Charlie Charoenwong

Nanyang Technological University (NTU)

Associate Professor

Nanyang Business School, BF Division

S3-01c-104

Singapore, 639798

Singapore

SCHOLARLY PAPERS

17

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SSRN CITATIONS
Rank 19,101

SSRN RANKINGS

Top 19,101

in Total Papers Citations

8

CROSSREF CITATIONS

35

Scholarly Papers (17)

Analysis of Limit Order Book and Order Flow

EFMA 2004 Basel Meetings Paper
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 1,009 (21,706)

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limit order book, order flow, Thailand

Analysis of Limit Order Book and Order Flow

EFMA 2004 Basel Meetings Paper
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 560 (49,075)

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limit order book, order flow, Thailand

2.

Prospect Theory, Analyst Forecasts, and Stock Returns

Journal of Multinational Financial Management, Forthcoming
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 Technological University (NTU) - Nanyang Business School
Downloads 584 (47,051)

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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 449 (65,445)
Citation 2

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earnings management, corporate governance, financial crisis

4.

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 277 (113,439)
Citation 1

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Credit Rating, Irish

5.

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 260 (121,165)

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asymmetric information, diversified firms, conglomerate discount, spinoff

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 253 (124,724)
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 231 (136,088)
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

EFMA 2004 Basel Meetings Paper
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 216 (145,748)

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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 203 (154,515)

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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 142 (210,906)

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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 Technological University (NTU) - Nanyang Business School
Downloads 119 (242,927)

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

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

Financial Review, Vol. 45, Issue 3, pp. 761-783, August 2010
Number of pages: 23 Posted: 13 Jul 2010
Charlie Charoenwong, David K. Ding and Nattawut Jenwittayaroje
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and National Institute of Development Administration (NIDA)
Downloads 2 (689,932)
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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 57 (377,068)

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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 College Dublin (UCD) College of Business

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

Asset Liquidity and Stock Liquidity: International Evidence

Journal of Business Finance & Accounting, Vol. 41, Issue 3-4, pp. 435-468, 2014
Number of pages: 34 Posted: 11 Apr 2014
Charlie Charoenwong, Beng Soon Chong and Yung Chiang Yang
Nanyang Technological University (NTU), Nanyang Technological University (NTU) - Nanyang Business School and University College Dublin (UCD) College of Business
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stock liquidity, asset liquidity, IFRS, transparency, cash holdings

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 Technological University (NTU) - Nanyang Business School and University College Dublin (UCD) College of Business

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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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