Chiraphol N. Chiyachantana

Singapore Management University

Assistant Professor of Finance

Lee Kong Chian School of Business

50 Stamford Road

Singapore, 178899

Singapore

Singapore Management University - Lee Kong Chian School of Business

469 Bukit Timah Road

Singapore 912409

Singapore

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 8,995

in Total Papers Citations

7

CROSSREF CITATIONS

100

Scholarly Papers (7)

1.

Institutional Trading Frictions

Number of pages: 48 Posted: 20 Oct 2008 Last Revised: 12 Nov 2013
Chiraphol N. Chiyachantana and Pankaj K. Jain
Singapore Management University and University of Memphis - Fogelman College of Business and Economics
Downloads 332 (90,919)
Citation 7

Abstract:

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Institutional trading, implementation shortfall, adverse selection, clean-up costs, price impact, transaction costs

2.

International Evidence on Institutional Trading Behavior and Price Impact

Number of pages: 48 Posted: 13 Jun 2007 Last Revised: 12 Nov 2013
Chiraphol N. Chiyachantana, Pankaj K. Jain, Christine X. Jiang and Robert Wood
Singapore Management University, University of Memphis - Fogelman College of Business and Economics, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 292 (104,617)
Citation 5

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International Investment, institutional trading,underlying market condition, price impact asymmetry

3.

On the Informativeness of Credit Watch Placements

Number of pages: 33 Posted: 11 Sep 2008 Last Revised: 12 Nov 2013
Sugato Chakravarty, Chiraphol N. Chiyachantana and Yen Teik Lee
Purdue University, Singapore Management University and Asia School of Business
Downloads 280 (109,345)

Abstract:

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credit rating agency, credit watch, bond rating, abnormal returns, institutional trading

4.

Volatility Effects of Institutional Trading in Foreign Stocks

Number of pages: 34 Posted: 04 May 2009 Last Revised: 12 Nov 2013
Chiraphol N. Chiyachantana, Pankaj K. Jain, Christine X. Jiang and Robert Wood
Singapore Management University, University of Memphis - Fogelman College of Business and Economics, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 157 (189,558)
Citation 1

Abstract:

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price impact, institutional trading, international stock, foreign investment, volatility

5.

The Impact of Regulation Fair Disclosure on Information Asymmetry and Trading: An Intraday Analysis

Number of pages: 38 Posted: 04 May 2009 Last Revised: 12 Nov 2013
Chiraphol N. Chiyachantana, Christine X. Jiang, Nareerat Taechapiroontong and Robert Wood
Singapore Management University, University of Memphis - Fogelman College of Business and Economics, Mahidol University - College of Management and University of Memphis - Fogelman College of Business and Economics
Downloads 144 (203,623)

Abstract:

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Regulation fair disclosure, volatility, liquidity, adverse selection costs

6.

Permanent Price Impact Asymmetry of Trades with Institutional Constraints

Number of pages: 45 Posted: 26 Jul 2017
Chiraphol N. Chiyachantana, Pankaj K. Jain, Christine X. Jiang and Vivek Sharma
Singapore Management University, University of Memphis - Fogelman College of Business and Economics, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Finance
Downloads 27 (486,177)
Citation 1

Abstract:

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Permanent Price Impact Asymmetry, Institutional Investors, Information Asymmetry

7.

Reference Point Adaptation and Disposition Effect: Evidence from Institutional Trading

Number of pages: 49 Posted: 15 Mar 2010
Chiraphol N. Chiyachantana and Zong Fei Yang
Singapore Management University and Singapore Management University
Downloads 26 (491,566)

Abstract:

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disposition effect, prospect theory, reference point, institutional investors