Chairat Chuwonganant

Kansas State University - Department of Finance

Manhattan, KS 66506

United States

  • Kansas State University - Department of Finance

SCHOLARLY PAPERS

11

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TOTAL CITATIONS
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Top 15,732

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57

Scholarly Papers (11)

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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 800 (65,593)
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 584 (98,441)
Citation 31

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

3.

Effects of the New Revenue Recognition Standard (ASC 606) on the Informativeness of Earnings and Revenues

Number of pages: 44 Posted: 27 Apr 2020 Last Revised: 09 Jan 2025
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Downloads 470 (128,412)
Citation 1

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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 404 (153,435)
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

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 313 (202,879)
Citation 4

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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 251 (255,005)
Citation 11

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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 190 (332,246)
Citation 2

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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 152 (403,792)

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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 107 (530,258)

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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 78 (647,512)

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

11.

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

Downloads 52 (794,491)

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 52 (811,993)

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