Pornchai Chunhachinda

Thammasat University

Bangkok, 10200

Thailand

SCHOLARLY PAPERS

3

DOWNLOADS

225

CITATIONS

0

Scholarly Papers (3)

1.

Information Transmission Among World Major Gold Futures Markets: Evidence from High Frequency Synchronous Trading Data

Number of pages: 23 Posted: 19 Aug 2012
Rapeesorn Fuangkasem, Pornchai Chunhachinda and Sarayut Nathaphan
Thammasat University - Thammasat Business School, Thammasat University and Mahidol University International College (MUIC)
Downloads 118 (151,220)

Abstract:

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Gold futures, Information transmission, Price discovery, High frequency synchronous trading data, Informationally linked markets

Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 47 Posted: 02 Feb 2016 Last Revised: 26 Jun 2016
PTT Public Company Limited, Thammasat Business School, Mahidol University International College (MUIC) and Thammasat University
Downloads 34 (404,832)

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liquidity timing, mutual fund performance, timing ability, bank-related mutual fund, higher moment liquidity timing

Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund

29th Australasian Finance and Banking Conference 2016
Number of pages: 47 Posted: 20 Aug 2016
PTT Public Company Limited, Thammasat Business School, Thammasat University and Mahidol University International College (MUIC)
Downloads 19 (483,099)

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liquidity timing, mutual fund performance, timing ability, bank-related mutual fund, higher moment liquidity timing

3.

Preface to: Thailand Capital Flight Through Trade with the U.S. During Times of Political and Economical Instability

Pacific Basin Financial Markets and Policies, Vol. 11, No. 3, pp. 363-387, 2008
Posted: 19 Oct 2009
Pornchai Chunhachinda, Maria E. de Boyrie and Simon J. Pak
Thammasat University, New Mexico State University and Pennsylvania State University - Management Division

Abstract:

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Capital flight, trade misinvoicing, political, economic instability