Arnat Leemakdej

Thammasat University - Faculty of Commerce and Accountancy

Assistant Professor

Tha Pra Chan

Bangkok, 10200

Thailand

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 32,272

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SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Detecting Abnormal Returns of Infrequently Traded Stocks in an Event Study

Number of pages: 31 Posted: 21 Jul 2009
Arnat Leemakdej
Thammasat University - Faculty of Commerce and Accountancy
Downloads 467 (60,835)
Citation 2

Abstract:

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event study, simulation, liquidity

2.

New Evidence of Stock Split When Uncertain Event Window is Identified

Number of pages: 20 Posted: 04 Jun 2007
Arnat Leemakdej
Thammasat University - Faculty of Commerce and Accountancy
Downloads 430 (67,237)

Abstract:

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stock split, event study, garch, thailand, uncertain event date

3.

Warrant Pricing and Listing in an Emerging Market: The Case of Thailand

Number of pages: 36 Posted: 04 Jun 2007
Arnat Leemakdej, Anya Khanthavit and Stylianos Perrakis
Thammasat University - Faculty of Commerce and Accountancy, Thammasat University - Faculty of Commerce and Accountancy and Concordia University, Quebec - John Molson School of Business
Downloads 312 (97,356)

Abstract:

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warrant,levered firm valuation,volatility,thailand

4.

Factors Determining Where Informed Traders Trade

Number of pages: 23 Posted: 14 Dec 2005
Arnat Leemakdej
Thammasat University - Faculty of Commerce and Accountancy
Downloads 169 (178,107)

Abstract:

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market microstructure, informed trader, Stock Exchange of Thailand, warrant

5.

Persistent Profit and Portfolio Adjustment

Number of pages: 24 Posted: 23 May 2012
Arnat Leemakdej
Thammasat University - Faculty of Commerce and Accountancy
Downloads 29 (475,814)

Abstract:

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disposition effect