Chairat Chuwonganant

Kansas State University - Department of Finance

Manhattan, KS 66506

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 25,624

SSRN RANKINGS

Top 25,624

in Total Papers Downloads

2,420

SSRN CITATIONS
Rank 21,271

SSRN RANKINGS

Top 21,271

in Total Papers Citations

17

CROSSREF CITATIONS

31

Scholarly Papers (10)

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 630 (52,781)
Citation 2

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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 481 (74,002)
Citation 5

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

3.

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 346 (108,485)
Citation 6

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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

4.

Effects of Earnings Announcements on Liquidity, Information Asymmetry, and Trading: New Evidence from Implementation of ASC 606

Number of pages: 59 Posted: 27 Apr 2020 Last Revised: 17 Apr 2021
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 328 (115,088)
Citation 1

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

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 283 (134,616)
Citation 1

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

6.

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 154 (236,688)
Citation 2

Abstract:

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

7.

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

Number of pages: 52 Posted: 09 Mar 2021 Last Revised: 26 Apr 2021
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 75 (387,907)

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COVID-19, Liquidity, Information asymmetry, Pricing efficiency, Trading, VIX

Exit, Survival, and Competitive Equilibrium in Dealer Markets

Number of pages: 36 Posted: 11 Aug 2013
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 49 (486,436)

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

Exit, Survival, and Competitive Equilibrium in Dealer Markets

Financial Review, Vol. 49, Issue 3, pp. 435-460, 2014
Number of pages: 26 Posted: 26 Jul 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 1 (822,731)
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market structure, dealer competition, competitive advantages, quote aggressiveness, bidā€ask spread, market share, survival probability, exit decision

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 48 (481,992)

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

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 25 (619,042)

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