoenwong, David K. Ding and Pornsit Jiraporn
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 205 (295,971)

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11.

Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market

Number of pages: 37 Posted: 22 Jul 2007
Charlie Charoenwong, David K. Ding and English
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and Nanyang Business School, Nanyang Technological University
Downloads 159 (373,020)

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informed traders, pure limit order market, trade size, bull and bear markets, Thailand

12.

Short Sales Constraint, Information Content, and SEO Pricing

Massey U. College of Business Research Paper No. 30
Number of pages: 37 Posted: 27 Sep 2011
Charlie Charoenwong, David K. Ding and Ping Wang
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and Nanyang Technological University (NTU) - Nanyang Business School
Downloads 131 (433,671)

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13.

Liquidity and Crises in Asian Equity Markets

Market Microstructure in Emerging and Developed Markets (Wiley), Forthcoming
Posted: 16 Dec 2013
Charlie Charoenwong, David K. Ding and Yung Chiang Yang
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and University of Liverpool - Management School (ULMS)

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Asian markets, emerging markets, financial crisis, liquidity, trading activity

14.

Asset Liquidity and Stock Liquidity: International Evidence

Journal of Business Finance & Accounting, Forthcoming
Posted: 16 Dec 2013
Charlie Charoenwong, Beng Soon Chong and Yung Chiang Yang
Nanyang Technological University (NTU), Nanyang Business School, Nanyang Technological University and University of Liverpool - Management School (ULMS)

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Stock Liquidity, Asset Liquidity, IFRS, Transparency, Cash Holdings

15.

Investment Opportunities and Market Reaction To Capital Expenditure Decisions

Journal of Banking and Finance, Vol. 22, 1998
Posted: 15 Dec 2009
Kee H. Chung, Peter Wright and Charlie Charoenwong
State University of New York at Buffalo - School of Management, University of Memphis - Fogelman College of Business and Economics and Nanyang Technological University (NTU)

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Investment opportunities, Tobin's q, Event study, Capital expenditure

16.

Investment Options, Assets in Place, and the Risk of Stocks

Financial Management, Vol. 20, No. 3, pp. 21-33, Autumn, 1991
Posted: 15 Dec 2009
Kee H. Chung and Charlie Charoenwong
State University of New York at Buffalo - School of Management and Nanyang Technological University (NTU)

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17.

Property-Liability Insurance Company Market Pullout Announcements and Shareholder Wealth

Journal of Risk and Insurance, Vol. 64 No. 3, September 1997
Posted: 18 Mar 1998
University of Memphis - Fogelman College of Business and Economics, Nanyang Technological University (NTU), affiliation not provided to SSRN and University of Mississippi - Department of Finance

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