Chairat Chuwonganant

Kansas State University - Department of Finance

Manhattan, KS 66506

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 29,920

in Total Papers Downloads

3,070

SSRN CITATIONS
Rank 17,551

SSRN RANKINGS

Top 17,551

in Total Papers Citations

45

CROSSREF CITATIONS

30

Scholarly Papers (11)

1.

Market Volatility and Stock Returns: The Role of Liquidity Providers

Number of pages: 58 Posted: 04 Apr 2017 Last Revised: 18 Apr 2018
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 729 (63,531)
Citation 2

Abstract:

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Market Volatility, Risk Premium, VIX, Liquidity Shock, Bid-Ask Spread, Price Impact, Stock Returns, Market Structure

2.

Uncertainty, Market Structure, and Liquidity

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 58 Posted: 06 Dec 2013 Last Revised: 16 May 2014
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 542 (92,347)
Citation 20

Abstract:

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Liquidity commonality, VIX, Volatility, Market makers, Uncertainty, Bid-ask spread, Market structure

3.

Effects of Earnings Announcements on Liquidity and Price Efficiency: New Evidence from ASC 606

Number of pages: 39 Posted: 27 Apr 2020 Last Revised: 07 Aug 2023
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 397 (133,664)
Citation 1

Abstract:

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Liquidity, Information asymmetry, Revenue recognition standard, ASC 606, Earnings announcements, Earnings informativeness

4.

Regulation NMS and Market Quality

Financial Management, Forthcoming
Number of pages: 55 Posted: 15 Nov 2010 Last Revised: 26 Sep 2011
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 380 (140,326)
Citation 6

Abstract:

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regulation NMS, spreads, depths, market quality index, trading costs, price discovery, execution speed, execution probability, price impact, price improvement, return volatility, market share

5.

Transparency and Market Quality: Evidence from SuperMontage

Journal of Financial Intermediation, Forthcoming
Number of pages: 38 Posted: 27 Dec 2007 Last Revised: 31 May 2009
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 303 (179,280)
Citation 3

Abstract:

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Execution costs, Market quality, Liquidity, Market transparency, Market participants, Quote competition

6.

COVID-19 Pandemic and the Stock Market: Liquidity, Price Efficiency, and Trading

Journal of Financial Markets, Forthcoming
Number of pages: 83 Posted: 09 Mar 2021 Last Revised: 25 Jan 2023
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 215 (253,001)
Citation 5

Abstract:

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COVID-19, Liquidity, Trading floor, Informed trading, Price efficiency

7.

The Dynamics of Quote Adjustments

Journal of Banking and Finance, Forthcoming
Number of pages: 45 Posted: 27 Dec 2007 Last Revised: 22 Jul 2008
Kee H. Chung, Chairat Chuwonganant and Jing Jiang
State University of New York at Buffalo - School of Management, Kansas State University - Department of Finance and Sacred Heart University - Jack Welch College of Business, Department of Economics and Finance
Downloads 177 (300,130)
Citation 2

Abstract:

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Spreads, Depths, Market structure, Market efficiency, Tick size, Quote revision, Adverse- selection costs

8.

Tick Size and Price Efficiency: Further Evidence from the Tick Size Pilot Program

Number of pages: 48 Posted: 27 Apr 2022 Last Revised: 03 Mar 2023
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 123 (403,270)

Abstract:

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Liquidity, Tick size, Pilot program, Informed trading, Price efficiency, Trader migration

9.

Pre-Opening Price Indications and Market Quality: Evidence from NYSE Rule 48

Number of pages: 41 Posted: 23 Apr 2021 Last Revised: 02 Aug 2021
Kee H. Chung, Chairat Chuwonganant and Youngsoo Kim
State University of New York at Buffalo - School of Management, Kansas State University - Department of Finance and University of Regina - Faculty of Business Administration
Downloads 92 (498,145)

Abstract:

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Pre-opening price indications, NYSE, designated market maker, opening delay, liquidity, market volatility, Rule 48

10.

Exit, Survival, and Competitive Equilibrium in Dealer Markets

Number of pages: 36 Posted: 11 Aug 2013 Last Revised: 06 Feb 2024
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 68 (594,641)

Abstract:

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market structure, dealer competition, competitive advantages, quote aggressiveness, bid-ask spread, market share, survival probability, exit decision

Corporate Diversification, Managerial Expansion, Firm Liquidity and Operating Performance: The Role of Segment Disclosure

Number of pages: 47 Posted: 12 Jul 2018
Kingsley O. Olibe and Chairat Chuwonganant
Kansas State University and Kansas State University - Department of Finance
Downloads 44 (738,644)

Abstract:

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Corporate diversification; firm spread (liquidity); managerial expansion; operating and; market performance