Thanaset Chevapatrakul

Nottingham University Business School

Associate Professor in Finance

Jubuliee Campus

Wollaton Road

Nottingham, Nottinghamshire NG8 1BB

Great Britain

SCHOLARLY PAPERS

4

DOWNLOADS

460

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Return Asymmetry and the Cross Section of Stock Returns

Number of pages: 41 Posted: 11 Oct 2016 Last Revised: 03 Jul 2019
Zhongxiang Xu, Xiafei Li, Xiafei Li and Thanaset Chevapatrakul
University of Nottingham, University of Nottingham, Students, Nottingham University Business Schoolaffiliation not provided to SSRN and Nottingham University Business School
Downloads 215 (184,435)
Citation 2

Abstract:

Loading...

Empirical asset pricing; return asymmetry; skewness

2.

Default Risk and the Market Skewness Risk Effect

Number of pages: 46 Posted: 30 Oct 2016
Zhongxiang Xu, Xiafei Li, Xiafei Li, Thanaset Chevapatrakul and Ning Gao
University of Nottingham, University of Nottingham, Students, Nottingham University Business Schoolaffiliation not provided to SSRN, Nottingham University Business School and Manchester Accounting and Finance Group, Alliance Manchester Business School, University of Manchester
Downloads 192 (204,674)

Abstract:

Loading...

Asset pricing, market skewness risk, default risk

3.

Coexceedance in the US and the UK Stock Markets: An Analysis of Contagion During the 2007-2009 Financial Crisis

Number of pages: 35 Posted: 27 Jan 2013
Thanaset Chevapatrakul and Kai-Hong Tee
Nottingham University Business School and Loughborough University - School of Business and Economics
Downloads 53 (481,045)
Citation 1

Abstract:

Loading...

Credit crisis, Coexceedance, Quantile Regression, Governmental Intervention, Global recession timeline

4.

Monetary Policy Reaction Functions in Small Open Economies: A Quantile Regression Approach

The Manchester School, Vol. 82, Issue 2, pp. 237-256, 2014
Number of pages: 20 Posted: 19 Feb 2014
Thanaset Chevapatrakul and Juan Paezā€Farrell
Nottingham University Business School and Loughborough University
Downloads 0 (831,574)
Citation 1
  • Add to Cart

Abstract:

Loading...