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

5

DOWNLOADS

1,051

SSRN CITATIONS
Rank 11,317

SSRN RANKINGS

Top 11,317

in Total Papers Citations

15

CROSSREF CITATIONS

96

Scholarly Papers (5)

1.

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, Fudan University and University of Memphis - Fogelman College of Business and Economics
Downloads 359 (129,322)
Citation 10

Abstract:

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

2.

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
Krannert School of Management, Singapore Management University and National University of Singapore (NUS) - Department of Finance
Downloads 310 (151,363)

Abstract:

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

3.

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, Fudan University and University of Memphis - Fogelman College of Business and Economics
Downloads 170 (268,529)
Citation 1

Abstract:

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

4.

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, Fudan University, Mahidol University - College of Management and University of Memphis - Fogelman College of Business and Economics
Downloads 157 (286,981)
Citation 1

Abstract:

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Regulation fair disclosure, volatility, liquidity, adverse selection costs

5.

Permanent Price Impact Asymmetry of Trades with Institutional Constraints

Journal of Financial Markets, Vol. 36, 2017
Number of pages: 45 Posted: 26 Jul 2017 Last Revised: 24 Jan 2022
Chiraphol N. Chiyachantana, Pankaj K. Jain, Christine X. Jiang and Vivek Sharma
Singapore Management University, University of Memphis - Fogelman College of Business and Economics, Fudan University and University of Hartford - Barney School of Business
Downloads 55 (560,118)
Citation 1

Abstract:

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Permanent Price Impact Asymmetry, Institutional Investors, Information Asymmetry